0001172661-16-003627.txt : 20160727 0001172661-16-003627.hdr.sgml : 20160727 20160727164414 ACCESSION NUMBER: 0001172661-16-003627 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160727 DATE AS OF CHANGE: 20160727 EFFECTIVENESS DATE: 20160727 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Gargoyle Investment Advisor L.L.C. CENTRAL INDEX KEY: 0001389974 IRS NUMBER: 134055466 STATE OF INCORPORATION: NJ FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12415 FILM NUMBER: 161787180 BUSINESS ADDRESS: STREET 1: 285 GRAND AVENUE, BLDG. 1 CITY: ENGLEWOOD STATE: NJ ZIP: 07631 BUSINESS PHONE: 201-227-2200 MAIL ADDRESS: STREET 1: 285 GRAND AVENUE, BLDG. 1 CITY: ENGLEWOOD STATE: NJ ZIP: 07631 FORMER COMPANY: FORMER CONFORMED NAME: Gargoyle Services L.L.C. DATE OF NAME CHANGE: 20070214 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001389974 XXXXXXXX 06-30-2016 06-30-2016 false Gargoyle Investment Advisor L.L.C.
285 Grand Avenue, Bldg. 1 Englewood NJ 07631
13F HOLDINGS REPORT 028-12415 N
Joshua B. Parker President 201-227-2205 /s/ Joshua B. Parker Englewood NJ 07-27-2016 1 231 267989 1 0001385271 028-12414 Gargoyle Asset Management L.L.C.
INFORMATION TABLE 2 infotable.xml ACCO BRANDS CORP COM 00081T108 488 47240 SH DFND 1 47240 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1866 13253 SH DFND 1 13253 0 0 ALLEGHANY CORP DEL COM 017175100 950 1728 SH DFND 1 1728 0 0 ALLERGAN PLC SHS G0177J108 661 2860 SH SOLE 2860 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 245 19310 SH SOLE 19310 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 499 17921 SH DFND 1 17921 0 0 AMBAC FINL GROUP INC COM NEW 023139884 462 28081 SH DFND 1 28081 0 0 AMC NETWORKS INC CL A 00164V103 557 9219 SH SOLE 9219 0 0 AMERICAN EXPRESS CO COM 025816109 243 4000 SH DFND 1 4000 0 0 AMERIPRISE FINL INC COM 03076C106 2432 27062 SH DFND 1 27062 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2355 29685 SH DFND 1 29685 0 0 AMGEN INC COM 031162100 2626 17256 SH DFND 1 17256 0 0 AMGEN INC COM 031162100 228 1500 SH SOLE 1500 0 0 ANTERO RES CORP COM 03674X106 431 16600 SH DFND 1 16600 0 0 ANTERO RES CORP COM 03674X106 610 23461 SH SOLE 23461 0 0 ANTHEM INC COM 036752103 2364 18000 SH DFND 1 18000 0 0 APPLE INC COM 037833100 2338 24451 SH DFND 1 24451 0 0 APPLE INC COM 037833100 13 132 SH SOLE 132 0 0 ARAMARK COM 03852U106 2600 77800 SH DFND 1 77800 0 0 ASSURED GUARANTY LTD COM G0585R106 664 26191 SH SOLE 26191 0 0 AT&T INC COM 00206R102 2864 66290 SH DFND 1 66290 0 0 AUTONATION INC COM 05329W102 255 5425 SH DFND 1 5425 0 0 AVIS BUDGET GROUP COM 053774105 674 20900 SH SOLE 20900 0 0 BANC OF CALIFORNIA INC COM 05990K106 445 24583 SH DFND 1 24583 0 0 BANK AMER CORP COM 060505104 1058 79700 SH DFND 1 79700 0 0 BAXTER INTL INC COM 071813109 3323 73484 SH DFND 1 73484 0 0 BAXTER INTL INC COM 071813109 1055 23314 SH SOLE 23314 0 0 BED BATH & BEYOND INC COM 075896100 2013 46565 SH DFND 1 46565 0 0 BEST BUY INC COM 086516101 443 14491 SH DFND 1 14491 0 0 BIO RAD LABS INC CL A 090572207 2737 19137 SH DFND 1 19137 0 0 BIOGEN INC COM 09062X103 543 2247 SH SOLE 2247 0 0 BRINKER INTL INC COM 109641100 2530 55561 SH DFND 1 55561 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 768 83697 SH SOLE 