Holocene Advisors, LP

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
649
Total value ($000)
$9,312,109
Net value change ($000)
-1,846,400 (-16.5%)
New positions
223
Sold out positions
228
Turnover %
57.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 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)
AMZN 224,951 386.7%
MSFT 202,294 36253.4%
TTWO 180,353 NEW
JD 151,756 NEW
INTC 148,007 NEW
ROST 145,701 NEW
CI 138,200 11771.7%
ETN 134,921 NEW
RAYTHEON CO/ 134,731 1805.3%
DG 130,528 292.4%
Top Reduces (Value $000, Stocks/ETFs)
CRM -190,380 -85.4%
NXPI -169,178 -100.0%
GPN -166,594 -99.8%
RTX -157,186 -86.7%
IT -156,989 -100.0%
SAP -145,881 -84.7%
NOC -143,128 -99.7%
BKNG -143,107 -54.5%
BIDU -135,821 -100.0%
EXPE -132,567 -96.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 297,402 (3.2% of total reported value)
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