Saba Capital Management, L.P. Q1 2021 Filing

Filed May 17, 2021

Portfolio Value

$3.1T

Holdings

427

Report Date

Q1 2021

Filing Type

13F-HR

All Holdings (427 positions)

#StockSharesValue% PortfolioType
1
HYGISHARES TR
3,357,500$292.7B9.38%Put
2
UBERUBER TECHNOLOGIES INC
3,238,600$176.5B5.65%Put
3
BRWTEMPLETON GLOBAL INCOME FD
24,565,016$130.4B4.18%
4
VOYA PRIME RATE TR
27,457,299$127.4B4.08%
5
INVESCO DYNAMIC CR OPPORTUNI
10,133,404$115.2B3.69%
6
EFTEATON VANCE FLTING RATE INC
6,218,811$87.7B2.81%
7
USX1UNITED STATES STL CORP NEW
2,856,600$74.8B2.39%Put
8
JFRNUVEEN FLOATING RATE INCOME
6,685,445$64.6B2.07%
9
VVRINVESCO SR INCOME TR
14,582,989$61.2B1.96%
10
EVFEATON VANCE SR INCOME TR
8,043,774$53.3B1.71%
11
XEFRXEATON VANCE SR FLTNG RTE TR
3,498,624$48.2B1.55%
12
NEANUVEEN FLTNG RTE INCM OPP FD
4,493,406$42.9B1.37%
13
AALAMERICAN AIRLS GROUP INC
1,633,000$39.0B1.25%Put
14
GHYPGIM GLOBAL HIGH YIELD FD FO
2,578,442$38.5B1.23%
15
REINVENT TECHNOLOGY PARTNERS
3,830,559$38.5B1.23%
16
SOURCE CAP INC
815,029$35.7B1.14%
17
T7DTRANSDIGM GROUP INC
55,100$32.4B1.04%Put
18
JGHNUVEEN GLOBAL HIGH INCOME FD
2,087,744$32.3B1.03%
19
BGBBLACKSTONE STRATEGIC CREDIT
2,295,022$30.6B0.98%
20
XIGDXVOYA GLBL EQTY DIV & PREM OP
5,338,065$30.4B0.97%
21
FORTRESS VALUE ACQUISI CORP
2,508,499$24.8B0.80%
22
FFORD MTR CO DEL
2,000,000$24.5B0.78%Put
23
XHIEXMILLER HOWARD HIGH INC EQTY
2,547,286$24.5B0.78%
24
APOLLO TACTICAL INCOME FD IN
1,467,780$21.8B0.70%
25
EATON VANCE FLTG RATE INCOM
1,338,141$21.8B0.70%
26
CPZCALAMOS LNG SHR EQT DYNAMIC
1,068,541$21.5B0.69%
27
NFJVIRTUS DIVIDEND INTEREST & P
1,541,766$21.2B0.68%
28
APOLLO SR FLOATING RATE FD I
1,392,152$20.7B0.66%
29
FDDFIRST TR HIGH INCOME L/S FD
1,355,273$20.5B0.66%
30
XEVVXEATON VANCE LTD DURATION INC
1,523,339$19.2B0.62%
31
GORES GUGGENHEIM INC
1,848,100$18.4B0.59%
32
SVF INVESTMENT CORP 3
1,799,192$18.2B0.58%
33
GAMGENERAL AMERN INVS CO INC
437,323$17.4B0.56%
34
NUVEEN SHT DUR CR OPP FD
1,211,203$17.1B0.55%
35
NRKNUVEEN NEW YORK AMT QLT MUNI
1,228,821$16.8B0.54%
36
NQPNUVEEN PENNSYLVANIA QLT MUN
1,163,386$16.7B0.54%
37
COLONNADE ACQUISITION CORP I
1,695,200$16.7B0.53%
38
GEGGEO GROUP INC NEW
2,145,100$16.6B0.53%Put
39
HUDSON EXECUTIVE INVES III
1,600,047$15.9B0.51%
40
NUVEEN OHIO QLTY MUN INCOME
998,923$15.6B0.50%
41
FIRST EAGLE SENIOR LOAN FUND
1,046,615$15.0B0.48%
42
NUVEEN DIVERSIFIED DIVID & I
1,558,668$14.8B0.47%
43
XVMMXDELAWARE INVTS MINN MUN INCO
1,111,740$14.7B0.47%
44
ISTAR INC
802,500$14.3B0.46%Put
45
BWGBRANDYWINEGBL GBL INCM OPP F
1,161,238$14.0B0.45%
46
NEANUVEEN SR INCOME FD
2,467,355$13.8B0.44%
47
DELAWARE ENHANCED GBL DIV &
1,399,184$13.7B0.44%
48
IGAVOYA GLBL ADV & PREM OPP FD
