Saba Capital Management, L.P. Q1 2024 Filing

Filed May 15, 2024

Portfolio Value

$5.8B

Holdings

391

Report Date

Q1 2024

Filing Type

13F-HR

All Holdings (391 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	4,592,900	$965.9M	16.54%	Call
2	ECATBLACKROCK ESG CAP ALLC TERM	28,496,747	$494.7M	8.47%
3	BTXBLACKROCK INNOVATION AND GRW	51,963,968	$423.0M	7.24%
4	BMEZBLACKROCK HEALTH SCIENCES TE	20,492,010	$335.9M	5.75%
5	BCATBLACKROCK CAP ALLOCATION TER	16,333,600	$272.1M	4.66%
6	ADXADAMS DIVERSIFIED EQUITY FD	7,987,067	$155.9M	2.67%
7	PDXPIMCO DYNAMIC INCOME STRATEG	7,034,522	$149.2M	2.56%
8	EMOCLEARBRIDGE ENERGY MIDSTRM O	3,007,117	$122.1M	2.09%
9	BSTZBLACKROCK SCIENCE & TECHNOLO	5,920,475	$114.9M	1.97%
10	—CLEARBRIDGE MLP AND MIDSTRM	2,189,802	$100.2M	1.72%
11	NACNUVEEN CA QUALTY MUN INCOME	8,813,108	$97.1M	1.66%
12	NXJNUVEEN NEW JERSEY QULT MUN F	5,834,124	$70.5M	1.21%
13	MEGIMAINSTAY CBRE GBL INFRA MEG	5,507,053	$69.2M	1.19%
14	AALAMERICAN AIRLS GROUP INC	4,292,546	$65.9M	1.13%	Put
15	XBFZXBLACKROCK CALIF MUN INCOME T	5,225,100	$61.8M	1.06%
16	VMOINVESCO MUN OPPORTUNITY TR	6,225,848	$60.6M	1.04%
17	NMAINUVEEN MULTI ASSET INCOME FU	4,748,806	$59.1M	1.01%
18	NQPNUVEEN PENNSYLVANIA QLT MUN	4,970,963	$58.8M	1.01%
19	JWNUSDNORDSTROM INC	2,768,322	$56.1M	0.96%	Put
20	ASAASA GOLD AND PRECIOUS MTLS L	3,253,837	$50.0M	0.86%
21	XGDVXGABELLI DIVID & INCOME TR	2,174,441	$50.0M	0.86%
22	NBXGNEUBERGER BERMAN NEXT GENERA	4,143,339	$48.7M	0.83%
23	PEOADAM NAT RES FD INC	2,063,836	$47.6M	0.82%
24	—CLEARBRIDGE MLP AND MIDSTRM	1,124,306	$46.6M	0.80%
25	ASGIABRDN GLOBAL INFRA INCOME FU	2,597,659	$46.1M	0.79%
26	USX1UNITED STATES STL CORP NEW	1,074,100	$43.8M	0.75%	Put
27	NFJVIRTUS DIVIDEND INTEREST & P	3,399,977	$43.5M	0.74%
28	HQHABRDN HEALTHCARE INVESTORS	2,557,469	$43.1M	0.74%
29	XNEAXNUVEEN AMT FREE QLTY MUN INC	3,894,855	$43.1M	0.74%
30	BABAALIBABA GROUP HLDG LTD	484,875	$35.1M	0.60%	Call
31	HQLABRDN LIFE SCIENCES INVESTOR	2,462,147	$33.6M	0.57%
32	NPCTNUVEEN CORE PLUS IMPACT FUND	3,205,943	$33.2M	0.57%
33	XFEBFIRST TR MLP & ENERGY INCOM	3,396,441	$32.8M	0.56%
34	NMLNEUBERGER BERMAN ENERGY INFR	4,348,702	$32.0M	0.55%
35	NZFNUVEEN MUNICIPAL CREDIT INC	2,543,489	$31.1M	0.53%
36	JRINUVEEN REAL ASSET INCOME & G	2,562,156	$30.4M	0.52%
37	MHIPIONEER MUNICIPAL HIGH INCOM	3,400,844	$30.1M	0.51%
38	XENWXEATON VANCE NEW YORK MUN BD	3,066,889	$29.8M	0.51%
39	VTNINVESCO TR INVT GRADE NEW YO	2,757,652	$29.6M	0.51%
40	MUCBLACKROCK MUNIHLDNGS CALI QL	2,684,953	$29.6M	0.51%
41	XEVMXEATON VANCE CALIF MUN BD FD	3,114,325	$29.4M	0.50%
42	VPVINVESCO PA VALUE MUN INC TR	2,826,395	$29.0M	0.50%
43	BCXBLACKROCK RES & COMMODITIES	3,189,841	$29.0M	0.50%
44	AFBALLIANCEBERNSTEIN NATL MUN I	2,602,504	$28.6M	0.49%
45	NVGNUVEEN AMT FREE MUN CR INC F	2,307,802	$28.0M	0.48%
46	NADNUVEEN QUALITY MUNCP INCOME	2,389,415	$27.4M	0.47%
47	MYNBLACKROCK MUNIYIELD N Y QUAL	2,564,995	$27.0M	0.46%
