Saba Capital Management, L.P. Q2 2019 Filing
Filed August 14, 2019
Portfolio Value
$2.3T
Holdings
98
Report Date
Q2 2019
Filing Type
13F-HR
All Holdings (98 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 3,828,928 | $333.8B | 14.23% | Put |
| 2 | YPFYPF SOCIEDAD ANONIMA | 10,165,398 | $185.1B | 7.89% | Put |
| 3 | T7DTRANSDIGM GROUP INC | 271,406 | $131.3B | 5.60% | Put |
| 4 | XJQCXNUVEEN CR STRATEGIES INCM FD | 14,212,653 | $112.6B | 4.80% | |
| 5 | VVRINVESCO SR INCOME TR | 21,826,069 | $94.3B | 4.02% | |
| 6 | —INVESCO DYNAMIC CR OPP FD | 7,381,007 | $82.5B | 3.52% | |
| 7 | HIOWESTERN ASSET HIGH INCM OPP | 15,418,700 | $79.1B | 3.37% | |
| 8 | EHIWESTERN ASSET GLB HI INCOME | 7,830,384 | $77.8B | 3.31% | |
| 9 | HIXWESTERN ASSET HIGH INCM FD I | 10,917,027 | $76.6B | 3.27% | |
| 10 | XEVVXEATON VANCE LTD DUR INCOME F | 5,995,470 | $75.8B | 3.23% | |
| 11 | BTZBLACKROCK CR ALLCTN INC TR | 5,455,561 | $70.8B | 3.02% | |
| 12 | —VOYA PRIME RATE TR | 13,505,852 | $64.3B | 2.74% | |
| 13 | CNXCNX RESOURCES CORPORATION | 7,790,500 | $56.9B | 2.43% | Put |
| 14 | FDDFIRST TR HIGH INCOME L/S FD | 3,312,601 | $49.8B | 2.12% | |
| 15 | NHSNEUBERGER BERMAN HGH YLD FD | 3,766,921 | $44.1B | 1.88% | |
| 16 | LBEURL BRANDS INC | 1,450,200 | $37.9B | 1.61% | Put |
| 17 | GEGGEO GROUP INC NEW | 1,565,000 | $32.9B | 1.40% | Put |
| 18 | TSLATESLA INC | 145,000 | $32.4B | 1.38% | Put |
| 19 | NQPNUVEEN PENNSYLVANIA QLT MUN | 2,324,818 | $31.7B | 1.35% | |
| 20 | GPOR1EURGULFPORT ENERGY CORP | 6,254,200 | $30.7B | 1.31% | Put |
| 21 | NRKNUVEEN NEW YORK AMT QLT MUNI | 2,256,985 | $29.5B | 1.26% | |
| 22 | XFRAXBLACKROCK FLOAT RATE OME STR | 2,165,991 | $27.8B | 1.18% | |
| 23 | GHYPGIM GLOBAL HIGH YIELD FD IN | 1,899,631 | $27.4B | 1.17% | |
| 24 | JGHNUVEEN GLOBAL HIGH INCOME FD | 1,537,344 | $23.8B | 1.01% | |
| 25 | FCTFIRST TR SR FLG RTE INCM FD | 1,946,610 | $23.5B | 1.00% | |
| 26 | CYHCOMMUNITY HEALTH SYS INC NEW | 7,981,907 | $21.3B | 0.91% | Call |
| 27 | OSVEURVANECK VECTORS ETF TR | 1,345,320 | $19.9B | 0.85% | Put |
| 28 | XPHDXPIONEER FLOATING RATE TR | 1,821,748 | $19.5B | 0.83% | |
| 29 | EVFEATON VANCE SR INCOME TR | 2,973,187 | $18.5B | 0.79% | |
| 30 | —NUVEEN OHIO QLTY MUN INCOME | 1,201,057 | $17.9B | 0.76% | |
