Gotham Asset Management, LLC
Q2 2022 13F-HR Holdings
Net value change ($000)
-116,456
(-3.6%)
New positions
179
Sold out positions
188
Turnover %
9.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2022
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)
| EXC | 16,790 | 584.8% |
| IVV | 15,925 | NEW |
| PEG | 10,846 | NEW |
| IEFA | 8,653 | NEW |
| ICE | 7,670 | 272.0% |
| PIONEER NATURAL RESOURCES CO | 7,359 | 724.3% |
| PH | 7,237 | 389.1% |
| GSPY | 7,125 | 2.9% |
| HLT | 6,565 | 735.2% |
| WBD | 6,448 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| iTeos Therapeutics, Inc. | -13,489 | -98.5% |
| ETN | -11,362 | -91.4% |
| AMZN | -11,330 | -25.8% |
| AMD | -9,454 | -90.0% |
| MSFT | -8,432 | -13.9% |
| DTE | -7,676 | -51.2% |
| DD | -7,586 | -72.1% |
| CERNER Corp | -7,365 | -100.0% |
| EFA | -7,263 | -100.0% |
| INTC | -7,244 | -61.4% |
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 |
|---|