Saba Capital Management, L.P.

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/14/2022
Form type
13F-HR
Num holdings
736
Total value ($000)
$6,608,507
Net value change ($000)
+2,517,763 (61.5%)
New positions
236
Sold out positions
83
Turnover %
55.3%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q3 2021
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Reduces (Value $000, Stocks/ETFs)
Invesco Dynamic Credit Opportunities Fund -118,561 -100.0%
AUR -37,543 -100.0%
VVR -25,645 -41.4%
DJT -24,565 -100.0%
Guggenheim Enhanced Equity Income Fund -19,076 -100.0%
Gores Guggenheim, Inc. -17,489 -95.2%
BGB -17,389 -85.1%
NUVEEN -16,572 -100.0%
NUVEEN DIVERSIFIED DIVIDEND & INCOME FUND -15,048 -100.0%
Artemis Strategic Investment Corp -14,794 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,674,534 (25.3% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type