48	BRWSABA CAPITAL INCOME & OPPORT	6,909,623	$26.4M	0.45%
49	KKRKKR & CO INC	260,000	$26.2M	0.45%	Put
50	MPABLACKROCK MUNIYIELD PA QLTY	2,095,225	$25.4M	0.43%
51	NPFDNUVEEN VRIABL RAT PFD & INM	1,399,537	$25.1M	0.43%
52	NAVINAVIENT CORPORATION	1,425,640	$24.8M	0.42%	Put
53	VKQINVESCO MUNICIPAL TRUST	2,514,208	$24.4M	0.42%
54	VGMINVESCO TR INVT GRADE MUNS	2,465,650	$24.3M	0.42%
55	GAMGENERAL AMERN INVS CO INC	510,885	$23.8M	0.41%
56	BNYBLACKROCK N Y MUN INCOME TRU	2,178,000	$23.1M	0.40%
57	MHNBLACKROCK MUNIHLDGS NY QLTY	2,082,217	$22.1M	0.38%
58	MMUWESTERN ASSET MANAGED MUNS F	2,108,406	$22.0M	0.38%
59	XPMAXPIONEER MUNICIPAL HIGH INCOM	2,631,183	$21.4M	0.37%
60	KTFDWS MUN INCOME TR NEW	2,363,812	$21.3M	0.37%
61	CLFCLEVELAND-CLIFFS INC NEW	923,268	$21.0M	0.36%	Put
62	NBHNEUBERGER BERMAN MUN FD INC	1,889,909	$19.8M	0.34%
63	EDDMORGAN STANLEY EMERGING MKTS	4,114,422	$19.5M	0.33%
64	MIOPIONEER MUN HIGH INCOME OPPO	1,725,979	$19.5M	0.33%
65	VCVINVESCO CALIF VALUE MUN INCO	1,908,909	$19.0M	0.33%
66	XRXXEROX HOLDINGS CORP	1,055,826	$18.9M	0.32%	Put
67	NTGTORTOISE MIDSTRM ENERGY FD I	492,658	$18.9M	0.32%
68	DSMBNY MELLON STRATEGIC MUN BD	3,081,229	$18.1M	0.31%
69	FMNFEDERATED HERMES PREM MUNI I	1,630,390	$18.0M	0.31%
70	HESHESS CORP	117,674	$18.0M	0.31%	Put
71	LNCLINCOLN NATL CORP IND	525,608	$16.8M	0.29%
72	XHIEXMILLER HOWARD HIGH INC EQTY	1,499,276	$16.6M	0.28%
73	MUJBLACKROCK MUNIHLDGS NJ QLTY	1,413,183	$16.4M	0.28%
74	BKFIBNY MELLON MUN INCOME INC	2,377,018	$16.2M	0.28%
75	CPZCALAMOS LNG SHR EQT DYNAMIC	995,978	$15.4M	0.26%
76	—FST TR NEW OPPORT MLP & ENE	1,965,760	$15.1M	0.26%
77	—DWS STRATEGIC MUN INCOME TR	1,598,145	$14.3M	0.24%
78	TYGTORTOISE ENERGY INFRA CORP	454,063	$14.0M	0.24%
79	MVFBLACKROCK MUNIVEST FD INC	1,972,918	$13.9M	0.24%
80	XXHYBXXNEW AMER HIGH INCOME FD INC	1,866,248	$13.6M	0.23%
81	XLGIXLAZARD GLOBAL TOTAL RETURN &	791,622	$12.9M	0.22%
82	IDEVOYA INFRASTRUCTURE INDLS &	1,221,011	$12.8M	0.22%
83	NANNUVEEN NEW YORK QLT MUN INC	1,080,991	$11.8M	0.20%
84	RABROOKFIELD REAL ASSETS INCOM	903,026	$11.7M	0.20%
85	WBWEIBO CORP	1,280,120	$11.6M	0.20%
86	TBLDTHORNBURG INCM BUILDER OPP T	688,738	$11.1M	0.19%
87	MIYBLACKROCK MUNIYIELD MICH QU	945,560	$10.9M	0.19%
88	STHOSTAR HLDGS	836,121	$10.8M	0.19%
89	XBGYXBLACKROCK ENHANCED INTL DIV	1,941,924	$10.7M	0.18%
90	XTEAXECOFIN SUSTAINABLE AND SOCIA	871,397	$10.3M	0.18%
91	CEVEATON VANCE CALIF MUN INCOM	962,212	$10.2M	0.17%
92	BRWSABA CAPITAL INCOME & OPRNT	1,348,714	$9.8M	0.17%
93	FDO.FMACYS INC	488,636	$9.8M	0.17%	Put
94	IGAVOYA GLBL ADV & PREM OPP FD	1,067,191	$9.6M	0.17%
95	DMADESTRA MULTI-ALTERNATIVE FD	1,213,001	$9.5M	0.16%
96	LEOBNY MELLON STRATEGIC MUNS IN	1,549,344	$9.5M	0.16%
97	KYNKAYNE ANDERSON ENERGY INFRST	881,375	$8.8M	0.15%
98	XBOEXBLACKROCK ENHANCED GLOBAL DI	804,832	$8.4M	0.14%
99	GRXGABELLI HLTHCARE & WELLNESS	816,441	$8.4M	0.14%
100	GNTGAMCO NAT RES GOLD & INCOME	1,560,758	$8.1M	0.14%

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