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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