Saba Capital Management, L.P. Q1 2019 Filing
Filed May 15, 2019
Portfolio Value
$2.3T
Holdings
103
Report Date
Q1 2019
Filing Type
13F-HR
All Holdings (103 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 5,873,500 | $507.9B | 22.22% | Put |
| 2 | T7DTRANSDIGM GROUP INC | 312,500 | $141.9B | 6.21% | Put |
| 3 | XJQCXNUVEEN CR STRATEGIES INCM FD | 14,212,653 | $109.9B | 4.81% | |
| 4 | XEVVXEATON VANCE LTD DUR INCOME F | 6,677,427 | $84.5B | 3.70% | |
| 5 | VVRINVESCO SR INCOME TR | 18,817,238 | $79.0B | 3.46% | |
| 6 | —INVESCO DYNAMIC CR OPP FD | 6,742,727 | $73.2B | 3.20% | |
| 7 | HIXWESTERN ASSET HIGH INCM FD I | 10,477,671 | $67.9B | 2.97% | |
| 8 | HIOWESTERN ASSET HIGH INCM OPP | 13,901,700 | $67.1B | 2.94% | |
| 9 | EHIWESTERN ASSET GLB HI INCOME | 7,103,284 | $66.7B | 2.92% | |
| 10 | YPFYPF SOCIEDAD ANONIMA | 4,408,470 | $61.8B | 2.70% | Put |
| 11 | —VOYA PRIME RATE TR | 11,440,985 | $54.7B | 2.39% | |
| 12 | SPGSIMON PPTY GROUP INC NEW | 300,000 | $54.7B | 2.39% | Put |
| 13 | TSLATESLA INC | 195,000 | $54.6B | 2.39% | Put |
| 14 | QCOMQUALCOMM INC | 917,956 | $52.4B | 2.29% | Put |
| 15 | FFORD MTR CO DEL | 5,702,810 | $50.1B | 2.19% | Put |
| 16 | BTZBLACKROCK CR ALLCTN INC TR | 3,916,937 | $48.6B | 2.13% | |
| 17 | FDDFIRST TR HIGH INCOME L/S FD | 2,870,807 | $41.9B | 1.83% | |
| 18 | LBEURL BRANDS INC | 1,444,100 | $39.8B | 1.74% | Put |
| 19 | NHSNEUBERGER BERMAN HGH YLD FD | 3,408,270 | $38.5B | 1.68% | |
| 20 | GHYPGIM GLOBAL HIGH YIELD FD IN | 1,909,423 | $26.6B | 1.16% | |
| 21 | CYHCOMMUNITY HEALTH SYS INC NEW | 6,508,474 | $24.3B | 1.06% | Call |
| 22 | GPOR1EURGULFPORT ENERGY CORP | 2,924,100 | $23.5B | 1.03% | Put |
| 23 | ISDPGIM HIGH YIELD BOND FUND IN | 1,593,710 | $22.6B | 0.99% | |
| 24 | HBC2HSBC HLDGS PLC | 550,000 | $22.3B | 0.98% | Put |
| 25 | OSVEURVANECK VECTORS ETF TR | 1,146,400 | $19.8B | 0.86% | Put |
| 26 | HOUSREALOGY HLDGS CORP | 1,680,853 | $19.2B | 0.84% | Put |
| 27 | —IVY HIGH INC OPPORTUNITIES F | 1,311,721 | $17.7B | 0.78% | |
| 28 | GEGGEO GROUP INC NEW | 912,500 | $17.5B | 0.77% | Put |
| 29 | VLTINVESCO HIGH INCOME TR II | 1,175,456 | $16.9B | 0.74% | |
| 30 | DSUBLACKROCK DEBT STRAT FD INC | 1,521,964 | $16.3B | 0.71% | |
| 31 | JGHNUVEEN GLOBAL HIGH INCOME FD | 1,044,205 | $15.8B | 0.69% | |
| 32 | NRKNUVEEN NEW YORK AMT QLT MUNI | 1,166,728 | $14.8B | 0.65% | |