83697 0 0 BRUNSWICK CORP COM 117043109 1899 41899 SH DFND 1 41899 0 0 CA INC COM 12673P105 2612 79548 SH DFND 1 79548 0 0 CACI INTL INC CL A 127190304 1410 15600 SH DFND 1 15600 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 996 41000 SH DFND 1 41000 0 0 CAESARS ENTMT CORP COM 127686103 454 59052 SH DFND 1 59052 0 0 CAL MAINE FOODS INC COM NEW 128030202 238 5374 SH DFND 1 5374 0 0 CAL MAINE FOODS INC COM NEW 128030202 474 10700 SH SOLE 10700 0 0 CASH AMER INTL INC COM 14754D100 462 10837 SH DFND 1 10837 0 0 CENTURY ALUM CO COM 156431108 437 68969 SH DFND 1 68969 0 0 CENTURYLINK INC COM 156700106 2266 78095 SH DFND 1 78095 0 0 CENTURYLINK INC COM 156700106 902 31087 SH SOLE 31087 0 0 CHART INDS INC COM PAR $0.01 16115Q308 432 17902 SH DFND 1 17902 0 0 CIT GROUP INC COM NEW 125581801 644 20169 SH SOLE 20169 0 0 COLFAX CORP COM 194014106 714 26981 SH SOLE 26981 0 0 COMCAST CORP NEW CL A 20030N101 1728 26500 SH DFND 1 26500 0 0 COMMERCIAL METALS CO COM 201723103 503 29761 SH DFND 1 29761 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 289 24036 SH SOLE 24036 0 0 CONSOL ENERGY INC COM 20854P109 166 10300 SH SOLE 10300 0 0 CONVERGYS CORP COM 212485106 2383 95335 SH DFND 1 95335 0 0 CUMMINS INC COM 231021106 1739 15464 SH DFND 1 15464 0 0 DEAN FOODS CO NEW COM NEW 242370203 487 26914 SH DFND 1 26914 0 0 DENBURY RES INC COM NEW 247916208 376 104696 SH DFND 1 104696 0 0 DOW CHEM CO COM 260543103 5 102 SH SOLE 102 0 0 DOW CHEM CO COM 260543103 2501 50307 SH DFND 1 50307 0 0 EARTHLINK HLDGS CORP COM 27033X101 453 70745 SH DFND 1 70745 0 0 EASTMAN CHEM CO COM 277432100 2397 35302 SH DFND 1 35302 0 0 EATON CORP PLC SHS G29183103 2406 40288 SH DFND 1 40288 0 0 EATON CORP PLC SHS G29183103 16 269 SH SOLE 269 0 0 EBAY INC COM 278642103 455 19451 SH DFND 1 19451 0 0 EBAY INC COM 278642103 716 30585 SH SOLE 30585 0 0 ECHOSTAR CORP CL A 278768106 2328 58636 SH DFND 1 58636 0 0 EDGEWELL PERS CARE CO COM 28035Q102 2642 31300 SH DFND 1 31300 0 0 EMCOR GROUP INC COM 29084Q100 2442 49583 SH DFND 1 49583 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 299 10632 SH DFND 1 10632 0 0 EMERSON ELEC CO COM 291011104 1943 37245 SH DFND 1 37245 0 0 ENDO INTL PLC SHS G30401106 319 20462 SH SOLE 20462 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 359 22540 SH SOLE 22540 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 239 15000 SH DFND 1 15000 0 0 ENNIS INC COM 293389102 518 26992 SH DFND 1 26992 0 0 EVEREST RE GROUP LTD COM G3223R108 245 1343 SH SOLE 1343 0 0 EVEREST RE GROUP LTD COM G3223R108 2215 12123 SH DFND 1 12123 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 2826 37287 SH DFND 1 37287 0 0 F5 NETWORKS INC COM 315616102 2823 24800 SH DFND 1 24800 0 0 F5 NETWORKS INC COM 315616102 17 150 SH SOLE 150 0 0 FIFTH THIRD BANCORP COM 316773100 2714 154295 SH DFND 1 154295 0 0 FIRST SOLAR INC COM 336433107 656 13545 SH SOLE 13545 0 0 FIRSTENERGY CORP COM 337932107 1082 31000 SH DFND 1 31000 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 426 10300 SH DFND 1 10300 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 2571 217875 SH DFND 1 217875 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 936 79316 SH SOLE 79316 0 0 FLUOR CORP NEW COM 343412102 2231 