Gotham Asset Management, LLC

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
1,313
Total value ($000)
$4,840,654
Net value change ($000)
+242,728 (5.3%)
New positions
143
Sold out positions
124
Turnover %
3.9%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 2023
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 58,582 17.7%
IEFA 15,509 121.4%
KVUE 15,077 NEW
EMR 13,656 223.0%
NVDA 13,592 59.2%
DAL 9,624 988.1%
CRM 7,417 54.0%
CVNA 7,257 211.5%
SWKS 6,844 52.0%
BWA 6,680 145.5%
Top Reduces (Value $000, Stocks/ETFs)
SNOW -9,078 -13.2%
EOG -8,281 -54.1%
MSI -8,270 -96.4%
Univar Solutions Inc. -7,534 -100.0%
AAPL -7,288 -9.4%
GSPY -7,134 -2.7%
ZBRA -6,869 -91.2%
Syneos Health, Inc. -6,581 -100.0%
IT -6,003 -58.4%
DD -5,819 -45.9%
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