Saba Capital Management, L.P. Q2 2020 Filing
Filed August 14, 2020
Portfolio Value
$2.3T
Holdings
108
Report Date
Q2 2020
Filing Type
13F-HR
All Holdings (108 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 4,396,500 | $358.8B | 15.69% | Put |
| 2 | —VOYA PRIME RATE TR | 36,320,674 | $147.8B | 6.46% | |
| 3 | CHTRCHARTER COMMUNICATIONS INC N | 213,500 | $108.9B | 4.76% | Put |
| 4 | USX1UNITED STATES STL CORP NEW | 12,547,482 | $90.6B | 3.96% | Put |
| 5 | EHIWESTERN ASSET GLOBAL HIGH IN | 8,956,102 | $82.8B | 3.62% | |
| 6 | AALAMERICAN AIRLS GROUP INC | 5,889,000 | $77.0B | 3.37% | Put |
| 7 | XEVVXEATON VANCE LTD DURATION INC | 5,850,821 | $65.9B | 2.88% | |
| 8 | HIOWESTERN ASSET HIGH INCM OPP | 12,912,550 | $59.7B | 2.61% | |
| 9 | XPHDXPIONEER FLOATING RATE TR | 6,124,520 | $58.2B | 2.55% | |
| 10 | —INVESCO DYNAMIC CR OPPORTUNI | 6,241,127 | $55.5B | 2.43% | |
| 11 | VVRINVESCO SR INCOME TR | 14,950,575 | $51.7B | 2.26% | |
| 12 | NHSNEUBERGER BERMAN HIGH YIELD | 4,874,870 | $50.5B | 2.21% | |
| 13 | UALUNITED AIRLS HLDGS INC | 1,353,600 | $46.8B | 2.05% | Put |
| 14 | HIXWESTERN ASSET HIGH INCM FD I | 7,528,629 | $46.7B | 2.04% | |
| 15 | EFTEATON VANCE FLTING RATE INC | 3,819,821 | $43.5B | 1.90% | |
| 16 | GHYPGIM GLOBAL HIGH YIELD FD FO | 3,289,649 | $41.8B | 1.83% | |
| 17 | JFRNUVEEN FLOATING RATE INCOME | 5,237,500 | $41.4B | 1.81% | |
| 18 | YPFYPF SOCIEDAD ANONIMA | 7,017,629 | $40.4B | 1.76% | Put |
| 19 | XFRAXBLACKROCK FLOATING RATE INCO | 3,114,492 | $34.8B | 1.52% | |
| 20 | EVFEATON VANCE SR INCOME TR | 6,009,697 | $32.0B | 1.40% | |
| 21 | JGHNUVEEN GLOBAL HIGH INCOME FD | 2,305,481 | $30.5B | 1.34% | |
| 22 | XJQCXNUVEEN CR STRATEGIES INCOME | 4,681,661 | $27.3B | 1.20% | |
| 23 | ISDPGIM HIGH YIELD BOND FUND IN | 2,019,301 | $26.7B | 1.17% | |
| 24 | BRWTEMPLETON GLOBAL INCOME FD | 4,965,654 | $26.7B | 1.17% | |
| 25 | XEFRXEATON VANCE SR FLTNG RTE TR | 2,274,266 | $25.7B | 1.13% | |
| 26 | CNXCNX RESOURCES CORPORATION | 2,920,569 | $25.3B | 1.10% | Put |
| 27 | FDDFIRST TR HIGH INCOME L/S FD | 1,875,069 | $24.9B | 1.09% | |
| 28 | —EATON VANCE FLTG RATE INCOM | 1,714,749 | $23.7B | 1.04% | |
| 29 | NQPNUVEEN PENNSYLVANIA QLT MUN | 1,644,310 | $22.3B | 0.98% | |
| 30 | FCTFIRST TR SR FLG RTE INCM FD | 2,018,958 | $22.0B | 0.96% | |
| 31 | NEANUVEEN FLTNG RTE INCM OPP FD | 2,781,281 | $21.8B | 0.95% | |
| 32 | BWGBRANDYWINEGBL GLBAL INM OPRT | 1,872,468 | $21.6B | 0.94% | |
| 33 | HLFHERBALIFE NUTRITION LTD | 468,900 | $21.1B | 0.92% | Put |
| 34 | —NUVEEN OHIO QLTY MUN INCOME | 1,353,173 | $20.3B | 0.89% | |
| 35 | RGTROYCE GLOBAL VALUE TR INC | 1,443,110 | $16.7B | 0.73% | |
| 36 | T7DTRANSDIGM GROUP INC | 36,143 | $16.0B | 0.70% | Put |
| 37 | XEMDXWESTERN ASSET EMERGING MKTS | 1,256,511 | $15.5B | 0.68% | |
