Holocene Advisors, LP
Q4 2021 13F-HR Holdings
Net value change ($000)
+809,855
(4.4%)
New positions
241
Sold out positions
180
Turnover %
34.1%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2021
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)
| MSFT | 264,103 | 561.6% |
| MU | 203,865 | NEW |
| STX | 197,845 | NEW |
| Qualtrics International Inc. | 187,469 | NEW |
| FIVN | 167,078 | 48710.8% |
| EW | 152,083 | 149.5% |
| UBER | 151,017 | NEW |
| CP | 144,856 | NEW |
| DLR | 143,649 | 20404.7% |
| SPGI | 133,442 | 183.4% |
Top Reduces (Value $000, Stocks/ETFs)
| TJX | -297,974 | -89.8% |
| CRM | -296,711 | -64.5% |
| SPLUNK INC | -193,000 | -98.2% |
| SE | -185,716 | -100.0% |
| CL | -155,778 | -94.6% |
| TEAM | -150,818 | -89.8% |
| KKR | -133,884 | -75.4% |
| XLRN | -128,574 | -100.0% |
| PIONEER NATURAL RESOURCES CO | -127,028 | -100.0% |
| KMB | -125,250 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
378,180
(2.0% 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 |
|---|