Saba Capital Management, L.P.

Q1 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2021
Date filed
5/17/2021
Form type
13F-HR
Num holdings
431
Total value ($000)
$3,121,835
Net value change ($000)
+680,822 (27.9%)
New positions
281
Sold out positions
70
Turnover %
49.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/16/2021 Next filing: 8/16/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 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)
AUR 38,459 NEW
Fortress Value Acquisition Corp. IV 24,834 NEW
NFJ 21,246 NEW
Gores Guggenheim, Inc. 18,352 NEW
SYM 18,172 NEW
SABA 17,599 15.6%
Colonnade Acquisition Corp. II 16,698 NEW
Hudson Executive Investment Corp. III 15,872 NEW
Invesco Dynamic Credit Opportunities Fund 14,277 14.1%
Vector Acquisition Corp II 13,365 NEW
Top Reduces (Value $000, Stocks/ETFs)
BRW -34,951 -21.5%
NFJ -31,007 -100.0%
EVV -28,507 -59.7%
FRA -22,846 -63.3%
FCT -16,033 -100.0%
JQC -15,931 -100.0%
NRK -13,897 -45.3%
HIO -11,109 -100.0%
ALLIANZGI CONV INCOME FD II -10,295 -100.0%
EAD -7,976 -58.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 674,429 (21.6% 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