Saba Capital Management, L.P. Q1 2020 Filing
Filed May 15, 2020
Portfolio Value
$1.9T
Holdings
135
Report Date
Q1 2020
Filing Type
13F-HR
All Holdings (135 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 4,004,790 | $308.6B | 16.23% | Put |
| 2 | —VOYA PRIME RATE TR | 35,789,338 | $132.8B | 6.98% | |
| 3 | CHTRCHARTER COMMUNICATIONS INC N | 203,686 | $88.9B | 4.67% | Put |
| 4 | XEVVXEATON VANCE LTD DUR INCOME F | 6,275,718 | $66.3B | 3.49% | |
| 5 | EHIWESTERN ASSET GLOBAL HIGH IN | 8,351,378 | $62.5B | 3.29% | |
| 6 | HIOWESTERN ASSET HIGH INCM OPP | 12,912,550 | $54.4B | 2.86% | |
| 7 | YPFYPF SOCIEDAD ANONIMA | 11,652,841 | $48.6B | 2.56% | Put |
| 8 | —INVESCO DYNAMIC CR OPPORTUNI | 5,219,785 | $41.7B | 2.19% | |
| 9 | HIXWESTERN ASSET HIGH INCM FD I | 7,454,061 | $37.3B | 1.96% | |
| 10 | NHSNEUBERGER BERMAN HIGH YIELD | 4,294,509 | $37.3B | 1.96% | |
| 11 | VVRINVESCO SR INCOME TR | 11,374,540 | $36.6B | 1.93% | |
| 12 | CNXCNX RESOURCES CORPORATION | 6,726,342 | $35.8B | 1.88% | Put |
| 13 | GHYPGIM GLOBAL HIGH YIELD FD FO | 3,095,445 | $34.2B | 1.80% | |
| 14 | FDDFIRST TR HIGH INCOME L/S FD | 2,665,400 | $32.4B | 1.71% | |
| 15 | XJQCXNUVEEN CR STRATEGIES INCOME | 5,072,582 | $28.8B | 1.51% | |
| 16 | XFRAXBLACKROCK FLOATING RATE INCO | 2,671,028 | $26.7B | 1.41% | |
| 17 | USX1UNITED STATES STL CORP NEW | 4,206,600 | $26.5B | 1.40% | Put |
| 18 | NQPNUVEEN PENNSYLVANIA QLT MUN | 1,965,337 | $26.2B | 1.38% | |
| 19 | ISDPGIM HIGH YIELD BOND FUND IN | 2,063,512 | $23.9B | 1.26% | |
| 20 | XPHDXPIONEER FLOATING RATE TR | 2,955,011 | $22.6B | 1.19% | |
| 21 | NRKNUVEEN NEW YORK AMT QLT MUNI | 1,766,193 | $22.1B | 1.16% | |
| 22 | —NUVEEN OHIO QLTY MUN INCOME | 1,482,385 | $21.8B | 1.15% | |
| 23 | HYDVANECK VECTORS ETF TR | 414,006 | $21.6B | 1.14% | |
| 24 | JFRNUVEEN FLOATING RATE INCOME | 2,803,197 | $21.2B | 1.11% | |
| 25 | POSTPOST HLDGS INC | 247,390 | $20.5B | 1.08% | Put |
| 26 | —EATON VANCE FLTG RATE INCOM | 1,713,049 | $19.9B | 1.05% | |
| 27 | JGHNUVEEN GLOBAL HIGH INCOME FD | 1,734,745 | $19.4B | 1.02% | |
| 28 | FCTFIRST TR SR FLG RTE INCM FD | 1,895,399 | $18.0B | 0.95% | |
| 29 | EFTEATON VANCE FLTING RATE INC | 1,746,602 | $17.9B | 0.94% | |
| 30 | BGBBLACKSTONE GSO STRATEGIC CR | 1,572,029 | $16.4B | 0.86% | |
| 31 | —NUVEEN MICHIGAN QLT MUN INC | 1,155,438 | $15.5B | 0.82% | |
