Saba Capital Management, L.P.

Q1 2022 13F-HR/A Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
6/3/2022
Form type
13F-HR/A - RESTATEMENT
Num holdings
951
Total value ($000)
$7,021,896
Net value change ($000)
+413,389 (6.3%)
New positions
187
Sold out positions
132
Turnover %
47.4%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 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)
FTAC ZEUS ACQUISITION CORP. -36,201 -100.0%
TVGN -31,840 -100.0%
VVR -27,405 -75.6%
Blockchain Coinvestors Acquisition Corp. I -25,847 -100.0%
ShoulderUP Technology Acquisition Corp. -25,257 -100.0%
bleuacacia ltd -24,874 -100.0%
Ascendant Digital Acquisition Corp. III -24,707 -100.0%
Nabors Energy Transition Corp. -22,790 -100.0%
LF Capital Acquisition Corp. II -22,066 -100.0%
ZCAR -21,532 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,050,049 (15.0% 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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type