Gotham Asset Management, LLC

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
1,126
Total value ($000)
$3,099,875
Net value change ($000)
+634,087 (25.7%)
New positions
273
Sold out positions
152
Turnover %
9.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/15/2021 Next filing: 5/16/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 172,425 267.8%
SPY 39,529 63.3%
BRK-B 17,073 168.8%
AAPL 14,960 40.0%
DTE 14,337 NEW
REGN 11,674 357.0%
APON 11,165 2993.3%
MSFT 9,218 16.3%
ETN 9,032 193.0%
CE 8,214 869.2%
Top Reduces (Value $000, Stocks/ETFs)
DD -9,768 -72.2%
PEG -9,564 -97.9%
LLY -7,097 -91.0%
GE -6,843 -92.5%
ADP -6,471 -44.8%
AHC -5,968 -89.0%
FISV -5,316 -88.2%
SWK -5,001 -84.1%
ILMN -4,983 -75.8%
RVTY -4,631 -48.0%
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