| 32 | XEADXWELLS FARGO INCOME OPPORTUNI | 2,422,908 | $15.5B | 0.81% | |
| 33 | XEFRXEATON VANCE SR FLTNG RTE TR | 1,541,223 | $15.2B | 0.80% | |
| 34 | HLFHERBALIFE NUTRITION LTD | 501,877 | $14.6B | 0.77% | Put |
| 35 | XBFZXBLACKROCK CALIF MUN INCOME T | 1,152,553 | $14.6B | 0.77% | |
| 36 | RIGTRANSOCEAN LTD | 11,853,511 | $13.7B | 0.72% | Put |
| 37 | MHNBLACKROCK MUNIHLDGS NY QLTY | 1,032,341 | $13.0B | 0.68% | |
| 38 | T7DTRANSDIGM GROUP INC | 39,233 | $12.6B | 0.66% | Put |
| 39 | NEANUVEEN FLTNG RTE INCM OPP FD | 1,680,440 | $12.5B | 0.66% | |
| 40 | MUCBLACKROCK MUNIHLDNGS CALI QL | 929,896 | $12.4B | 0.65% | |
| 41 | EVFEATON VANCE SR INCOME TR | 2,674,715 | $12.3B | 0.65% | |
| 42 | BWGBRANDYWINEGBL GLBAL INM OPRT | 1,166,380 | $12.3B | 0.65% | |
| 43 | DSUBLACKROCK DEBT STRATEGIES FD | 1,421,179 | $12.0B | 0.63% | |
| 44 | GAMGENERAL AMERN INVS INC | 437,323 | $12.0B | 0.63% | |
| 45 | XEMDXWESTERN ASSET EMERGING MKTS | 1,094,757 | $11.5B | 0.61% | |
| 46 | NGLNGL ENERGY PARTNERS LP | 4,399,700 | $11.4B | 0.60% | Put |
| 47 | BLWBLACKROCK LTD DURATION INC T | 883,469 | $11.1B | 0.59% | |
| 48 | BITBLACKROCK MULTI-SECTOR INC T | 823,043 | $9.9B | 0.52% | |
| 49 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,425,001 | $9.9B | 0.52% | |
| 50 | NXJNUVEEN NEW JERSEY QULT MUN F | 729,536 | $9.8B | 0.52% | |
| 51 | —NUVEEN MARYLAND QLT MUN INC | 735,534 | $9.3B | 0.49% | |
| 52 | BGTBLACKROCK FLOATING RATE INCO | 879,611 | $8.6B | 0.45% | |
| 53 | MIYBLACKROCK MUNIYLD MICH QLTY | 629,913 | $8.3B | 0.44% | |
| 54 | CLFCLEVELAND CLIFFS INC | 2,065,800 | $8.2B | 0.43% | Put |
| 55 | KIOKKR INCOME OPPORTUNITIES FD | 729,762 | $7.8B | 0.41% | |
| 56 | —BLACKROCK MUNI N Y INTER DUR | 522,205 | $7.7B | 0.40% | |
| 57 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 574,018 | $7.6B | 0.40% | |
| 58 | MYIBLACKROCK MUNIYIELD QLTY FD | 579,656 | $7.4B | 0.39% | |
| 59 | RGTROYCE GLOBAL VALUE TR INC | 892,940 | $7.2B | 0.38% | |
| 60 | NEANUVEEN SR INCOME FD | 1,621,869 | $7.2B | 0.38% | |
| 61 | RABROOKFIELD REAL ASSETS INCOM | 481,540 | $7.1B | 0.37% | |
| 62 | BRWTEMPLETON GLOBAL INCOME FD | 1,211,436 | $6.5B | 0.34% | |
| 63 | —APOLLO TACTICAL INCOME FD IN | 563,149 | $6.4B | 0.34% | |
| 64 | PHTPIONEER HIGH INCOME TR | 953,353 | $6.1B | 0.32% | |
| 65 | ARLPALLIANCE RES PARTNER L P | 1,930,100 | $6.0B | 0.31% | Put |
