The 27-year old USA international is on a short-term loan with the Owls as he continues to recover from a lengthy absence caused by a broken leg and a serious knee injury and is feeling good about the four Championship appearances he has made since the end of March.
"It's a massive club so obviously it's an honor to play for Sheffield Wednesday," Holden told the NY Times.
"It's a short-term loan, but I wanted to make sure that when I came here I got better as a player and I contributed to the team.
"My main focus right now is Sheffield Wednesday, but when I get recalled back to Bolton, I'll be in a better position to contribute. Hopefully we can make a late run and get back up to the Premier League."