1,414,152$13.5B0.43%
49
VECTOR ACQUISITION CORP II
1,350,000$13.4B0.43%
50
RRDEURDONNELLEY R R & SONS CO
3,271,876$13.3B0.43%
51
XFRAXBLACKROCK FLOATING RATE INCO
1,017,996$13.2B0.42%
52
FORUM MERGER IV CORP
1,335,420$13.2B0.42%
53
BGTBLACKROCK FLOATING RATE INCO
1,047,526$13.1B0.42%
54
FTAC HERA ACQUISITION CORP
1,309,812$13.1B0.42%
55
GORES HOLDINGS VII INC
1,302,748$13.0B0.42%
56
GX ACQUISITION CORP II
1,300,000$12.9B0.41%
57
NCZVIRTUS ALLIANZGI CONVERTIBLE
2,555,079$12.7B0.41%
58
MSDMORGAN STANLEY EMER MKTS DEB
1,350,805$12.1B0.39%
59
KKR ACQUISITION HOLDING I CO
1,150,182$11.5B0.37%
60
CCIXCHURCHILL CAPITAL CORP VII
1,148,828$11.5B0.37%
61
MBVIM3 BRIGADE ACQUISITION II CO
1,138,685$11.3B0.36%
62
IPODDUNE ACQUISITION CORP
1,145,246$11.2B0.36%
63
IDEVOYA INFRASTRUCTURE INDLS &
889,861$11.0B0.35%
64
GOFGUGGENHEIM ENHANCED EQUITY I
1,482,610$10.7B0.34%
65
ALKURI GLOBAL ACQUISITION CO
1,054,399$10.4B0.33%
66
MASON INDUSTRIAL TECHNOLGY I
1,056,276$10.3B0.33%
67
KINS TECHNOLOGY GROUP INC
1,043,854$10.2B0.33%
68
STRATIM CLOUD ACQUISITION CO
1,000,000$10.0B0.32%
69
TAILWIND INTERNATNAL ACQ COR
1,002,071$9.9B0.32%
70
AF ACQUISITION CORP
1,000,000$9.9B0.32%
71
MDAIROSECLIFF ACQUISITION CORP I
991,285$9.7B0.31%
72
JOFF FINTECH ACQUISITION COR
966,517$9.5B0.30%
73
FAST ACQUISITION CORP II
931,352$9.3B0.30%
74
CONSTELLATION ACQUISITN CORP
937,394$9.0B0.29%
75
NXJNUVEEN NEW JERSEY QULT MUN F
594,776$8.6B0.28%
76
ATHENA TECHNOLOGY ACQUISI CO
850,000$8.4B0.27%
77
CCIFVERTICAL CAP INCOME FD
804,074$8.3B0.27%
78
APOLLO STRATEGIC GRWT CPTL I
829,115$8.3B0.27%
79
SVF INVESTMENT CORP 2
806,648$8.1B0.26%
80
CF ACQUISITION CORP VIII
810,161$8.0B0.26%
81
TAILWIND TWO ACQUISITION COR
796,947$7.9B0.25%
82
MORINGA ACQUISITION CORP
755,726$7.5B0.24%
83
ROSS ACQUISITION CORP II
750,000$7.5B0.24%
84
QUANTUM FINTECH ACQUISTIN CO
770,059$7.4B0.24%
85
G SQUARED ASCEND I INC
746,947$7.3B0.23%
86
LEGATO MERGER CORP
752,272$7.3B0.23%
87
KERNEL GROUP HOLDINGS INC
747,102$7.2B0.23%
88
ISDPGIM HIGH YIELD BOND FUND IN
457,501$7.2B0.23%
89
LONGVIEW ACQUISITION CORP II
697,400$7.0B0.22%
90
XXHYBXXNEW AMER HIGH INCOME FD INC
771,954$7.0B0.22%
91
LAZARD GROWTH ACQUISITION CO
697,637$7.0B0.22%
92
GAMING & HOSPITALITY ACQU CO
699,802$6.8B0.22%
93
VICKERS VANTAGE CORP I
684,180$6.8B0.22%
94
ARES ACQUISITION CORPORATION
668,553$6.7B0.21%
95
THIMBLE POINT ACQUISITION CO
665,095$6.4B0.20%
96
EATON VANCE NEW YORK MUN INC
431,459$6.2B0.20%
97
VOYA NAT RES EQUITY INCOME F
1,878,126$6.2B0.20%
98
GROWTH CAP ACQUISITION CORP
636,408$6.2B0.20%
99
FUSION ACQUISITION CORP II
613,147$6.1B0.20%
100
LMF ACQUISITION OPPORTUNIT I
615,258$6.0B0.19%
Page 1 of 5Next