Saba Capital Management, L.P. Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$3.1B

Holdings

427

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (427 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	3,357,500	$292.7M	9.38%	Put
2	UBERUBER TECHNOLOGIES INC	3,238,600	$176.5M	5.65%	Put
3	BRWTEMPLETON GLOBAL INCOME FD	24,565,016	$130.4M	4.18%
4	—VOYA PRIME RATE TR	27,457,299	$127.4M	4.08%
5	—INVESCO DYNAMIC CR OPPORTUNI	10,133,404	$115.2M	3.69%
6	EFTEATON VANCE FLTING RATE INC	6,218,811	$87.7M	2.81%
7	USX1UNITED STATES STL CORP NEW	2,856,600	$74.8M	2.39%	Put
8	JFRNUVEEN FLOATING RATE INCOME	6,685,445	$64.6M	2.07%
9	VVRINVESCO SR INCOME TR	14,582,989	$61.2M	1.96%
10	EVFEATON VANCE SR INCOME TR	8,043,774	$53.3M	1.71%
11	XEFRXEATON VANCE SR FLTNG RTE TR	3,498,624	$48.2M	1.55%
12	NEANUVEEN FLTNG RTE INCM OPP FD	4,493,406	$42.9M	1.37%
13	AALAMERICAN AIRLS GROUP INC	1,633,000	$39.0M	1.25%	Put
14	GHYPGIM GLOBAL HIGH YIELD FD FO	2,578,442	$38.5M	1.23%
15	—REINVENT TECHNOLOGY PARTNERS	3,830,559	$38.5M	1.23%
16	—SOURCE CAP INC	815,029	$35.7M	1.14%
17	T7DTRANSDIGM GROUP INC	55,100	$32.4M	1.04%	Put
18	JGHNUVEEN GLOBAL HIGH INCOME FD	2,087,744	$32.3M	1.03%
19	BGBBLACKSTONE STRATEGIC CREDIT	2,295,022	$30.6M	0.98%
20	XIGDXVOYA GLBL EQTY DIV & PREM OP	5,338,065	$30.4M	0.97%
21	—FORTRESS VALUE ACQUISI CORP	2,508,499	$24.8M	0.80%
22	FFORD MTR CO DEL	2,000,000	$24.5M	0.78%	Put
23	XHIEXMILLER HOWARD HIGH INC EQTY	2,547,286	$24.5M	0.78%
24	—APOLLO TACTICAL INCOME FD IN	1,467,780	$21.8M	0.70%
25	—EATON VANCE FLTG RATE INCOM	1,338,141	$21.8M	0.70%
26	CPZCALAMOS LNG SHR EQT DYNAMIC	1,068,541	$21.5M	0.69%
27	NFJVIRTUS DIVIDEND INTEREST & P	1,541,766	$21.2M	0.68%
28	—APOLLO SR FLOATING RATE FD I	1,392,152	$20.7M	0.66%
29	FDDFIRST TR HIGH INCOME L/S FD	1,355,273	$20.5M	0.66%
30	XEVVXEATON VANCE LTD DURATION INC	1,523,339	$19.2M	0.62%
31	—GORES GUGGENHEIM INC	1,848,100	$18.4M	0.59%
32	—SVF INVESTMENT CORP 3	1,799,192	$18.2M	0.58%
33	GAMGENERAL AMERN INVS CO INC	437,323	$17.4M	0.56%
34	—NUVEEN SHT DUR CR OPP FD	1,211,203	$17.1M	0.55%
35	NRKNUVEEN NEW YORK AMT QLT MUNI	1,228,821	$16.8M	0.54%
36	NQPNUVEEN PENNSYLVANIA QLT MUN	1,163,386	$16.7M	0.54%
37	—COLONNADE ACQUISITION CORP I	1,695,200	$16.7M	0.53%
38	GEGGEO GROUP INC NEW	2,145,100	$16.6M	0.53%	Put
39	—HUDSON EXECUTIVE INVES III	1,600,047	$15.9M	0.51%
40	—NUVEEN OHIO QLTY MUN INCOME	998,923	$15.6M	0.50%
41	—FIRST EAGLE SENIOR LOAN FUND	1,046,615	$15.0M	0.48%
42	—NUVEEN DIVERSIFIED DIVID & I	1,558,668	$14.8M	0.47%
43	XVMMXDELAWARE INVTS MINN MUN INCO	1,111,740	$14.7M	0.47%
44	—ISTAR INC	802,500	$14.3M	0.46%	Put
45	BWGBRANDYWINEGBL GBL INCM OPP F	1,161,238	$14.0M	0.45%
46	NEANUVEEN SR INCOME FD	2,467,355	$13.8M	0.44%
47	—DELAWARE ENHANCED GBL DIV &	1,399,184	$13.7M	0.44%
48	IGAVOYA GLBL ADV & PREM OPP FD	1,414,152	$13.5M	0.43%
