Gotham Asset Management, LLC

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
1,011
Total value ($000)
$3,114,066
Net value change ($000)
-227,239 (-6.8%)
New positions
140
Sold out positions
172
Turnover %
8.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
EOG 14,242 303.8%
AVGO 13,853 2095.8%
INTU 12,965 440.1%
BRK-B 12,267 121.3%
TSN 11,541 377.4%
HUM 10,778 266.3%
TSCO 9,203 176.7%
ECL 9,057 164.4%
CHRW 8,377 384.4%
KHC 8,007 169.3%
Top Reduces (Value $000, Stocks/ETFs)
MDT -19,713 -64.4%
BIIB -17,917 -67.0%
ABBV -16,561 -84.5%
PSX -15,510 -89.8%
LUV -14,530 -100.0%
BMY -12,693 -60.0%
XOM -12,600 -100.0%
PFE -11,738 -38.5%
CONCHO RESOURCES INC -11,238 -94.1%
COP -11,189 -49.8%
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