Saba Capital Management, L.P.
Q4 2022 13F-HR Holdings
Net value change ($000)
-1,478,645
(-16.7%)
New positions
62
Sold out positions
215
Turnover %
42.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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 | 45,015 | 100.3% |
| BCAT | 43,287 | 282.4% |
| HYG | 39,913 | NEW |
| BMEZ | 38,086 | NEW |
| BTX | 33,139 | 327.0% |
| MEGI | 30,071 | 967.8% |
| BFZ | 25,481 | 328.8% |
| EMO | 21,710 | 67.2% |
| PDX | 19,274 | 63.9% |
| SABA | 16,175 | 10.7% |
Top Reduces (Value $000, Stocks/ETFs)
| KKR ACQUISITION HOLDING I CO | -57,091 | -100.0% |
| Gores Holdings VII Inc. | -43,354 | -100.0% |
| Epiphany Technology Acquisition Corp. | -39,236 | -100.0% |
| Northern Star Investment Corp. II | -37,567 | -100.0% |
| VFL | -37,175 | -100.0% |
| Fortress Value Acquisition Corp. IV | -34,543 | -100.0% |
| Gores Technology Partners II, Inc. | -31,841 | -100.0% |
| Longview Acquisition Corp. II | -31,482 | -100.0% |
| ScION Tech Growth I | -29,540 | -100.0% |
| Avanti Acquisition Corp. | -28,068 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
1,442,263
(19.5% 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 |
|---|