Holocene Advisors, LP

Q2 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
599
Total value ($000)
$11,409,357
Net value change ($000)
+2,097,248 (22.5%)
New positions
193
Sold out positions
255
Turnover %
46.6%
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)
MELI 210,807 NEW
LRCX 160,170 NEW
SPLUNK INC 156,572 51000.7%
JCI 131,761 228.2%
TGT 126,342 339.4%
NXPI 124,380 NEW
NOW 123,175 98.4%
AZO 115,249 306.4%
GM 114,480 494.2%
SBAC 113,125 NEW
Top Reduces (Value $000, Stocks/ETFs)
MSFT -172,585 -85.1%
TTWO -164,598 -91.3%
UNP -154,339 -88.4%
INTC -147,631 -99.7%
ROST -145,701 -100.0%
RAYTHEON CO/ -142,194 -100.0%
ETN -130,785 -96.9%
LHX -121,677 -99.3%
BKNG -119,409 -100.0%
FIS -113,149 -67.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 624,884 (5.5% 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