Gotham Asset Management, LLC

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
1,055
Total value ($000)
$3,600,918
Net value change ($000)
-1,845,624 (-33.9%)
New positions
211
Sold out positions
243
Turnover %
17.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
TJX 28,327 1069.3%
MDT 21,326 268.8%
CTVA 19,341 NEW
KMI 19,151 553.5%
TT 19,077 NEW
CONCHO RESOURCES INC 16,639 NEW
GD 16,321 476.0%
GEN 15,184 609.6%
EOG 14,740 1962.7%
TSN 11,325 322.2%
Top Reduces (Value $000, Stocks/ETFs)
BMY -47,132 -76.1%
AAPL -44,369 -46.5%
CVS -39,028 -67.9%
CMCSA -37,556 -86.5%
WBA -35,660 -86.1%
CSCO -34,648 -60.9%
KHC -34,271 -98.0%
PSX -31,294 -73.1%
LMT -30,595 -64.5%
ACN -30,077 -70.1%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type