Saba Capital Management, L.P. Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$5.0B

Holdings

479

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (479 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	ECATBLACKROCK ESG CAP ALLC TERM	24,048,629	$387.9M	7.80%
2	BTXBLACKROCK INNOVATION AND GRW	43,759,402	$320.8M	6.45%
3	BMEZBLACKROCK HEALTH SCIENCES TE	16,786,838	$245.9M	4.95%
4	BCATBLACKROCK CAP ALLOCATION TER	13,623,622	$203.7M	4.10%
5	PDXPIMCO DYNAMIC INCOME STRATEG	7,034,522	$144.1M	2.90%
6	ADXADAMS DIVERSIFIED EQUITY FD	7,564,945	$134.0M	2.69%
7	EMOCLEARBRIDGE ENERGY MIDSTRM O	3,007,117	$105.0M	2.11%
8	NACNUVEEN CA QUALTY MUN INCOME	8,284,935	$91.9M	1.85%
9	—CLEARBRIDGE MLP AND MIDSTRM	2,189,802	$87.8M	1.77%
10	UALUNITED AIRLS HLDGS INC	2,085,759	$86.1M	1.73%	Put
11	MEGIMAINSTAY CBRE GBL INFRA MEG	5,400,075	$70.1M	1.41%
12	NXJNUVEEN NEW JERSEY QULT MUN F	5,549,349	$65.4M	1.31%
13	XBFZXBLACKROCK CALIF MUN INCOME T	5,094,028	$61.3M	1.23%
14	BSTZBLACKROCK SCIENCE & TECHNOLO	3,559,039	$59.5M	1.20%
15	CHTRCHARTER COMMUNICATIONS INC N	153,000	$59.5M	1.20%	Put
16	AALAMERICAN AIRLS GROUP INC	4,319,146	$59.3M	1.19%	Put
17	AMDADVANCED MICRO DEVICES INC	400,000	$59.0M	1.19%	Put
18	NMAINUVEEN MULTI ASSET INCOME FU	4,720,658	$58.1M	1.17%
19	USX1UNITED STATES STL CORP NEW	1,076,600	$52.4M	1.05%	Put
20	NQPNUVEEN PENNSYLVANIA QLT MUN	4,465,947	$51.7M	1.04%
21	JWNUSDNORDSTROM INC	2,724,622	$50.3M	1.01%	Put
22	IWMISHARES TR	246,200	$49.4M	0.99%	Put
23	ASAASA GOLD AND PRECIOUS MTLS L	3,253,837	$49.0M	0.99%
24	CUCAAVIS BUDGET GROUP	266,700	$47.3M	0.95%	Put
25	MUCBLACKROCK MUNIHLDNGS CALI QL	4,167,791	$46.4M	0.93%
26	NBXGNEUBERGER BERMAN NEXT GENERA	4,143,339	$45.3M	0.91%
27	NFJVIRTUS DIVIDEND INTEREST & P	3,564,307	$44.9M	0.90%
28	XNEAXNUVEEN AMT FREE QLTY MUN INC	3,823,691	$42.1M	0.85%
29	—CLEARBRIDGE MLP AND MIDSTRM	1,124,306	$40.7M	0.82%
30	ASGIABRDN GLOBAL INFRA INCOME FU	2,249,557	$40.4M	0.81%
31	PEOADAM NAT RES FD INC	1,852,403	$38.2M	0.77%
32	PHMPULTE GROUP INC	350,000	$36.1M	0.73%	Put
33	WYNNWYNN RESORTS LTD	379,981	$34.6M	0.70%	Put
34	AVGOBROADCOM INC	30,000	$33.5M	0.67%	Put
35	BRWTEMPLETON GLOBAL INCOME FD	8,792,605	$33.3M	0.67%
36	NMLNEUBERGER BERMAN ENERGY INFR	4,813,029	$33.1M	0.67%
37	PFSIPENNYMAC FINL SVCS INC NEW	367,100	$32.4M	0.65%	Put
38	AMATAPPLIED MATLS INC	200,000	$32.4M	0.65%	Put
39	NZFNUVEEN MUNICIPAL CREDIT INC	2,681,128	$31.7M	0.64%
40	NPCTNUVEEN CORE PLUS IMPACT FUND	2,979,163	$30.0M	0.60%
41	XENWXEATON VANCE NEW YORK MUN BD	3,047,849	$29.4M	0.59%
42	XFEBFIRST TR MLP & ENERGY INCOM	3,394,029	$29.1M	0.59%
43	KLACKLA CORP	50,000	$29.1M	0.58%	Put
44	JRINUVEEN REAL ASSET INCOME & G	2,461,485	$28.8M	0.58%
45	ANFABERCROMBIE & FITCH CO	326,300	$28.8M	0.58%	Put
46	XEVMXEATON VANCE CALIF MUN BD FD	3,114,325	$28.5M	0.57%
47	VTNINVESCO TR INVT GRADE NEW YO	2,649,742	$27.6M	0.55%
48	MHIPIONEER MUNICIPAL HIGH INCOM	3,179,843	$27.4M	0.55%
