Saba Capital Management, L.P. Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$1.9T

Holdings

135

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (135 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	4,004,790	$308.6B	16.23%	Put
2	—VOYA PRIME RATE TR	35,789,338	$132.8B	6.98%
3	CHTRCHARTER COMMUNICATIONS INC N	203,686	$88.9B	4.67%	Put
4	XEVVXEATON VANCE LTD DUR INCOME F	6,275,718	$66.3B	3.49%
5	EHIWESTERN ASSET GLOBAL HIGH IN	8,351,378	$62.5B	3.29%
6	HIOWESTERN ASSET HIGH INCM OPP	12,912,550	$54.4B	2.86%
7	YPFYPF SOCIEDAD ANONIMA	11,652,841	$48.6B	2.56%	Put
8	—INVESCO DYNAMIC CR OPPORTUNI	5,219,785	$41.7B	2.19%
9	HIXWESTERN ASSET HIGH INCM FD I	7,454,061	$37.3B	1.96%
10	NHSNEUBERGER BERMAN HIGH YIELD	4,294,509	$37.3B	1.96%
11	VVRINVESCO SR INCOME TR	11,374,540	$36.6B	1.93%
12	CNXCNX RESOURCES CORPORATION	6,726,342	$35.8B	1.88%	Put
13	GHYPGIM GLOBAL HIGH YIELD FD FO	3,095,445	$34.2B	1.80%
14	FDDFIRST TR HIGH INCOME L/S FD	2,665,400	$32.4B	1.71%
15	XJQCXNUVEEN CR STRATEGIES INCOME	5,072,582	$28.8B	1.51%
16	XFRAXBLACKROCK FLOATING RATE INCO	2,671,028	$26.7B	1.41%
17	USX1UNITED STATES STL CORP NEW	4,206,600	$26.5B	1.40%	Put
18	NQPNUVEEN PENNSYLVANIA QLT MUN	1,965,337	$26.2B	1.38%
19	ISDPGIM HIGH YIELD BOND FUND IN	2,063,512	$23.9B	1.26%
20	XPHDXPIONEER FLOATING RATE TR	2,955,011	$22.6B	1.19%
21	NRKNUVEEN NEW YORK AMT QLT MUNI	1,766,193	$22.1B	1.16%
22	—NUVEEN OHIO QLTY MUN INCOME	1,482,385	$21.8B	1.15%
23	HYDVANECK VECTORS ETF TR	414,006	$21.6B	1.14%
24	JFRNUVEEN FLOATING RATE INCOME	2,803,197	$21.2B	1.11%
25	POSTPOST HLDGS INC	247,390	$20.5B	1.08%	Put
26	—EATON VANCE FLTG RATE INCOM	1,713,049	$19.9B	1.05%
27	JGHNUVEEN GLOBAL HIGH INCOME FD	1,734,745	$19.4B	1.02%
28	FCTFIRST TR SR FLG RTE INCM FD	1,895,399	$18.0B	0.95%
29	EFTEATON VANCE FLTING RATE INC	1,746,602	$17.9B	0.94%
30	BGBBLACKSTONE GSO STRATEGIC CR	1,572,029	$16.4B	0.86%
31	—NUVEEN MICHIGAN QLT MUN INC	1,155,438	$15.5B	0.82%
32	XEADXWELLS FARGO INCOME OPPORTUNI	2,422,908	$15.5B	0.81%
33	XEFRXEATON VANCE SR FLTNG RTE TR	1,541,223	$15.2B	0.80%
34	HLFHERBALIFE NUTRITION LTD	501,877	$14.6B	0.77%	Put
35	XBFZXBLACKROCK CALIF MUN INCOME T	1,152,553	$14.6B	0.77%
36	RIGTRANSOCEAN LTD	11,853,511	$13.7B	0.72%	Put
37	MHNBLACKROCK MUNIHLDGS NY QLTY	1,032,341	$13.0B	0.68%
38	T7DTRANSDIGM GROUP INC	39,233	$12.6B	0.66%	Put
39	NEANUVEEN FLTNG RTE INCM OPP FD	1,680,440	$12.5B	0.66%
40	MUCBLACKROCK MUNIHLDNGS CALI QL	929,896	$12.4B	0.65%
41	EVFEATON VANCE SR INCOME TR	2,674,715	$12.3B	0.65%
42	BWGBRANDYWINEGBL GLBAL INM OPRT	1,166,380	$12.3B	0.65%
43	DSUBLACKROCK DEBT STRATEGIES FD	1,421,179	$12.0B	0.63%
44	GAMGENERAL AMERN INVS INC	437,323	$12.0B	0.63%
45	XEMDXWESTERN ASSET EMERGING MKTS	1,094,757	$11.5B	0.61%
46	NGLNGL ENERGY PARTNERS LP	4,399,700	$11.4B	0.60%	Put
47	BLWBLACKROCK LTD DURATION INC T	883,469	$11.1B	0.59%
