Holocene Advisors, LP
Q4 2020 13F-HR Holdings
Net value change ($000)
+2,696,698
(20.5%)
New positions
230
Sold out positions
158
Turnover %
43.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| ADI | 188,709 | NEW |
| DRI | 177,273 | 566.9% |
| BKNG | 152,804 | NEW |
| XOM | 151,799 | NEW |
| PANW | 147,892 | NEW |
| CMCSA | 146,795 | NEW |
| FTCHQ | 134,035 | 826.7% |
| CRWD | 129,054 | 61163.0% |
| TEAM | 119,780 | NEW |
| KO | 119,196 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| WDAY | -287,392 | -100.0% |
| FISV | -212,546 | -79.9% |
| BABA | -189,092 | -99.8% |
| PINS | -188,270 | -92.6% |
| AZO | -156,545 | -100.0% |
| SPLUNK INC | -146,394 | -91.3% |
| Anaplan, Inc. | -124,768 | -99.7% |
| FTV | -111,805 | -100.0% |
| AMZN | -94,032 | -51.7% |
| AIY | -93,918 | -31.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,557,384
(9.8% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|