Holocene Advisors, LP

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
785
Total value ($000)
$15,651,244
Net value change ($000)
-906,061 (-5.5%)
New positions
212
Sold out positions
213
Turnover %
38.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 2/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
MSFT 240,692 357.8%
PYPL 186,585 NEW
MCHP 176,036 NEW
TGT 171,539 NEW
DG 151,644 NEW
PEP 149,442 NEW
TJX 133,398 94.5%
ALNY 128,833 NEW
MDT 122,146 NEW
CL 118,811 1212.5%
Top Reduces (Value $000, Stocks/ETFs)
ORCL -187,298 -81.6%
MDLZ -185,147 -96.7%
EMR -178,404 -94.4%
RTX -163,081 -100.0%
TEL -148,892 -100.0%
SLB -147,714 -82.9%
VRTX -140,932 -100.0%
KR -136,628 -100.0%
HAL -132,076 -100.0%
BX -96,478 -57.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 108,100 (0.7% 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