Saba Capital Management, L.P.

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
627
Total value ($000)
$3,841,619
Net value change ($000)
-1,398,202 (-26.7%)
New positions
33
Sold out positions
134
Turnover %
45.1%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2023
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 57,982 38.7%
BCAT 43,722 48.7%
FSCO 33,582 NEW
BMEZ 32,263 43.1%
BTX 30,373 28.2%
ADX 28,890 64.2%
NAC 20,121 80.9%
PDX 15,672 24.3%
PEO 14,886 7088.6%
XMUIX 14,645 184.3%
Top Reduces (Value $000, Stocks/ETFs)
GCTS -26,937 -100.0%
bleuacacia ltd -25,696 -100.0%
Nabors Energy Transition Corp. -24,287 -86.9%
Hawks Acquisition Corp -22,436 -100.0%
BTM -22,198 -100.0%
Black Mountain Acquisition Corp. -21,541 -100.0%
LAMF Global Ventures Corp. I -21,332 -100.0%
BATTERY FUTURE ACQUISITION C -21,080 -87.7%
ASBP -21,036 -100.0%
C5 Acquisition Corp -20,942 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 802,768 (20.9% 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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type