45262 SH DFND 1 45262 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 735 58459 SH SOLE 58459 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 2216 176276 SH DFND 1 176276 0 0 FRANKLIN RES INC COM 354613101 1110 33262 SH DFND 1 33262 0 0 GENERAL MTRS CO COM 37045V100 2174 76831 SH DFND 1 76831 0 0 GENERAL MTRS CO COM 37045V100 579 20457 SH SOLE 20457 0 0 GENTEX CORP COM 371901109 994 64346 SH DFND 1 64346 0 0 GILEAD SCIENCES INC COM 375558103 453 5434 SH DFND 1 5434 0 0 GILEAD SCIENCES INC COM 375558103 754 9046 SH SOLE 9046 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 1373 53519 SH DFND 1 53519 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 445 17347 SH SOLE 17347 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 1981 158000 SH DFND 1 158000 0 0 GROUPON INC COM CL A 399473107 193 59511 SH DFND 1 59511 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2875 64777 SH DFND 1 64777 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 909 20477 SH SOLE 20477 0 0 HD SUPPLY HLDGS INC COM 40416M105 14 400 SH SOLE 400 0 0 HD SUPPLY HLDGS INC COM 40416M105 466 13389 SH DFND 1 13389 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 613 55373 SH SOLE 55373 0 0 HILL ROM HLDGS INC COM 431475102 2667 52857 SH DFND 1 52857 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A104 2685 119178 SH DFND 1 119178 0 0 HORIZON PHARMA PLC SHS G4617B105 636 38559 SH SOLE 38559 0 0 HP INC COM 40434L105 1065 84839 SH DFND 1 84839 0 0 HP INC COM 40434L105 707 56280 SH SOLE 56280 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 2936 17474 SH DFND 1 17474 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 493 2936 SH SOLE 2936 0 0 HYATT HOTELS CORP COM CL A 448579102 2270 46204 SH DFND 1 46204 0 0 IAC INTERACTIVECORP COM 44919P508 2364 41986 SH DFND 1 41986 0 0 IAC INTERACTIVECORP COM 44919P508 782 13890 SH SOLE 13890 0 0 IMS HEALTH HLDGS INC COM 44970B109 2479 97743 SH DFND 1 97743 0 0 INTEL CORP COM 458140100 2483 75709 SH DFND 1 75709 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 455 3000 SH SOLE 3000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1849 12183 SH DFND 1 12183 0 0 JOHNSON & JOHNSON COM 478160104 2720 22425 SH DFND 1 22425 0 0 KCG HLDGS INC CL A 48244B100 474 35621 SH DFND 1 35621 0 0 KELLY SVCS INC CL A 488152208 437 23034 SH DFND 1 23034 0 0 LAM RESEARCH CORP COM 512807108 2816 33500 SH DFND 1 33500 0 0 LEAR CORP COM NEW 521865204 2149 21118 SH DFND 1 21118 0 0 LEGG MASON INC COM 524901105 1985 67322 SH DFND 1 67322 0 0 LEGG MASON INC COM 524901105 145 4894 SH SOLE 4894 0 0 LEUCADIA NATL CORP COM 527288104 2620 151195 SH DFND 1 151195 0 0 LEUCADIA NATL CORP COM 527288104 574 33098 SH SOLE 33098 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 443 8600 SH DFND 1 8600 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 584 11333 SH SOLE 11333 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 697 9362 SH SOLE 9362 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 701 11528 SH SOLE 11528 0 0 MANPOWERGROUP INC COM 56418H100 1957 30424 SH DFND 1 30424 0 0 MANPOWERGROUP INC COM 56418H100 698 10854 SH SOLE 10854 0 0 MCDERMOTT INTL INC COM 580037109 454 92000 SH DFND 1 92000 0 0 MERCK & CO INC COM 58933Y105 2312 40138 