Saba Capital Management, L.P.

Q3 2020 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2020
Date filed
11/16/2020
Form type
13F-HR
Num holdings
150
Total value ($000)
$2,406,468
Net value change ($000)
+119,224 (5.2%)
New positions
56
Sold out positions
29
Turnover %
9.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2020 Next filing: 2/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q2 2020
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)
SABA 37,539 140.8%
NFJ 25,744 1030.6%
SOR 18,500 314.0%
IGD 16,511 NEW
EVF 15,185 47.4%
JFR 14,150 34.2%
NUVEEN 13,726 62.9%
BRW 12,349 8.4%
Delaware Enhanced Global Dividend & Income Fund 11,857 NEW
Miller/Howard High Income Equity Fund 9,668 NEW
Top Reduces (Value $000, Stocks/ETFs)
EVV -14,554 -22.1%
JQC -11,216 -41.0%
MHN -7,635 -100.0%
BWG -6,730 -31.1%
ISD -6,513 -24.4%
MIY -5,981 -100.0%
MUC -5,254 -100.0%
DSU -4,840 -85.6%
WIA -4,822 -70.1%
EMD -4,493 -29.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 746,199 (31.0% 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