Saba Capital Management, L.P. Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$3.5T

Holdings

433

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (433 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	2,600,000	$228.9B	6.56%	Put
2	BRWTEMPLETON GLOBAL INCOME FD	25,524,710	$142.9B	4.09%
3	BRWSABA CAPITAL INCOME & OPRNT	26,099,996	$122.9B	3.52%
4	—INVESCO DYNAMIC CR OPPORTUNI	10,133,425	$120.2B	3.44%
5	POSTPOST HLDGS INC	1,050,632	$114.0B	3.26%	Put
6	T7DTRANSDIGM GROUP INC	173,100	$112.0B	3.21%	Put
7	UBERUBER TECHNOLOGIES INC	1,882,100	$94.3B	2.70%	Put
8	EFTEATON VANCE FLTING RATE INC	6,218,811	$89.5B	2.56%
9	OPTUALTICE USA INC	2,368,260	$80.9B	2.32%	Put
10	VVRINVESCO SR INCOME TR	14,173,480	$63.2B	1.81%
11	EVFEATON VANCE SR INCOME TR	8,043,774	$54.7B	1.57%
12	XEFRXEATON VANCE SR FLTNG RTE TR	3,498,624	$49.5B	1.42%
13	TEVATEVA PHARMACEUTICAL INDS LTD	4,389,500	$43.5B	1.24%	Put
14	—REINVENT TECHNOLOGY PARTNERS	3,881,414	$38.3B	1.10%
15	—SOURCE CAP INC	814,742	$37.1B	1.06%
16	NEANUVEEN FLOATING RATE INCOME	3,347,127	$32.7B	0.94%
17	XHIEXMILLER HOWARD HIGH INC EQTY	2,892,877	$30.3B	0.87%
18	FFORD MTR CO DEL	2,000,000	$29.7B	0.85%	Put
19	GHYPGIM GLOBAL HIGH YIELD FD FO	1,862,082	$29.7B	0.85%
20	FVAVFORTRESS VALUE ACQUISI CORP	3,006,844	$29.5B	0.84%
21	—ISTAR INC	1,367,200	$28.3B	0.81%	Put
22	JFRNUVEEN FLOATING RATE INCOME	2,732,232	$27.4B	0.78%
23	BGBBLACKSTONE STRATEGIC CREDIT	1,890,984	$26.3B	0.75%
24	—GORES GUGGENHEIM INC	2,399,090	$23.4B	0.67%
25	DALDELTA AIR LINES INC DEL	532,400	$23.0B	0.66%	Put
26	—APOLLO TACTICAL INCOME FD IN	1,467,780	$23.0B	0.66%
27	CCLCARNIVAL CORP	721,500	$19.0B	0.54%	Put
28	GAMGENERAL AMERN INVS CO INC	432,208	$18.8B	0.54%
29	JGHNUVEEN GLOBAL HIGH INCOME FD	1,147,416	$18.6B	0.53%
30	—COLONNADE ACQUISITION CORP I	1,889,698	$18.5B	0.53%
31	—SVF INVESTMENT CORP 3	1,789,192	$17.8B	0.51%
32	CPZCALAMOS LNG SHR EQT DYNAMIC	815,622	$17.0B	0.49%
33	—GIGINTERNATIONAL1 INC	1,663,285	$16.7B	0.48%
34	—HUDSON EXECUTIVE INVES III	1,691,335	$16.5B	0.47%
35	XVMMXDELAWARE INVTS MINN MUN INCO	1,149,092	$16.2B	0.47%
36	GOFGUGGENHEIM ENHANCED EQT INCM	1,869,602	$16.1B	0.46%
37	—KINS TECHNOLOGY GROUP INC	1,614,641	$15.9B	0.46%
38	—NUVEEN SHORT DURATION CR OPP	1,050,513	$15.7B	0.45%
39	NFJVIRTUS DIVIDEND INTEREST & P	1,032,045	$15.6B	0.45%
40	—NUVEEN DIVERSIFIED DIVID & I	1,446,201	$15.0B	0.43%
41	—NUVEEN OHIO QLTY MUN INCOME	918,499	$15.0B	0.43%
42	—DELAWARE ENHANCED GLOBAL DIV	1,399,184	$15.0B	0.43%
43	CCIXCHURCHILL CAPITAL CORP VII	1,491,155	$14.5B	0.42%
44	NRKNUVEEN NEW YORK AMT QLT MUNI	1,013,241	$14.4B	0.41%
45	NQPNUVEEN PENNSYLVANIA QLT MUN	933,939	$14.1B	0.40%
46	—JOFF FINTECH ACQUISITION COR	1,459,656	$14.1B	0.40%
47	—APOLLO SR FLOATING RATE FD I	871,147	$13.7B	0.39%
48	—FTAC HERA ACQUISITION CORP	1,399,611	$13.6B	0.39%
