JACOBS LEVY EQUITY MANAGEMENT, INC

Q1 2020 13F-HR Holdings

Location
Florham Park, NJ
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
993
Total value ($000)
$7,782,584
Net value change ($000)
-2,410,004 (-23.6%)
New positions
183
Sold out positions
176
Turnover %
11.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/17/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
LLY 45,116 367.1%
TRV 36,288 215.6%
AMH 36,173 662.3%
MRK 33,170 152.7%
GLPI 27,149 NEW
UTHR 26,933 352.6%
RNR 23,088 900.5%
CHTR 22,240 215.9%
SPY 21,858 NEW
OPTU 21,240 506.9%
Top Reduces (Value $000, Stocks/ETFs)
DD -79,816 -97.5%
PRU -59,728 -99.4%
GOOGL -53,891 -19.3%
WTW -49,899 -100.0%
AMZN -48,368 -20.5%
YUM -42,525 -63.7%
PSX -40,017 -43.5%
AMT -37,896 -58.9%
F -36,934 -40.9%
AIG -36,194 -89.2%
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