Built-in support for Attribute Sets in the Gameplay Ability System have been implemented.
The properties have to be marked in the attribute set to be saved, example:
class UMyAbilityAttributeSet : public UAttributeSet
{
UPROPERTY(Category = "Attributes", BlueprintReadOnly, SaveGame)
FGameplayAttributeData Health;
ATTRIBUTE_ACCESSORS(UMyAbilityAttributeSet , Health)
}