Holocene Advisors, LP

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/14/2024
Form type
13F-HR
Num holdings
680
Total value ($000)
$25,660,203
Net value change ($000)
+2,820,577 (12.3%)
New positions
167
Sold out positions
185
Turnover %
41.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/14/2023 Next filing: 5/15/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 410,398 142.1%
ABBV 257,327 NEW
DG 257,207 NEW
CLX 242,417 NEW
BKNG 233,754 65.0%
TXRH 231,338 858.3%
TGT 208,910 219.8%
GPN 197,655 292.0%
ASML 195,155 NEW
GEN 180,050 NEW
Top Reduces (Value $000, Stocks/ETFs)
PG -363,439 -100.0%
CL -278,552 -100.0%
MSFT -272,901 -93.8%
KVUE -265,849 -94.3%
GOOGL -265,693 -91.9%
WMT -253,011 -100.0%
TJX -205,176 -100.0%
ON -187,536 -100.0%
HST -177,049 -96.0%
LRCX -171,470 -84.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 136,949 (0.5% 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