SH DFND 1 40138 0 0 MERCK & CO INC COM 58933Y105 939 16291 SH SOLE 16291 0 0 MGIC INVT CORP WIS COM 552848103 355 59642 SH DFND 1 59642 0 0 MGIC INVT CORP WIS COM 552848103 442 74225 SH SOLE 74225 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 440 8900 SH DFND 1 8900 0 0 MICHAEL KORS HLDGS LTD SHS G60754101 968 19563 SH SOLE 19563 0 0 MICRON TECHNOLOGY INC COM 595112103 593 43076 SH SOLE 43076 0 0 MONDELEZ INTL INC CL A 609207105 2785 61200 SH DFND 1 61200 0 0 MORGAN STANLEY COM NEW 617446448 2145 82547 SH DFND 1 82547 0 0 MOSAIC CO NEW COM 61945C103 565 21594 SH SOLE 21594 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 2309 35000 SH DFND 1 35000 0 0 MYRIAD GENETICS INC COM 62855J104 634 20700 SH SOLE 20700 0 0 NATIONAL OILWELL VARCO INC COM 637071101 774 23012 SH SOLE 23012 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 482 26648 SH DFND 1 26648 0 0 NEWMONT MINING CORP COM 651639106 820 20941 SH SOLE 20941 0 0 NEWS CORP NEW CL A 65249B109 2265 199559 SH DFND 1 199559 0 0 OCEANEERING INTL INC COM 675232102 698 23357 SH SOLE 23357 0 0 OLD REP INTL CORP COM 680223104 3121 161768 SH DFND 1 161768 0 0 OLD REP INTL CORP COM 680223104 913 47328 SH SOLE 47328 0 0 ON SEMICONDUCTOR CORP COM 682189105 800 90700 SH SOLE 90700 0 0 ORACLE CORP COM 68389X105 2262 55253 SH DFND 1 55253 0 0 ORTHOFIX INTL N V COM N6748L102 443 10455 SH DFND 1 10455 0 0 OWENS CORNING NEW COM 690742101 956 18548 SH SOLE 18548 0 0 PERKINELMER INC COM 714046109 2482 47353 SH DFND 1 47353 0 0 PERRIGO CO PLC SHS G97822103 469 5166 SH SOLE 5166 0 0 PFIZER INC COM 717081103 2261 64205 SH DFND 1 64205 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 508 19940 SH DFND 1 19940 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1027 40316 SH SOLE 40316 0 0 PLY GEM HLDGS INC COM 72941W100 337 23100 SH DFND 1 23100 0 0 PVH CORP COM 693656100 650 6900 SH SOLE 6900 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 2567 39300 SH DFND 1 39300 0 0 RACKSPACE HOSTING INC COM 750086100 679 32532 SH SOLE 32532 0 0 RADIAN GROUP INC COM 750236101 219 20997 SH DFND 1 20997 0 0 RADIAN GROUP INC COM 750236101 661 63498 SH SOLE 63498 0 0 REGAL BELOIT CORP COM 758750103 2312 41994 SH DFND 1 41994 0 0 REGIONS FINL CORP NEW COM 7591EP100 962 113000 SH DFND 1 113000 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 2130 21960 SH DFND 1 21960 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 16 168 SH SOLE 168 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 2862 37222 SH DFND 1 37222 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1063 13820 SH SOLE 13820 0 0 REYNOLDS AMERICAN INC COM 761713106 2728 50591 SH DFND 1 50591 0 0 RYDER SYS INC COM 783549108 2416 39512 SH DFND 1 39512 0 0 SANDERSON FARMS INC COM 800013104 487 5622 SH DFND 1 5622 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2445 39268 SH DFND 1 39268 0 0 SERVICE CORP INTL COM 817565104 1082 40000 SH DFND 1 40000 0 0 SILVER SPRING NETWORKS INC COM 82817Q103 397 32700 SH DFND 1 32700 0 0 SKYWEST INC COM 830879102 519 19600 SH DFND 1 19600 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1282 6120 SH SOLE 6120 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1723 40059 SH DFND 1 40059 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 