Saba Capital Management, L.P.
Q2 2022 13F-HR Holdings
Net value change ($000)
+1,548,918
(22.1%)
New positions
109
Sold out positions
56
Turnover %
14.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 2022
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)
| KKR ACQUISITION HOLDING I CO | 43,560 | 377.1% |
| Austerlitz Acquisition Corp II | 38,809 | 610.5% |
| BRW | 36,191 | NEW |
| PSNY | 25,100 | NEW |
| Tech & Energy Transition Corp | 23,313 | 339.2% |
| Gores Technology Partners II, Inc. | 22,277 | 236.1% |
| Avanti Acquisition Corp. | 21,992 | 381.3% |
| BTM | 21,502 | NEW |
| ASBP | 19,633 | NEW |
| Research Alliance Corp. II | 18,695 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| BRW | -44,723 | -100.0% |
| CXAI | -21,072 | -100.0% |
| SYM | -19,753 | -100.0% |
| BTM | -19,569 | -100.0% |
| ASBP | -18,611 | -100.0% |
| VMCAF | -18,593 | -100.0% |
| ALCE | -15,060 | -100.0% |
| Patria Latin American Opportunity Acquisition Corp. | -14,586 | -100.0% |
| Sound Point Acquisition Corp I, Ltd | -14,583 | -100.0% |
| Agrico Acquisition Corp. | -13,919 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,155,763
(13.5% 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 |
|---|