49	NADNUVEEN QUALITY MUNCP INCOME	2,389,415	$27.4M	0.55%
50	VPVINVESCO PA VALUE MUN INC TR	2,634,261	$26.3M	0.53%
51	NAVINAVIENT CORPORATION	1,397,540	$26.0M	0.52%	Put
52	NVGNUVEEN AMT FREE MUN CR INC F	2,135,801	$25.2M	0.51%
53	BBYBEST BUY INC	321,241	$25.1M	0.51%	Put
54	MSFTMICROSOFT CORP	65,000	$24.4M	0.49%	Put
55	HQHABRDN HEALTHCARE INVESTORS	1,424,346	$23.6M	0.47%
56	—GORES HOLDINGS IX INC	2,206,540	$23.2M	0.47%
57	XHIEXMILLER HOWARD HIGH INC EQTY	2,181,559	$23.1M	0.47%
58	RABROOKFIELD REAL ASSETS INCOM	1,785,006	$22.9M	0.46%
59	AFBALLIANCEBERNSTEIN NATL MUN I	2,048,985	$22.2M	0.45%
60	MPABLACKROCK MUNIYIELD PA QLTY	1,899,928	$22.1M	0.44%
61	FSCOFS CREDIT OPPORTUNITIES CORP	3,894,173	$22.1M	0.44%
62	GAMGENERAL AMERN INVS CO INC	510,885	$21.9M	0.44%
63	KKRKKR & CO INC	260,000	$21.5M	0.43%	Put
64	MMUWESTERN ASSET MANAGED MUNS F	2,099,958	$21.4M	0.43%
65	XGDVXGABELLI DIVID & INCOME TR	972,846	$21.1M	0.42%
66	MYNBLACKROCK MUNIYIELD N Y QUAL	1,997,464	$20.6M	0.42%
67	CLFCLEVELAND-CLIFFS INC NEW	1,009,553	$20.6M	0.41%	Put
68	EDDMORGAN STANLEY EMERGING MKTS	4,421,970	$20.6M	0.41%
69	XPMAXPIONEER MUNICIPAL HIGH INCOM	2,483,505	$19.9M	0.40%
70	KTFDWS MUN INCOME TR NEW	2,228,383	$19.8M	0.40%
71	NBHNEUBERGER BERMAN MUN FD INC	1,889,906	$19.6M	0.39%
72	MUJBLACKROCK MUNIHLDGS NJ QLTY	1,713,114	$19.5M	0.39%
73	HQLABRDN LIFE SCIENCES INVESTOR	1,421,300	$19.1M	0.38%
74	XRXXEROX HOLDINGS CORP	1,037,326	$19.0M	0.38%	Put
75	MHNBLACKROCK MUNIHLDGS NY QLTY	1,789,148	$18.8M	0.38%
76	MUMICRON TECHNOLOGY INC	220,000	$18.8M	0.38%	Put
77	BCXBLACKROCK RES & COMMODITIES	2,111,074	$18.7M	0.38%
78	HESHESS CORP	129,145	$18.6M	0.37%	Put
79	NPFDNUVEEN VRIABL RAT PFD & INM	1,128,344	$18.3M	0.37%
80	XFEBFIRST TR ENERGY INFRASTRCTR	1,085,708	$17.9M	0.36%
81	FMNFEDERATED HERMES PREM MUNI I	1,594,731	$17.5M	0.35%
82	FCXFREEPORT-MCMORAN INC	409,686	$17.4M	0.35%	Put
83	GUGGUGGENHEIM ACTIVE ALLOC FD	1,178,262	$17.3M	0.35%
84	XMUIXBLACKROCK MUNICIPAL INCOME	1,466,237	$17.1M	0.34%
85	MIOPIONEER MUN HIGH INCOME OPPO	1,609,724	$17.0M	0.34%
86	BNYBLACKROCK N Y MUN INCOME TRU	1,604,164	$16.9M	0.34%
87	BRWSABA CAPITAL INCOME & OPRNT	2,154,158	$16.6M	0.33%
88	BABAALIBABA GROUP HLDG LTD	211,855	$16.4M	0.33%
89	UNFIUNITED NAT FOODS INC	1,003,000	$16.3M	0.33%	Put
90	EPAMEPAM SYS INC	53,819	$16.0M	0.32%	Put
91	NTGTORTOISE MIDSTRM ENERGY FD I	448,587	$15.6M	0.31%
92	VCVINVESCO CALIF VALUE MUN INCO	1,496,145	$14.7M	0.29%
93	DSMBNY MELLON STRATEGIC MUN BD	2,518,798	$14.4M	0.29%
94	BKFIBNY MELLON MUN INCOME INC	2,195,555	$14.3M	0.29%
95	LNCLINCOLN NATL CORP IND	525,608	$14.2M	0.29%
96	XJQCXNUVEEN CR STRATEGIES INCOME	2,641,026	$13.8M	0.28%
97	—FST TR NEW OPPORT MLP & ENE	1,965,760	$13.5M	0.27%
98	—DWS STRATEGIC MUN INCOME TR	1,550,849	$13.4M	0.27%
99	XXHYBXXNEW AMER HIGH INCOME FD INC	1,807,041	$12.7M	0.26%
100	NANNUVEEN NEW YORK QLT MUN INC	1,106,266	$12.2M	0.25%

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