| 66 | —NUVEEN GEORGIA QLTY MUN INC | 490,044 | $5.8B | 0.31% | |
| 67 | ACPABERDEEN INCOME CR STRATEGIE | 788,026 | $5.8B | 0.30% | |
| 68 | KBHKB HOME | 318,072 | $5.8B | 0.30% | |
| 69 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,710,545 | $5.7B | 0.30% | |
| 70 | ERCWELLS FARGO MULTI SECTOR INC | 583,943 | $5.6B | 0.30% | |
| 71 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 597,225 | $5.5B | 0.29% | |
| 72 | —NUVEEN SHT DUR CR OPP FD | 503,962 | $5.5B | 0.29% | |
| 73 | —SOURCE CAP INC | 178,066 | $5.5B | 0.29% | |
| 74 | —APOLLO SR FLOATING RATE FD I | 469,002 | $5.4B | 0.29% | |
| 75 | —BLACKROCK NY MUNICIPAL BOND | 373,391 | $5.2B | 0.28% | |
| 76 | —IVY HIGH INCOME OPPORTUNITIE | 503,407 | $5.2B | 0.28% | |
| 77 | XEVMXEATON VANCE CALIF MUN BD FD | 495,173 | $5.2B | 0.27% | |
| 78 | MPABLACKROCK MUNIYIELD PA QLTY | 385,776 | $5.2B | 0.27% | |
| 79 | TLIWESTERN ASSET CORPORATE LN F | 712,073 | $5.1B | 0.27% | |
| 80 | UBERUBER TECHNOLOGIES INC | 163,927 | $4.6B | 0.24% | Put |
| 81 | —THL CR SR LN FD | 395,890 | $4.6B | 0.24% | |
| 82 | RRDEURDONNELLEY R R & SONS CO | 4,723,003 | $4.5B | 0.24% | |
| 83 | ARDCARES DYNAMIC CR ALLOCATION F | 413,376 | $4.5B | 0.23% | |
| 84 | BGXBLACKSTONE GSO LNG SHRT CR I | 415,068 | $4.4B | 0.23% | |
| 85 | —CNX MIDSTREAM PARTNERS LP | 481,200 | $3.9B | 0.20% | Put |
| 86 | DHYCREDIT SUISSE HIGH YLD BND F | 1,998,202 | $3.7B | 0.19% | |
| 87 | DHFBNY MELLON HIGH YIELD STRATE | 1,455,172 | $3.3B | 0.17% | |
| 88 | XVMMXDELAWARE INVTS MINN MUN INCO | 256,946 | $3.2B | 0.17% | |
| 89 | LBEURL BRANDS INC | 262,032 | $3.0B | 0.16% | Put |
| 90 | —DIVIDEND & INCOME FUND | 343,204 | $3.0B | 0.16% | |
| 91 | VLTINVESCO HIGH INCOME TR II | 260,825 | $2.8B | 0.15% | |
| 92 | —YUNHONG INTL | 275,000 | $2.7B | 0.14% | |
| 93 | BZHBEAZER HOMES USA INC | 360,420 | $2.3B | 0.12% | |
| 94 | MMTMFS MULTIMARKET INCOME TR | 457,692 | $2.3B | 0.12% | |
| 95 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $2.3B | 0.12% | |
| 96 | —EATON VANCE NY MUNI INCOME T | 172,586 | $2.1B | 0.11% | |
| 97 | —DIAMONDPEAK HLDGS COR | 201,175 | $2.1B | 0.11% | |
| 98 | BGHBARINGS GLOBAL SHORT DURATIO | 183,967 | $2.0B | 0.11% | |
| 99 | —DFP HEALTHCARE ACQUISITNS CO | 207,458 | $2.0B | 0.11% | |
| 100 | —BLACKROCK NY MUNI INC QLTY T | 154,503 | $1.9B | 0.10% |
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