Gotham Asset Management, LLC

Q2 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2021
Date filed
8/16/2021
Form type
13F-HR
Num holdings
982
Total value ($000)
$2,360,113
Net value change ($000)
+118,204 (5.3%)
New positions
182
Sold out positions
179
Turnover %
10.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/17/2021 Next filing: 11/15/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2021
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)
SPY 27,443 259.9%
ADP 8,243 272.0%
TGT 8,048 104.9%
AHC 7,708 NEW
VRTX 7,320 NEW
AMZN 6,940 19.0%
NOC 6,838 143.4%
NIELSEN HLDGS PLC 6,669 221.9%
MSFT 6,227 13.6%
STX 5,888 NEW
Top Reduces (Value $000, Stocks/ETFs)
TDG -8,262 -91.1%
EBAY -8,056 -61.9%
VARIAN MEDICAL SYSTEMS INC -6,347 -100.0%
TMO -6,331 -49.8%
HWM -5,880 -36.7%
PWR -5,539 -75.2%
DVN -5,053 -89.6%
TTD -4,657 -94.0%
PVH -4,520 -49.0%
NI -4,377 -100.0%
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