The Shots got themselves into good positions on numerous occasions but succumbed to second-half goals from substitute Jake Robinson and Clive Platt.
Holdsworth said: "I'm partly disappointed but also very pleased with the way we played.
"We created more one-on-one situations than we have all season but we have to be more clinical. We're usually very good in front of goal but not here, which is unlike us.
"Dani Lopez and Danny Hylton had a couple of one-on-one's and they usually put those away and that was what was missing.
"We passed the ball very well, especially in the conditions, and we deserved at least a point out of the game.
"Northampton are very strong at set-pieces and it was backs against the wall for us early on.
"It's been a really difficult period for us and the players did very well, to a point. But we need to learn from the two goals we conceded."