Saba Capital Management, L.P.
Q2 2021 13F-HR Holdings
Net value change ($000)
+369,447
(11.8%)
New positions
209
Sold out positions
171
Turnover %
67.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2021
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)
| BRW | 122,931 | NEW |
| AUR | 38,348 | NEW |
| Fortress Value Acquisition Corp. IV | 29,497 | NEW |
| Gores Guggenheim, Inc. | 23,427 | NEW |
| Colonnade Acquisition Corp. II | 18,453 | NEW |
| GigInternational1, Inc. | 16,699 | NEW |
| Hudson Executive Investment Corp. III | 16,499 | NEW |
| Churchill Capital Corp VII | 14,509 | NEW |
| FTAC Hera Acquisition Corp. | 13,646 | NEW |
| ELK CREEK RESOURCES CORP. | 13,575 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| BRW | -127,402 | -100.0% |
| AUR | -38,459 | -100.0% |
| JFR | -37,204 | -57.6% |
| Fortress Value Acquisition Corp. IV | -24,834 | -100.0% |
| Eaton Vance Floating-Rate Income Plus Fund | -21,785 | -100.0% |
| IGD | -21,354 | -70.2% |
| FIRST TRUST HIGH INCOME LONG/SHORT FUND | -20,492 | -100.0% |
| Gores Guggenheim, Inc. | -18,352 | -100.0% |
| EVV | -18,249 | -94.8% |
| Colonnade Acquisition Corp. II | -16,698 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
788,301
(22.6% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|