Gotham Asset Management, LLC

Q3 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
1,005
Total value ($000)
$2,465,788
Net value change ($000)
+105,675 (4.5%)
New positions
186
Sold out positions
163
Turnover %
12.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
GSPY 64,380 NEW
SPY 24,447 64.3%
PPL 13,121 NEW
MPC 10,094 726.7%
EBAY 9,611 193.7%
PEG 8,919 1053.0%
GE 7,401 NEW
MU 7,368 400.2%
LLY 7,362 1700.2%
JNJ 7,127 64.4%
Top Reduces (Value $000, Stocks/ETFs)
FDX -9,573 -96.1%
BBWI -9,356 -100.0%
ALXN -8,046 -100.0%
URI -7,614 -89.6%
HWM -7,349 -72.4%
HON -6,800 -89.0%
D -6,052 -46.0%
AVGO -5,891 -61.1%
NOC -5,594 -48.2%
NXPI -5,477 -48.4%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type