Saba Capital Management, L.P. Q4 2018 Filing
Filed February 14, 2019
Portfolio Value
$2.8T
Holdings
150
Report Date
Q4 2018
Filing Type
13F-HR
All Holdings (150 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 11,402,000 | $924.7B | 33.21% | Put |
| 2 | IEFISHARES TR | 3,145,021 | $327.7B | 11.77% | Put |
| 3 | QCOMQUALCOMM INC | 1,744,766 | $99.3B | 3.57% | Put |
| 4 | XJQCXNUVEEN CR STRATEGIES INCM FD | 12,837,178 | $95.0B | 3.41% | |
| 5 | XEVVXEATON VANCE LTD DUR INCOME F | 6,046,468 | $72.1B | 2.59% | |
| 6 | TXNTEXAS INSTRS INC | 600,000 | $56.7B | 2.04% | Put |
| 7 | HIOWESTERN ASSET HIGH INCM OPP | 12,774,682 | $56.0B | 2.01% | |
| 8 | HIXWESTERN ASSET HIGH INCM FD I | 9,173,048 | $52.8B | 1.90% | |
| 9 | TSLATESLA INC | 152,700 | $50.8B | 1.83% | Put |
| 10 | SPGSIMON PPTY GROUP INC NEW | 300,000 | $50.4B | 1.81% | Put |
| 11 | VVRINVESCO SR INCOME TR | 12,156,597 | $47.5B | 1.71% | |
| 12 | XEADXWELLS FARGO INCOME OPPORTUNI | 5,770,763 | $41.7B | 1.50% | |
| 13 | EHIWESTERN ASSET GLB HI INCOME | 4,917,633 | $40.7B | 1.46% | |
| 14 | CSCOCISCO SYS INC | 883,867 | $38.3B | 1.38% | Put |
| 15 | —INVESCO DYNAMIC CR OPP FD | 3,607,769 | $37.1B | 1.33% | |
| 16 | OMFONEMAIN HLDGS INC | 1,318,026 | $32.0B | 1.15% | Put |
| 17 | —VOYA PRIME RATE TR | 6,920,996 | $31.1B | 1.12% | |
| 18 | GHYPGIM GLOBAL SHORT DURATION H | 2,352,477 | $30.4B | 1.09% | |
| 19 | HLFHERBALIFE NUTRITION LTD | 482,700 | $28.5B | 1.02% | Put |
| 20 | DSUBLACKROCK DEBT STRAT FD INC | 2,878,777 | $28.1B | 1.01% | |
| 21 | HOUSREALOGY HLDGS CORP | 1,885,100 | $27.7B | 0.99% | Put |
| 22 | FDDFIRST TR HIGH INCOME L/S FD | 1,955,744 | $26.0B | 0.93% | |
| 23 | FFORD MTR CO DEL | 3,325,000 | $25.4B | 0.91% | Put |
| 24 | EBAEBAY INC | 827,338 | $23.2B | 0.83% | Put |
| 25 | DBDEUTSCHE BANK AG | 2,581,900 | $21.0B | 0.76% | Put |
| 26 | ISDPGIM SHORT DURATION HIGH YIE | 1,609,930 | $21.0B | 0.75% | |
| 27 | GELGENESIS ENERGY L P | 1,070,000 | $19.8B | 0.71% | Put |
| 28 | BTZBLACKROCK CR ALLCTN INC TR | 1,748,918 | $19.6B | 0.70% | |
| 29 | OSVEURVANECK VECTORS ETF TR | 1,380,300 | $19.4B | 0.70% | Put |
| 30 | HYTBLACKROCK CORPOR HI YLD FD I | 2,019,092 | $18.7B | 0.67% | |
| 31 | CYHCOMMUNITY HEALTH SYS INC NEW | 6,177,067 | $17.4B | 0.63% | |
| 32 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 2,372,099 | $17.1B | 0.61% | |
