PANAGORA ASSET MANAGEMENT INC

Q2 2020 13F-HR Holdings

Location
Boston, MA
Holdings as of
6/30/2020
Date filed
8/12/2020
Form type
13F-HR
Num holdings
2,592
Total value ($000)
$15,689,244
Net value change ($000)
+1,551,923 (11.0%)
New positions
236
Sold out positions
193
Turnover %
1.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/14/2020 Next filing: 11/13/2020 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)
AAPL 170,254 25.6%
AMZN 124,388 23.9%
MSFT 110,955 16.2%
META 61,485 22.0%
HD 54,800 85.6%
PYPL 44,403 102.9%
ADSK 42,471 1045.1%
TSCO 40,953 417.5%
TGT 34,328 103.3%
CRM 33,270 36.0%
Top Reduces (Value $000, Stocks/ETFs)
PEP -40,510 -67.9%
NEE -35,197 -29.2%
ETN -33,073 -55.4%
CVS -25,422 -53.5%
PGR -25,242 -28.6%
DUKE REALTY CORP -25,052 -23.6%
EW -24,887 -93.2%
HON -24,668 -52.2%
T -22,289 -18.6%
RJF -21,341 -96.0%
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