48	BITBLACKROCK MULTI-SECTOR INC T	823,043	$9.9B	0.52%
49	XXHYBXXNEW AMER HIGH INCOME FD INC	1,425,001	$9.9B	0.52%
50	NXJNUVEEN NEW JERSEY QULT MUN F	729,536	$9.8B	0.52%
51	—NUVEEN MARYLAND QLT MUN INC	735,534	$9.3B	0.49%
52	BGTBLACKROCK FLOATING RATE INCO	879,611	$8.6B	0.45%
53	MIYBLACKROCK MUNIYLD MICH QLTY	629,913	$8.3B	0.44%
54	CLFCLEVELAND CLIFFS INC	2,065,800	$8.2B	0.43%	Put
55	KIOKKR INCOME OPPORTUNITIES FD	729,762	$7.8B	0.41%
56	—BLACKROCK MUNI N Y INTER DUR	522,205	$7.7B	0.40%
57	MUJBLACKROCK MUNIHLDGS NJ QLTY	574,018	$7.6B	0.40%
58	MYIBLACKROCK MUNIYIELD QLTY FD	579,656	$7.4B	0.39%
59	RGTROYCE GLOBAL VALUE TR INC	892,940	$7.2B	0.38%
60	NEANUVEEN SR INCOME FD	1,621,869	$7.2B	0.38%
61	RABROOKFIELD REAL ASSETS INCOM	481,540	$7.1B	0.37%
62	BRWTEMPLETON GLOBAL INCOME FD	1,211,436	$6.5B	0.34%
63	—APOLLO TACTICAL INCOME FD IN	563,149	$6.4B	0.34%
64	PHTPIONEER HIGH INCOME TR	953,353	$6.1B	0.32%
65	ARLPALLIANCE RES PARTNER L P	1,930,100	$6.0B	0.31%	Put
66	—NUVEEN GEORGIA QLTY MUN INC	490,044	$5.8B	0.31%
67	ACPABERDEEN INCOME CR STRATEGIE	788,026	$5.8B	0.30%
68	KBHKB HOME	318,072	$5.8B	0.30%
69	CYHCOMMUNITY HEALTH SYS INC NEW	1,710,545	$5.7B	0.30%
70	ERCWELLS FARGO MULTI SECTOR INC	583,943	$5.6B	0.30%
71	XAWFXALLIANCEBERNSTEIN GLOBAL HIG	597,225	$5.5B	0.29%
72	—NUVEEN SHT DUR CR OPP FD	503,962	$5.5B	0.29%
73	—SOURCE CAP INC	178,066	$5.5B	0.29%
74	—APOLLO SR FLOATING RATE FD I	469,002	$5.4B	0.29%
75	—BLACKROCK NY MUNICIPAL BOND	373,391	$5.2B	0.28%
76	—IVY HIGH INCOME OPPORTUNITIE	503,407	$5.2B	0.28%
77	XEVMXEATON VANCE CALIF MUN BD FD	495,173	$5.2B	0.27%
78	MPABLACKROCK MUNIYIELD PA QLTY	385,776	$5.2B	0.27%
79	TLIWESTERN ASSET CORPORATE LN F	712,073	$5.1B	0.27%
80	UBERUBER TECHNOLOGIES INC	163,927	$4.6B	0.24%	Put
81	—THL CR SR LN FD	395,890	$4.6B	0.24%
82	RRDEURDONNELLEY R R & SONS CO	4,723,003	$4.5B	0.24%
83	ARDCARES DYNAMIC CR ALLOCATION F	413,376	$4.5B	0.23%
84	BGXBLACKSTONE GSO LNG SHRT CR I	415,068	$4.4B	0.23%
85	—CNX MIDSTREAM PARTNERS LP	481,200	$3.9B	0.20%	Put
86	DHYCREDIT SUISSE HIGH YLD BND F	1,998,202	$3.7B	0.19%
87	DHFBNY MELLON HIGH YIELD STRATE	1,455,172	$3.3B	0.17%
88	XVMMXDELAWARE INVTS MINN MUN INCO	256,946	$3.2B	0.17%
89	LBEURL BRANDS INC	262,032	$3.0B	0.16%	Put
90	—DIVIDEND & INCOME FUND	343,204	$3.0B	0.16%
91	VLTINVESCO HIGH INCOME TR II	260,825	$2.8B	0.15%
92	—YUNHONG INTL	275,000	$2.7B	0.14%
93	BZHBEAZER HOMES USA INC	360,420	$2.3B	0.12%
94	MMTMFS MULTIMARKET INCOME TR	457,692	$2.3B	0.12%
95	—ALLIANZGI NFJ DIVID INT & PR	235,729	$2.3B	0.12%
96	—EATON VANCE NY MUNI INCOME T	172,586	$2.1B	0.11%
97	—DIAMONDPEAK HLDGS COR	201,175	$2.1B	0.11%
98	BGHBARINGS GLOBAL SHORT DURATIO	183,967	$2.0B	0.11%
99	—DFP HEALTHCARE ACQUISITNS CO	207,458	$2.0B	0.11%
100	—BLACKROCK NY MUNI INC QLTY T	154,503	$1.9B	0.10%

Page 1 of 2Next