Saba Capital Management, L.P.
Q3 2022 13F-HR/A Holdings
Net value change ($000)
+297,551
(3.5%)
New positions
38
Sold out positions
84
Turnover %
9.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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)
| ECAT | 31,768 | 242.5% |
| EMO | 20,270 | 168.1% |
| NML | 16,813 | 96.1% |
| Longview Acquisition Corp. II | 14,767 | 88.3% |
| IVCAF | 14,616 | NEW |
| PDX | 12,388 | 69.7% |
| ClearBridge MLP & Midstream Fund Inc. | 12,121 | 234.5% |
| BCAT | 11,595 | 310.5% |
| FISV | 11,086 | NEW |
| Broadscale Acquisition Corp. | 10,738 | 391.9% |
Top Reduces (Value $000, Stocks/ETFs)
| Austerlitz Acquisition Corp II | -45,166 | -100.0% |
| Salient Midstream & MLP Fund | -31,916 | -100.0% |
| Rubicon Technologies, Inc. | -27,414 | -100.0% |
| Mudrick Capital Acquisition Corp. II | -25,359 | -100.0% |
| BLUESCAPE OPPORTUNITIES ACQU | -20,927 | -100.0% |
| Pershing Square Tontine Holdings, Ltd. | -20,443 | -100.0% |
| Warrior Technologies Acquisition Co | -17,930 | -100.0% |
| GO Acquisition Corp. | -17,488 | -100.0% |
| E.Merge Technology Acquisition Corp. | -14,888 | -100.0% |
| Austerlitz Acquisition Corp I | -14,644 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,337,359
(15.1% 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 |
|---|