Holocene Advisors, LP

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
654
Total value ($000)
$13,152,261
Net value change ($000)
+1,742,904 (15.3%)
New positions
215
Sold out positions
164
Turnover %
45.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 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)
WDAY 287,392 NEW
FISV 240,534 947.7%
AIY 238,782 373.1%
SE 160,452 77140.4%
PG 149,577 NEW
NET 129,244 NEW
Anaplan, Inc. 124,064 11319.7%
IRTC 121,580 22226.7%
PINS 114,842 129.8%
ADSK 113,453 NEW
Top Reduces (Value $000, Stocks/ETFs)
NOW -219,668 -88.5%
LRCX -160,170 -100.0%
GM -137,643 -100.0%
MELI -131,996 -62.6%
KMB -123,338 -100.0%
TEAM -122,426 -100.0%
AMD -116,949 -100.0%
MTCH -113,604 -100.0%
SBAC -113,125 -100.0%
CP -110,756 -87.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 823,370 (6.3% 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