| 33 | NHSNEUBERGER BERMAN HGH YLD FD | 1,709,923 | $16.5B | 0.59% | |
| 34 | LBEURL BRANDS INC | 628,884 | $16.1B | 0.58% | Put |
| 35 | —IVY HIGH INC OPPORTUNITIES F | 1,217,166 | $14.8B | 0.53% | |
| 36 | VLTINVESCO HIGH INCOME TR II | 1,085,764 | $13.6B | 0.49% | |
| 37 | NRKNUVEEN NEW YORK AMT QLT MUNI | 1,165,338 | $13.6B | 0.49% | |
| 38 | GAMGENERAL AMERN INVS INC | 445,534 | $12.7B | 0.46% | |
| 39 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 924,628 | $11.6B | 0.42% | |
| 40 | —NUVEEN CONNECTICUT QLTY MUN | 970,231 | $10.9B | 0.39% | |
| 41 | SPHSUBURBAN PROPANE PARTNERS L | 526,800 | $10.2B | 0.36% | Put |
| 42 | NXJNUVEEN NEW JERSEY QULT MUN F | 720,771 | $9.2B | 0.33% | |
| 43 | NQPNUVEEN PENNSYLVANIA QLT MUN | 736,826 | $9.0B | 0.32% | |
| 44 | —NUVEEN MICHIGAN QLT MUN INC | 640,155 | $8.0B | 0.29% | |
| 45 | MYNBLACKROCK MUNIYIELD NY QLTY | 684,720 | $7.9B | 0.28% | |
| 46 | —NUVEEN OHIO QLTY MUN INCOME | 588,545 | $7.8B | 0.28% | |
| 47 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,030,764 | $7.8B | 0.28% | |
| 48 | —NUVEEN MARYLAND QLT MUN INC | 658,996 | $7.7B | 0.28% | |
| 49 | EVFEATON VANCE SR INCOME TR | 1,261,060 | $7.6B | 0.27% | |
| 50 | HYIWESTERN ASSET HGH YLD DFNDFD | 526,781 | $6.9B | 0.25% | |
| 51 | XBFZXBLACKROCK CALIF MUN INCOME T | 566,164 | $6.8B | 0.24% | |
| 52 | —NUVEEN NORTH CAROLINA QLTY M | 534,729 | $6.3B | 0.23% | |
| 53 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 597,044 | $6.3B | 0.23% | |
| 54 | —DELAWARE ENHANCED GBL DIV & | 691,208 | $6.0B | 0.22% | |
| 55 | —SEADRILL LTD | 590,238 | $5.8B | 0.21% | |
| 56 | MIYBLACKROCK MUNIYLD MICH QLTY | 450,339 | $5.6B | 0.20% | |
| 57 | MHNBLACKROCK MUNIHLDGS NY QLTY | 462,307 | $5.5B | 0.20% | |
| 58 | JGHNUVEEN GLOBAL HIGH INCOME FD | 400,138 | $5.5B | 0.20% | |
| 59 | XHNWXPIONEER DIV HIGH INCOME TRUS | 390,798 | $5.1B | 0.18% | |
| 60 | XVMMXDELAWARE INV MN MUN INC FD I | 381,099 | $4.5B | 0.16% | |
| 61 | XEVMXEATON VANCE CALIF MUN BD FD | 455,335 | $4.5B | 0.16% | |
| 62 | NACNUVEEN CA QUALTY MUN INCOME | 334,189 | $4.3B | 0.15% | |
| 63 | RGTROYCE GLOBAL VALUE TR INC | 443,273 | $3.9B | 0.14% | |
| 64 | XRXCHFXEROX CORP | 195,343 | $3.9B | 0.14% | Put |
| 65 | —NUVEEN GEORGIA QLTY MUN INC | 348,364 | $3.8B | 0.14% | |
| 66 | MUCBLACKROCK MUNIHLDNGS CALI QL | 304,824 | $3.8B | 0.13% | |