| 33 | GAMGENERAL AMERN INVS INC | 445,534 | $14.8B | 0.65% | |
| 34 | TTMCHFTATA MTRS LTD | 1,132,371 | $14.2B | 0.62% | Put |
| 35 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 945,549 | $12.9B | 0.57% | |
| 36 | GELGENESIS ENERGY L P | 522,700 | $12.2B | 0.53% | Put |
| 37 | XPHDXPIONEER FLOATING RATE TR | 1,165,356 | $12.1B | 0.53% | |
| 38 | —NUVEEN CONNECTICUT QLTY MUN | 977,039 | $11.8B | 0.51% | |
| 39 | NXJNUVEEN NEW JERSEY QULT MUN F | 834,303 | $11.6B | 0.51% | |
| 40 | FCTFIRST TR SR FLG RTE INCM FD | 974,498 | $11.5B | 0.50% | |
| 41 | NQPNUVEEN PENNSYLVANIA QLT MUN | 826,961 | $10.9B | 0.48% | |
| 42 | —NUVEEN GEORGIA QLTY MUN INC | 908,974 | $10.8B | 0.47% | |
| 43 | EVFEATON VANCE SR INCOME TR | 1,641,958 | $10.1B | 0.44% | |
| 44 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,138,221 | $9.7B | 0.42% | |
| 45 | —NUVEEN MICHIGAN QLT MUN INC | 673,350 | $8.9B | 0.39% | |
| 46 | —NUVEEN MARYLAND QLT MUN INC | 664,021 | $8.3B | 0.36% | |
| 47 | —NUVEEN OHIO QLTY MUN INCOME | 561,489 | $8.1B | 0.36% | |
| 48 | —EATON VANCE FLTG RATE INCOM | 545,209 | $8.1B | 0.35% | |
| 49 | DBDEUTSCHE BANK AG | 976,790 | $7.9B | 0.35% | Put |
| 50 | —NUVEEN NORTH CAROLINA QLTY M | 555,648 | $7.1B | 0.31% | |
| 51 | XBFZXBLACKROCK CALIF MUN INCOME T | 511,256 | $6.6B | 0.29% | |
| 52 | RGTROYCE GLOBAL VALUE TR INC | 645,533 | $6.5B | 0.28% | |
| 53 | CEVEATON VANCE CA MUNI INCOME T | 541,180 | $6.5B | 0.28% | |
| 54 | —BLACKROCK MUNI N Y INTER DUR | 457,688 | $6.2B | 0.27% | |
| 55 | —ROWAN COMPANIES PLC | 562,450 | $6.1B | 0.27% | Put |
| 56 | MIYBLACKROCK MUNIYLD MICH QLTY | 444,795 | $5.9B | 0.26% | |
| 57 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 470,159 | $5.4B | 0.24% | |
| 58 | HYTBLACKROCK CORPOR HI YLD FD I | 469,834 | $4.8B | 0.21% | |
| 59 | XEADXWELLS FARGO INCOME OPPORTUNI | 603,418 | $4.8B | 0.21% | |
| 60 | XVMMXDELAWARE INV MN MUN INC FD I | 372,099 | $4.7B | 0.21% | |
| 61 | —NEUBERGER BRMAN NY MUNI FD I | 374,926 | $4.7B | 0.20% | |
| 62 | XEVMXEATON VANCE CALIF MUN BD FD | 425,822 | $4.5B | 0.20% | |
| 63 | —MFS CALIF MUN FD | 387,234 | $4.4B | 0.19% | |
| 64 | —SEADRILL LTD | 525,184 | $4.4B | 0.19% | |
| 65 | —BLACKROCK NY MUNI INC QLTY T | 304,154 | $3.9B | 0.17% | |
| 66 | MHNBLACKROCK MUNIHLDGS NY QLTY | 295,180 | $3.8B | 0.17% | |