| 31 | —NUVEEN MICHIGAN QLT MUN INC | 1,306,747 | $17.7B | 0.76% | |
| 32 | ISDPGIM HIGH YIELD BOND FUND IN | 1,210,040 | $17.7B | 0.75% | |
| 33 | VLTINVESCO HIGH INCOME TR II | 1,175,456 | $17.0B | 0.73% | |
| 34 | EFTEATON VANCE FLTING RATE INC | 1,177,852 | $15.9B | 0.68% | |
| 35 | GAMGENERAL AMERN INVS INC | 445,534 | $15.8B | 0.67% | |
| 36 | TTMCHFTATA MTRS LTD | 1,289,179 | $15.1B | 0.64% | Put |
| 37 | —NUVEEN CONNECTICUT QLTY MUN | 1,160,604 | $15.1B | 0.64% | |
| 38 | HOUSREALOGY HLDGS CORP | 2,062,969 | $14.9B | 0.64% | Put |
| 39 | GELGENESIS ENERGY L P | 615,200 | $13.5B | 0.57% | Put |
| 40 | HLFHERBALIFE NUTRITION LTD | 297,700 | $12.7B | 0.54% | Put |
| 41 | —IVY HIGH INC OPPORTUNITIES F | 917,141 | $12.4B | 0.53% | |
| 42 | NXJNUVEEN NEW JERSEY QULT MUN F | 854,584 | $12.1B | 0.51% | |
| 43 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 853,011 | $11.9B | 0.51% | |
| 44 | —NUVEEN GEORGIA QLTY MUN INC | 937,337 | $11.6B | 0.49% | |
| 45 | DTFDTF TAX-FREE INCOME INC | 813,540 | $11.3B | 0.48% | |
| 46 | —EATON VANCE FLTG RATE INCOM | 722,069 | $10.8B | 0.46% | |
| 47 | —NUVEEN MARYLAND QLT MUN INC | 816,868 | $10.6B | 0.45% | |
| 48 | DSUBLACKROCK DEBT STRAT FD INC | 949,082 | $10.2B | 0.44% | |
| 49 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,141,415 | $10.1B | 0.43% | |
| 50 | XBFZXBLACKROCK CALIF MUN INCOME T | 680,044 | $9.0B | 0.38% | |
| 51 | —CNX MIDSTREAM PARTNERS LP | 616,300 | $8.7B | 0.37% | Put |
| 52 | BGTBLACKROCK FLOATING RATE INCO | 695,350 | $8.6B | 0.37% | |
| 53 | RRDEURDONNELLEY R R & SONS CO | 4,253,818 | $8.4B | 0.36% | Put |
| 54 | XEVMXEATON VANCE CALIF MUN BD FD | 723,934 | $8.0B | 0.34% | |
| 55 | —NUVEEN NORTH CAROLINA QLTY M | 555,648 | $7.4B | 0.32% | |
| 56 | RGTROYCE GLOBAL VALUE TR INC | 679,233 | $7.2B | 0.31% | |
| 57 | HBC2HSBC HLDGS PLC | 561,240 | $6.6B | 0.28% | Put |
| 58 | —BLACKROCK MUNI N Y INTER DUR | 459,119 | $6.6B | 0.28% | |
| 59 | —BLACKROCK NY MUNI INC QLTY T | 493,828 | $6.6B | 0.28% | |
| 60 | DBDEUTSCHE BANK AG | 852,090 | $6.5B | 0.28% | Put |
| 61 | MIYBLACKROCK MUNIYLD MICH QLTY | 428,544 | $5.9B | 0.25% | |
| 62 | XVMMXDELAWARE INV MN MUN INC FD I | 364,477 | $4.7B | 0.20% | |
| 63 | —DIVIDEND & INCOME FUND | 402,004 | $4.6B | 0.20% | |
| 64 | —MFS CALIF MUN FD | 387,234 | $4.6B | 0.20% | |
