Saba Capital Management, L.P.

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
573
Total value ($000)
$4,166,370
Net value change ($000)
+324,751 (8.5%)
New positions
28
Sold out positions
66
Turnover %
12.6%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 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)
PDX 56,295 70.1%
ADX 38,718 52.4%
NEA 26,646 1464.9%
BTX 23,490 17.0%
PEO 22,693 150.3%
NAC 20,155 44.8%
ECAT 19,198 9.2%
NZF 16,483 301.1%
MUC 15,275 70.2%
BCAT 15,196 11.4%
Top Reduces (Value $000, Stocks/ETFs)
SABA -38,102 -23.8%
GOLDMAN SACHS MLP & ENERGY RENAISSANCE FUND -27,163 -100.0%
FTAC ZEUS ACQUISITION CORP. -21,473 -100.0%
EARTHSTONE ENERGY INC -15,370 -100.0%
Social Capital Suvretta Holdings Corp. IV -15,099 -100.0%
INTEGRATED RAIL & RESOURCES ACQUISITION CORP -15,056 -85.3%
Rigel Resource Acquisition Corp. -14,129 -92.7%
Growth for Good Acquisition Corp -14,101 -100.0%
RDZN -13,739 -100.0%
Social Capital Suvretta Holdings Corp. II -13,660 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,021,605 (24.5% 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.
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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