49	—GX ACQUISITION CORP II	1,403,785	$13.6B	0.39%
50	—VECTOR ACQUISITION CORP II	1,350,000	$13.4B	0.38%
51	—CITIC CAPITAL ACQUISITION CO	1,343,039	$13.3B	0.38%
52	MSDMORGAN STANLEY EMKT DBT FD I	1,411,970	$13.2B	0.38%
53	IPODDUNE ACQUISITION CORP	1,334,872	$13.1B	0.37%
54	—FORUM MERGER IV CORP	1,335,417	$13.1B	0.37%
55	—GORES HOLDINGS VII INC	1,303,843	$12.9B	0.37%
56	MDAIROSECLIFF ACQUISITION CORP I	1,276,201	$12.4B	0.35%
57	—ALKURI GLOBAL ACQUISITION CO	1,225,414	$12.1B	0.35%
58	USX1UNITED STATES STL CORP NEW	505,300	$12.1B	0.35%	Put
59	—TAILWIND INTERNATNAL ACQ COR	1,252,672	$12.1B	0.35%
60	—E MERGE TECHNOLOGY ACQUISITI	1,178,290	$11.5B	0.33%
61	—KKR ACQUISITION HOLDING I CO	1,150,182	$11.3B	0.32%
62	MBVIM3 BRIGADE ACQUISITION II CO	1,146,470	$11.1B	0.32%
63	NCZVIRTUS ALLIANZGI CONVERTIBLE	2,072,639	$11.1B	0.32%
64	1ZRATLANTIC COASTAL ACQUISTN CO	1,123,900	$10.9B	0.31%
65	BWGBRANDYWINEGBL GBL INCM OPP F	850,146	$10.7B	0.31%
66	—PINE TECHNOLOGY ACQUISITN CO	1,095,318	$10.6B	0.30%
67	RRDEURDONNELLEY R R & SONS CO	1,677,558	$10.5B	0.30%
68	—MASON INDUSTRIAL TECHNOLGY I	1,056,680	$10.2B	0.29%
69	—DELWINDS INS ACQUISITION COR	1,042,429	$10.2B	0.29%
70	—CONSTELLATION ACQUISITN CORP	1,032,721	$10.1B	0.29%
71	—FINTECH ACQUISITION CORP VI	999,226	$10.1B	0.29%
72	—IVY HIGH INCOME OPPORTUNITIE	701,902	$9.9B	0.28%
73	—FLAME ACQUISITION CORP	1,007,367	$9.7B	0.28%
74	—STRATIM CLOUD ACQUISITION CO	1,000,000	$9.7B	0.28%
75	—ATLANTIC AVE ACQUISITION COR	988,727	$9.6B	0.27%
76	—ANZU SPECIAL ACQUISITIN CORP	950,000	$9.2B	0.26%
77	—NORTHERN LIGHTS ACQUISITN CO	900,000	$9.2B	0.26%
78	—FAST ACQUISITION CORP II	931,352	$9.1B	0.26%
79	XIGDXVOYA GLBL EQTY DIV & PREM OP	1,522,328	$9.1B	0.26%
80	—MARLIN TECHNOLOGY CORP	930,683	$9.0B	0.26%
81	—EPIPHANY TECHNOLOGY ACQUISIT	902,783	$8.8B	0.25%
82	—AF ACQUISITION CORP	900,000	$8.8B	0.25%
83	—WARRIOR TECHNOLOGIES ACQUI C	895,274	$8.7B	0.25%
84	—RECHARGE ACQUISITION CORP	883,087	$8.7B	0.25%
85	—KERNEL GROUP HOLDINGS INC	882,055	$8.6B	0.25%
86	—MORINGA ACQUISITION CORP	883,099	$8.5B	0.24%
87	—FUSION ACQUISITION CORP II	878,038	$8.5B	0.24%
88	NXJNUVEEN NEW JERSEY QULT MUN F	538,209	$8.4B	0.24%
89	CPTKWCROWN PROPTECH ACQUISITIONS	862,840	$8.3B	0.24%
90	—BYTE ACQUISITION CORP	857,565	$8.3B	0.24%
91	—ATHENA TECHNOLOGY ACQUISI CO	850,000	$8.2B	0.24%
92	—VICKERS VANTAGE CORP I	823,919	$8.2B	0.23%
93	—APOLLO STRATEGIC GRWT CPTL I	829,115	$8.1B	0.23%
94	—SILVER CREST ACQUISITION COR	833,877	$8.0B	0.23%
95	—CF ACQUISITION CORP VIII	809,263	$8.0B	0.23%
96	CCIFVERTICAL CAP INCOME FD	732,243	$7.9B	0.23%
97	—HPX CORP	802,353	$7.9B	0.23%
98	—SVF INVESTMENT CORP 2	784,543	$7.8B	0.22%
99	—ACON S2 ACQUISITION CORP	785,081	$7.8B	0.22%
100	—HENNESSY CAPITAL INVS CORP V	762,685	$7.7B	0.22%

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