Holocene Advisors, LP

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
705
Total value ($000)
$23,430,641
Net value change ($000)
+3,087,993 (15.2%)
New positions
209
Sold out positions
188
Turnover %
42.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2023 Next filing: 11/14/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 2023
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)
AMZN 590,908 1454.1%
SHW 250,779 201.0%
MDLZ 247,138 NEW
ULTA 207,721 NEW
ROST 204,584 NEW
DG 202,541 NEW
ADP 179,887 NEW
LRCX 178,243 164.8%
ADBE 172,711 NEW
DD 172,134 NEW
Top Reduces (Value $000, Stocks/ETFs)
INTU -361,188 -98.1%
GOOGL -291,923 -90.2%
ETSY -218,648 -100.0%
TSN -206,579 -95.9%
MCD -191,989 -100.0%
BJ -170,018 -89.5%
TSCO -165,537 -100.0%
YUM -164,121 -89.5%
MELI -146,125 -100.0%
TSM -142,963 -53.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 567,666 (2.4% 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