| 65 | CEVEATON VANCE CA MUNI INCOME T | 351,419 | $4.4B | 0.19% | |
| 66 | MHNBLACKROCK MUNIHLDGS NY QLTY | 295,929 | $3.9B | 0.17% | |
| 67 | BWGBRANDYWINEGBL GLBAL INM OPRT | 323,962 | $3.8B | 0.16% | |
| 68 | —BLACKROCK NY MUNICIPAL BOND | 228,665 | $3.4B | 0.14% | |
| 69 | —NEUBERGER BRMAN NY MUNI FD I | 252,088 | $3.1B | 0.13% | |
| 70 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $2.9B | 0.12% | |
| 71 | TLIWESTERN ASSET CORPORATE LN F | 297,879 | $2.9B | 0.12% | |
| 72 | —EATON VANCE NY MUNI INCOME T | 213,333 | $2.8B | 0.12% | |
| 73 | —SEADRILL LTD | 661,204 | $2.8B | 0.12% | |
| 74 | XFEBFIRST TR ABERDEEN GLBL OPP F | 254,833 | $2.6B | 0.11% | |
| 75 | —NEUBERGER BRMAN CLIFRN MUNI | 184,672 | $2.5B | 0.11% | |
| 76 | NAZNUVEEN ARIZONA QLTY MUN INC | 188,035 | $2.5B | 0.10% | |
| 77 | NGDNEW GOLD INC CDA | 2,406,489 | $2.3B | 0.10% | |
| 78 | ARDCARES DYNAMIC CR ALLOCATION F | 146,986 | $2.2B | 0.09% | |
| 79 | MSDMORGAN STANLEY EMER MKTS DEB | 201,982 | $1.9B | 0.08% | |
| 80 | MPABLACKROCK MUNIYIELD PA QLTY | 126,384 | $1.8B | 0.08% | |
| 81 | —NUVEEN TEXAS QLTY MUN INCME | 123,837 | $1.7B | 0.07% | |
| 82 | —BLACKROCK NY MUN INCOME TR I | 113,583 | $1.6B | 0.07% | |
| 83 | —APOLLO TACTICAL INCOME FD IN | 84,173 | $1.2B | 0.05% | |
| 84 | —STANDARD DIVERSIFIED INC | 64,282 | $1.2B | 0.05% | |
| 85 | XEFRXEATON VANCE SR FLTNG RTE TR | 58,731 | $769.0M | 0.03% | |
| 86 | UNFIUNITED NAT FOODS INC | 80,000 | $718.0M | 0.03% | |
| 87 | MYNBLACKROCK MUNIYIELD NY QLTY | 42,031 | $534.0M | 0.02% | |
| 88 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 40,185 | $524.0M | 0.02% | |
| 89 | AFBALLIANCEBERNSTEIN NATL MUNI | 36,178 | $487.0M | 0.02% | |
| 90 | MUCBLACKROCK MUNIHLDNGS CALI QL | 32,229 | $440.0M | 0.02% | |
| 91 | VFLDELAWARE INVT NAT MUNI INC F | 29,543 | $390.0M | 0.02% | |
| 92 | BCVBANCROFT FUND LTD | 17,379 | $389.0M | 0.02% | |
| 93 | —HOSTESS BRANDS INC | 202,693 | $385.0M | 0.02% | |
| 94 | —DEAN FOODS CO NEW | 211,320 | $195.0M | 0.01% | |
| 95 | —NUVEEN NEW JERSEY MUN VALUE | 10,443 | $139.0M | 0.01% | |
| 96 | MQTBLACKROCK MUNIY QUALITY FD I | 10,000 | $126.0M | 0.01% | |
| 97 | CXHMFS INVT GRADE MUN TR | 12,906 | $124.0M | 0.01% | |
| 98 | FTFRANKLIN UNVL TR | 10,058 | $74.0M | 0.00% |