Gotham Asset Management, LLC

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/13/2020
Form type
13F-HR
Num holdings
1,043
Total value ($000)
$3,341,305
Net value change ($000)
-259,613 (-7.2%)
New positions
219
Sold out positions
231
Turnover %
16.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AMZN 36,886 177.8%
MSFT 30,926 91.8%
META 25,074 178.7%
AAPL 19,851 38.9%
GOOGL 19,842 77.7%
ADP 17,879 1637.3%
LOW 17,261 6322.7%
ORCL 15,281 85.1%
HWM 13,883 NEW
RTX 11,925 NEW
Top Reduces (Value $000, Stocks/ETFs)
TJX -30,976 -100.0%
RAYTHEON CO/ -25,826 -100.0%
RTX -24,388 -100.0%
BKNG -16,953 -54.1%
MMM -16,834 -65.8%
SWK -16,806 -95.3%
DAL -16,678 -100.0%
CTVA -15,736 -81.4%
BIIB -15,664 -37.0%
CAT -14,858 -90.1%
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