JACOBS LEVY EQUITY MANAGEMENT, INC

Q2 2020 13F-HR Holdings

Location
Florham Park, NJ
Holdings as of
6/30/2020
Date filed
8/17/2020
Form type
13F-HR
Num holdings
1,029
Total value ($000)
$9,233,797
Net value change ($000)
+1,451,213 (18.6%)
New positions
221
Sold out positions
185
Turnover %
11.0%
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 86,648 46.2%
MSFT 85,004 26.5%
QCOM 82,761 257.2%
AAPL 69,506 42.4%
AZO 65,783 7570.0%
GM 48,132 159.6%
HSY 44,190 343.1%
GOOGL 43,620 19.4%
ICE 43,155 293.2%
LLY 35,197 61.3%
Top Reduces (Value $000, Stocks/ETFs)
BIIB -94,117 -99.4%
MA -79,362 -59.9%
KO -63,680 -97.0%
ABBV -46,064 -67.2%
AMH -41,064 -98.6%
SYY -36,745 -100.0%
SCHW -28,294 -54.6%
COP -27,889 -96.2%
AMT -26,432 -100.0%
EA -25,173 -47.9%
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