Saba Capital Management, L.P.
Q3 2021 13F-HR Holdings
Net value change ($000)
+599,462
(17.2%)
New positions
127
Sold out positions
45
Turnover %
27.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| DJT | 24,565 | NEW |
| Mudrick Capital Acquisition Corp. II | 24,286 | NEW |
| GigInternational1, Inc. | 17,310 | NEW |
| SABA | 16,709 | 11.7% |
| Artemis Strategic Investment Corp | 14,794 | NEW |
| Delaware Ivy High Income Opportunities Fund | 14,389 | NEW |
| Agrico Acquisition Corp. | 13,781 | NEW |
| DTRT Health Acquisition Corp. | 13,268 | NEW |
| SVF Investment Corp. | 12,411 | 437.3% |
| SVF Investment Corp. 2 | 11,707 | 150.0% |
Top Reduces (Value $000, Stocks/ETFs)
| EFT | -89,489 | -100.0% |
| BRW | -72,838 | -59.3% |
| EVF | -54,698 | -100.0% |
| EFR | -49,506 | -100.0% |
| JFR | -24,989 | -91.3% |
| GigInternational1, Inc. | -16,699 | -100.0% |
| NUVEEN | -16,096 | -49.3% |
| Apollo Senior Floating Rate Fund Inc. | -12,987 | -94.5% |
| GHY | -10,411 | -35.1% |
| FINTECH ACQUISITION CORP VI | -10,082 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
958,367
(23.4% 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 |
|---|