Saba Capital Management, L.P.

Q1 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
5/15/2020
Form type
13F-HR
Num holdings
147
Total value ($000)
$1,901,171
Net value change ($000)
-206,349 (-9.8%)
New positions
60
Sold out positions
5
Turnover %
18.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2020 Next filing: 8/14/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
HYD 21,636 NEW
JFR 21,164 NEW
BGB 16,365 NEW
EAD 15,458 NEW
EFR 13,455 759.3%
ISD 13,346 126.5%
EMD 11,528 NEW
NUVEEN 11,152 836.0%
BLW 11,149 NEW
BIT 9,934 NEW
Top Reduces (Value $000, Stocks/ETFs)
HIX -25,200 -40.3%
VVR -24,288 -39.9%
HIO -23,811 -30.5%
EVV -20,864 -23.9%
EHI -15,992 -20.4%
EFT -13,211 -42.5%
FCT -9,920 -35.5%
NHS -9,245 -19.9%
PHD -8,365 -27.0%
BTZ -7,359 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 575,588 (30.3% 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