JACOBS LEVY EQUITY MANAGEMENT, INC

Q3 2020 13F-HR Holdings

Location
Florham Park, NJ
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
1,013
Total value ($000)
$9,647,941
Net value change ($000)
+414,144 (4.5%)
New positions
128
Sold out positions
144
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/17/2020 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)
AAPL 81,245 34.8%
LOW 65,456 186.4%
AMZN 51,015 18.6%
COF 40,860 435.1%
ELV 28,600 38.3%
OXY 26,644 3878.3%
HRB 22,304 181.8%
AZO 21,203 31.8%
KR 19,852 147.0%
CTVA 18,882 43.1%
Top Reduces (Value $000, Stocks/ETFs)
LLY -39,424 -42.6%
ALGN -32,546 -45.6%
MRK -30,721 -73.6%
MA -27,269 -51.3%
PSX -26,720 -59.2%
MSFT -23,093 -5.7%
OMC -19,518 -87.0%
GILD -18,226 -17.2%
Cloudera, Inc. -17,661 -100.0%
CPT -17,415 -70.2%
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