640 14872 SH SOLE 14872 0 0 SPX CORP COM 784635104 423 28500 SH DFND 1 28500 0 0 STAPLES INC COM 855030102 572 66455 SH SOLE 66455 0 0 STARZ COM SER A 85571Q102 643 21500 SH SOLE 21500 0 0 SURGICAL CARE AFFILIATES INC COM 86881L106 524 10986 SH DFND 1 10986 0 0 TARGA RES CORP COM 87612G101 523 12400 SH SOLE 12400 0 0 TARGET CORP COM 87612E106 2157 30900 SH DFND 1 30900 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 565 5704 SH DFND 1 5704 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 945 31877 SH SOLE 31877 0 0 TENNECO INC COM 880349105 853 18300 SH SOLE 18300 0 0 TERADYNE INC COM 880770102 1162 59000 SH DFND 1 59000 0 0 TESORO CORP COM 881609101 999 13331 SH DFND 1 13331 0 0 TESORO CORP COM 881609101 633 8448 SH SOLE 8448 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 459 14993 SH DFND 1 14993 0 0 TEXAS INSTRS INC COM 882508104 1178 18800 SH DFND 1 18800 0 0 TEXTRON INC COM 883203101 2372 64883 SH DFND 1 64883 0 0 TIME WARNER INC COM NEW 887317303 826 11230 SH SOLE 11230 0 0 TOWER INTL INC COM 891826109 237 11500 SH DFND 1 11500 0 0 TRANSOCEAN LTD REG SHS H8817H100 361 30400 SH SOLE 30400 0 0 TRINITY INDS INC COM 896522109 622 33478 SH SOLE 33478 0 0 TRIPLE-S MGMT CORP CL B 896749108 453 18546 SH DFND 1 18546 0 0 TRONOX LTD SHS CL A Q9235V101 297 67240 SH DFND 1 67240 0 0 U S G CORP COM NEW 903293405 693 25684 SH SOLE 25684 0 0 U S G CORP COM NEW 903293405 478 17722 SH DFND 1 17722 0 0 UNITED CONTL HLDGS INC COM 910047109 635 15477 SH SOLE 15477 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1534 14238 SH DFND 1 14238 0 0 UNITED RENTALS INC COM 911363109 838 12500 SH SOLE 12500 0 0 UNITED STATES CELLULAR CORP COM 911684108 840 21402 SH SOLE 21402 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1269 11977 SH DFND 1 11977 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 675 6372 SH SOLE 6372 0 0 UNIVERSAL CORP VA COM 913456109 485 8408 SH DFND 1 8408 0 0 VALERO ENERGY CORP NEW COM 91913Y100 450 8815 SH DFND 1 8815 0 0 VALERO ENERGY CORP NEW COM 91913Y100 628 12321 SH SOLE 12321 0 0 VARIAN MED SYS INC COM 92220P105 2714 33000 SH DFND 1 33000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 433 7750 SH SOLE 7750 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3165 56684 SH DFND 1 56684 0 0 VIACOM INC NEW CL B 92553P201 726 17513 SH SOLE 17513 0 0 VMWARE INC CL A COM 928563402 835 14600 SH SOLE 14600 0 0 VOYA FINL INC COM 929089100 1761 71139 SH DFND 1 71139 0 0 VOYA FINL INC COM 929089100 385 15582 SH SOLE 15582 0 0 WABASH NATL CORP COM 929566107 432 34000 SH DFND 1 34000 0 0 WADDELL & REED FINL INC CL A 930059100 386 22418 SH SOLE 22418 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 233 42000 SH SOLE 42000 0 0 WESTERN DIGITAL CORP COM 958102105 359 7604 SH SOLE 7604 0 0 WESTERN REFNG INC COM 959319104 492 23876 SH SOLE 23876 0 0 WESTLAKE CHEM CORP COM 960413102 440 10261 SH SOLE 10261 0 0 WINDSTREAM HLDGS INC COM NEW 97382A200 455 49060 SH DFND 1 49060 0 0 XEROX CORP COM 984121103 2303 242714 SH DFND 1 242714 0 0 XEROX CORP COM 984121103 14 1481 SH SOLE 1481 0 0 XL GROUP PLC SHS G98290102 1099 33000 SH DFND 1 33000 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 543 10822 SH SOLE 10822 0 0