| 67 | CEVEATON VANCE CA MUNI INCOME T | 336,997 | $3.7B | 0.13% | |
| 68 | ORCLORACLE CORP | 80,764 | $3.6B | 0.13% | Put |
| 69 | —BLACKROCK MUNI N Y INTER DUR | 281,844 | $3.5B | 0.13% | |
| 70 | —EATON VANCE FLTG RATE INCOM | 243,854 | $3.5B | 0.12% | |
| 71 | BWGBRANDYWINEGBL GLBAL INM OPRT | 323,962 | $3.4B | 0.12% | |
| 72 | FCTFIRST TR SR FLG RTE INCM FD | 296,891 | $3.3B | 0.12% | |
| 73 | RRDEURDONNELLEY R R & SONS CO | 814,211 | $3.2B | 0.12% | |
| 74 | NAZNUVEEN ARIZONA QLTY MUN INC | 259,350 | $3.1B | 0.11% | |
| 75 | PCGPG&E CORP | 129,325 | $3.1B | 0.11% | Put |
| 76 | —BLACKROCK MUNIYIELD N J FD I | 236,586 | $3.1B | 0.11% | |
| 77 | —BLACKROCK NY MUNI INC QLTY T | 252,628 | $3.1B | 0.11% | |
| 78 | TLIWESTERN ASSET CORPORATE LN F | 334,911 | $3.0B | 0.11% | |
| 79 | NPVNUVEEN VIRGINIA QLTY MUNCPL | 236,907 | $2.8B | 0.10% | |
| 80 | NGDNEW GOLD INC CDA | 3,523,784 | $2.7B | 0.10% | |
| 81 | XFEBFIRST TR ABERDEEN GLBL OPP F | 273,823 | $2.6B | 0.09% | |
| 82 | BNYBLACKROCK N Y MUN INCOME TR | 207,586 | $2.5B | 0.09% | |
| 83 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $2.5B | 0.09% | |
| 84 | NEANUVEEN FLTNG RTE INCM OPP FD | 266,251 | $2.4B | 0.09% | |
| 85 | BGHBARINGS GLOBAL SHORT DURATIO | 149,931 | $2.4B | 0.09% | |
| 86 | AVPUSDAVON PRODS INC | 1,558,022 | $2.4B | 0.09% | |
| 87 | MPABLACKROCK MUNIYIELD PA QLTY | 161,774 | $2.0B | 0.07% | |
| 88 | ARDCARES DYNAMIC CR ALLOCATION F | 146,986 | $2.0B | 0.07% | |
| 89 | —NEUBERGER BRMAN CLIFRN MUNI | 163,084 | $2.0B | 0.07% | |
| 90 | NANNUVEEN NEW YORK QLT MUN INC | 155,342 | $1.9B | 0.07% | |
| 91 | —BLACKROCK NY MUN INCOME TR I | 145,188 | $1.8B | 0.06% | |
| 92 | —EATON VANCE NY MUNI INCOME T | 149,966 | $1.7B | 0.06% | |
| 93 | BITBLACKROCK MULTI-SECTOR INC T | 111,079 | $1.7B | 0.06% | |
| 94 | —BLACKROCK NY MUNICIPAL BOND | 132,347 | $1.7B | 0.06% | |
| 95 | MSDMORGAN STANLEY EMER MKTS DEB | 201,982 | $1.7B | 0.06% | |
| 96 | —NEUBERGER BRMAN NY MUNI FD I | 149,253 | $1.7B | 0.06% | |
| 97 | EFTEATON VANCE FLTING RATE INC | 129,840 | $1.6B | 0.06% | |
| 98 | XMUIXBLACKROCK MUNI INTER DR FD I | 125,225 | $1.6B | 0.06% | |
| 99 | —NUVEEN TEXAS QLTY MUN INCME | 126,306 | $1.6B | 0.06% | |
| 100 | BLWBLACKROCK LTD DURATION INC T | 116,319 | $1.6B | 0.06% |
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