Saba Capital Management, L.P.

Q1 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
400
Total value ($000)
$5,839,030
Net value change ($000)
+867,220 (17.4%)
New positions
14
Sold out positions
75
Turnover %
7.3%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 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 106,800 27.5%
BTX 102,231 31.9%
BMEZ 89,937 36.6%
BCAT 68,445 33.6%
BSTZ 55,385 93.1%
VMO 53,339 736.8%
GDV 28,917 137.4%
VKQ 24,388 NEW
VGM 24,311 NEW
ADX 21,933 16.4%
Top Reduces (Value $000, Stocks/ETFs)
Gores Holdings IX, Inc. -23,169 -100.0%
FIRST TRUST ENERGY INFRASTRUCTURE FUND -17,871 -100.0%
XMUIX -17,067 -100.0%
FSCO -16,894 -76.5%
MUC -16,827 -36.3%
GUG -15,283 -88.5%
JQC -13,786 -100.0%
WYNN -11,843 -100.0%
BABA -11,727 -71.4%
RA -11,199 -49.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,280,967 (21.9% 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