| 67 | BWGBRANDYWINEGBL GLBAL INM OPRT | 323,962 | $3.6B | 0.16% | |
| 68 | XFEBFIRST TR ABERDEEN GLBL OPP F | 354,833 | $3.6B | 0.16% | |
| 69 | MYNBLACKROCK MUNIYIELD NY QLTY | 285,324 | $3.5B | 0.15% | |
| 70 | DTFDTF TAX-FREE INCOME INC | 261,792 | $3.5B | 0.15% | |
| 71 | —BLACKROCK NY MUNICIPAL BOND | 220,482 | $3.1B | 0.14% | |
| 72 | TLIWESTERN ASSET CORPORATE LN F | 324,437 | $3.1B | 0.13% | |
| 73 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $2.8B | 0.12% | |
| 74 | NAZNUVEEN ARIZONA QLTY MUN INC | 209,269 | $2.7B | 0.12% | |
| 75 | —NEUBERGER BRMAN CLIFRN MUNI | 186,638 | $2.4B | 0.11% | |
| 76 | NGDNEW GOLD INC CDA | 2,799,594 | $2.4B | 0.11% | |
| 77 | ARDCARES DYNAMIC CR ALLOCATION F | 146,986 | $2.2B | 0.10% | |
| 78 | MUCBLACKROCK MUNIHLDNGS CALI QL | 153,147 | $2.0B | 0.09% | |
| 79 | —EATON VANCE NY MUNI INCOME T | 159,189 | $2.0B | 0.09% | |
| 80 | MSDMORGAN STANLEY EMER MKTS DEB | 201,982 | $1.8B | 0.08% | |
| 81 | —NUVEEN TEXAS QLTY MUN INCME | 129,850 | $1.7B | 0.08% | |
| 82 | XFRAXBLACKROCK FLOAT RATE OME STR | 138,003 | $1.7B | 0.08% | |
| 83 | MPABLACKROCK MUNIYIELD PA QLTY | 126,384 | $1.7B | 0.08% | |
| 84 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 132,263 | $1.7B | 0.07% | |
| 85 | —BLACKROCK NY MUN INCOME TR I | 122,305 | $1.7B | 0.07% | |
| 86 | —DIVIDEND & INCOME FUND | 134,876 | $1.5B | 0.07% | |
| 87 | —DELAWARE ENHANCED GBL DIV & | 153,742 | $1.5B | 0.07% | |
| 88 | —APOLLO TACTICAL INCOME FD IN | 84,173 | $1.2B | 0.05% | |
| 89 | AVPUSDAVON PRODS INC | 404,768 | $1.2B | 0.05% | |
| 90 | RRDEURDONNELLEY R R & SONS CO | 224,568 | $1.1B | 0.05% | |
| 91 | VFLDELAWARE INVT NAT MUNI INC F | 68,907 | $874.0M | 0.04% | |
| 92 | EFTEATON VANCE FLTING RATE INC | 65,270 | $861.0M | 0.04% | |
| 93 | BGTBLACKROCK FLOATING RATE INCO | 70,466 | $860.0M | 0.04% | |
| 94 | XEFRXEATON VANCE SR FLTNG RTE TR | 64,325 | $838.0M | 0.04% | |
| 95 | —OCWEN FINL CORP | 319,463 | $581.0M | 0.03% | |
| 96 | RABROOKFIELD REAL ASSETS INCOM | 20,836 | $450.0M | 0.02% | |
| 97 | BCVBANCROFT FUND LTD | 17,379 | $372.0M | 0.02% | |
| 98 | —HOSTESS BRANDS INC | 202,693 | $264.0M | 0.01% | |
| 99 | —THL CR SR LN FD | 11,245 | $173.0M | 0.01% | |
| 100 | BNYBLACKROCK N Y MUN INCOME TR | 11,276 | $147.0M | 0.01% |
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