49	—VECTOR ACQUISITION CORP II	1,350,000	$13.4M	0.43%
50	RRDEURDONNELLEY R R & SONS CO	3,271,876	$13.3M	0.43%
51	XFRAXBLACKROCK FLOATING RATE INCO	1,017,996	$13.2M	0.42%
52	—FORUM MERGER IV CORP	1,335,420	$13.2M	0.42%
53	BGTBLACKROCK FLOATING RATE INCO	1,047,526	$13.1M	0.42%
54	—FTAC HERA ACQUISITION CORP	1,309,812	$13.1M	0.42%
55	—GORES HOLDINGS VII INC	1,302,748	$13.0M	0.42%
56	—GX ACQUISITION CORP II	1,300,000	$12.9M	0.41%
57	NCZVIRTUS ALLIANZGI CONVERTIBLE	2,555,079	$12.7M	0.41%
58	MSDMORGAN STANLEY EMER MKTS DEB	1,350,805	$12.1M	0.39%
59	—KKR ACQUISITION HOLDING I CO	1,150,182	$11.5M	0.37%
60	CCIXCHURCHILL CAPITAL CORP VII	1,148,828	$11.5M	0.37%
61	MBVIM3 BRIGADE ACQUISITION II CO	1,138,685	$11.3M	0.36%
62	IPODDUNE ACQUISITION CORP	1,145,246	$11.2M	0.36%
63	IDEVOYA INFRASTRUCTURE INDLS &	889,861	$11.0M	0.35%
64	GOFGUGGENHEIM ENHANCED EQUITY I	1,482,610	$10.7M	0.34%
65	—ALKURI GLOBAL ACQUISITION CO	1,054,399	$10.4M	0.33%
66	—MASON INDUSTRIAL TECHNOLGY I	1,056,276	$10.3M	0.33%
67	—KINS TECHNOLOGY GROUP INC	1,043,854	$10.2M	0.33%
68	—STRATIM CLOUD ACQUISITION CO	1,000,000	$10.0M	0.32%
69	—TAILWIND INTERNATNAL ACQ COR	1,002,071	$9.9M	0.32%
70	—AF ACQUISITION CORP	1,000,000	$9.9M	0.32%
71	MDAIROSECLIFF ACQUISITION CORP I	991,285	$9.7M	0.31%
72	—JOFF FINTECH ACQUISITION COR	966,517	$9.5M	0.30%
73	—FAST ACQUISITION CORP II	931,352	$9.3M	0.30%
74	—CONSTELLATION ACQUISITN CORP	937,394	$9.0M	0.29%
75	NXJNUVEEN NEW JERSEY QULT MUN F	594,776	$8.6M	0.28%
76	—ATHENA TECHNOLOGY ACQUISI CO	850,000	$8.4M	0.27%
77	CCIFVERTICAL CAP INCOME FD	804,074	$8.3M	0.27%
78	—APOLLO STRATEGIC GRWT CPTL I	829,115	$8.3M	0.27%
79	—SVF INVESTMENT CORP 2	806,648	$8.1M	0.26%
80	—CF ACQUISITION CORP VIII	810,161	$8.0M	0.26%
81	—TAILWIND TWO ACQUISITION COR	796,947	$7.9M	0.25%
82	—MORINGA ACQUISITION CORP	755,726	$7.5M	0.24%
83	—ROSS ACQUISITION CORP II	750,000	$7.5M	0.24%
84	—QUANTUM FINTECH ACQUISTIN CO	770,059	$7.4M	0.24%
85	—G SQUARED ASCEND I INC	746,947	$7.3M	0.23%
86	—LEGATO MERGER CORP	752,272	$7.3M	0.23%
87	—KERNEL GROUP HOLDINGS INC	747,102	$7.2M	0.23%
88	ISDPGIM HIGH YIELD BOND FUND IN	457,501	$7.2M	0.23%
89	—LONGVIEW ACQUISITION CORP II	697,400	$7.0M	0.22%
90	XXHYBXXNEW AMER HIGH INCOME FD INC	771,954	$7.0M	0.22%
91	—LAZARD GROWTH ACQUISITION CO	697,637	$7.0M	0.22%
92	—GAMING & HOSPITALITY ACQU CO	699,802	$6.8M	0.22%
93	—VICKERS VANTAGE CORP I	684,180	$6.8M	0.22%
94	—ARES ACQUISITION CORPORATION	668,553	$6.7M	0.21%
95	—THIMBLE POINT ACQUISITION CO	665,095	$6.4M	0.20%
96	—EATON VANCE NEW YORK MUN INC	431,459	$6.2M	0.20%
97	—VOYA NAT RES EQUITY INCOME F	1,878,126	$6.2M	0.20%
98	—GROWTH CAP ACQUISITION CORP	636,408	$6.2M	0.20%
99	—FUSION ACQUISITION CORP II	613,147	$6.1M	0.20%
100	—LMF ACQUISITION OPPORTUNIT I	615,258	$6.0M	0.19%

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