Holocene Advisors, LP

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
789
Total value ($000)
$16,557,305
Net value change ($000)
-2,632,737 (-13.7%)
New positions
229
Sold out positions
289
Turnover %
41.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
YUM 203,805 7118.6%
MNST 203,739 2940.8%
DPZ 167,312 NEW
TEL 148,892 NEW
CNI 145,081 NEW
RTX 139,937 604.6%
MDLZ 121,545 174.0%
AZN 115,160 NEW
ADI 113,220 NEW
GOOGL 97,440 190.0%
Top Reduces (Value $000, Stocks/ETFs)
EXPE -247,902 -88.3%
WDAY -222,755 -96.3%
ABNB -221,105 -100.0%
CSX -209,042 -95.4%
BAC -182,244 -100.0%
SPLUNK INC -177,041 -85.7%
V -174,161 -61.6%
ROST -174,098 -100.0%
AVGO -172,211 -100.0%
ALLY -167,072 -83.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 157,991 (1.0% 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.
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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