| 38 | —NUVEEN MICH QUALITY MUN INCO | 1,067,537 | $14.6B | 0.64% | |
| 39 | BGBBLACKSTONE GSO STRATEGIC CR | 1,257,307 | $14.4B | 0.63% | |
| 40 | NEANUVEEN SR INCOME FD | 2,997,161 | $14.1B | 0.62% | |
| 41 | GAMGENERAL AMERN INVS INC | 437,323 | $13.9B | 0.61% | |
| 42 | NRKNUVEEN NEW YORK AMT QLT MUNI | 1,010,529 | $13.0B | 0.57% | |
| 43 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,649,549 | $12.8B | 0.56% | |
| 44 | MSDMORGAN STANLEY EMER MKTS DEB | 1,456,059 | $12.4B | 0.54% | |
| 45 | BGTBLACKROCK FLOATING RATE INCO | 1,099,583 | $12.1B | 0.53% | |
| 46 | —APOLLO TACTICAL INCOME FD IN | 960,265 | $11.9B | 0.52% | |
| 47 | —APOLLO SR FLOATING RATE FD I | 929,260 | $11.6B | 0.51% | |
| 48 | RIGTRANSOCEAN LTD | 6,282,476 | $11.5B | 0.50% | Put |
| 49 | CLFCLEVELAND CLIFFS INC | 2,011,678 | $11.1B | 0.49% | Put |
| 50 | —NUVEEN SHT DUR CR OPP FD | 928,906 | $11.0B | 0.48% | |
| 51 | XBFZXBLACKROCK CALIF MUN INCOME T | 768,042 | $10.1B | 0.44% | |
| 52 | —FIRST EAGLE SENIOR LOAN FUND | 701,149 | $8.6B | 0.38% | |
| 53 | RRDEURDONNELLEY R R & SONS CO | 6,913,391 | $8.2B | 0.36% | |
| 54 | TLIWESTERN ASSET CORPORATE LN F | 945,028 | $8.1B | 0.35% | |
| 55 | POSTPOST HLDGS INC | 91,645 | $8.0B | 0.35% | Put |
| 56 | NXJNUVEEN NEW JERSEY QULT MUN F | 594,776 | $7.9B | 0.34% | |
| 57 | MHNBLACKROCK MUNIHLDGS NY QLTY | 574,945 | $7.6B | 0.33% | |
| 58 | —BLACKROCK NY MUNICIPAL BOND | 484,356 | $7.6B | 0.33% | |
| 59 | —NUVEEN MARYLAND QLT MUN INC | 580,740 | $7.5B | 0.33% | |
| 60 | XEADXWELLS FARGO INCOME OPPORTUNI | 999,659 | $7.0B | 0.31% | |
| 61 | XWIAXWESTERN ASST INFLTN LKD INM | 584,024 | $6.9B | 0.30% | |
| 62 | MIYBLACKROCK MUNIYLD MICH QLTY | 441,096 | $6.0B | 0.26% | |
| 63 | —SOURCE CAP INC | 178,066 | $5.9B | 0.26% | |
| 64 | CCIFVERTICAL CAP INCOME FD | 594,684 | $5.8B | 0.25% | |
| 65 | DSUBLACKROCK DEBT STRATEGIES FD | 606,299 | $5.7B | 0.25% | |
| 66 | RVTROYCE VALUE TR INC | 444,979 | $5.6B | 0.24% | |
| 67 | —NUVEEN GEORGIA QLTY MUN INC | 442,745 | $5.4B | 0.24% | |
| 68 | MUCBLACKROCK MUNIHLDNGS CALI QL | 371,829 | $5.3B | 0.23% | |
| 69 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,710,545 | $5.1B | 0.23% | |
| 70 | ARDCARES DYNAMIC CR ALLOCATION F | 413,085 | $4.9B | 0.22% | |
| 71 | —IVY HIGH INCOME OPPORTUNITIE | 383,086 | $4.3B | 0.19% | |
| 72 | NGLNGL ENERGY PARTNERS LP | 1,088,700 | $4.2B | 0.19% | Put |
| 73 | UBERUBER TECHNOLOGIES INC | 128,200 | $4.0B | 0.17% | Put |
| 74 | MPABLACKROCK MUNIYIELD PA QLTY | 266,010 | $3.6B | 0.16% | |
| 75 | —DIVIDEND & INCOME FD INC | 338,019 | $3.4B | 0.15% | |
| 76 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 228,522 | $3.1B | 0.13% | |
| 77 | —LIVE OAK ACQUISITION CORP | 300,000 | $3.0B | 0.13% | |
| 78 | —YUNHONG INTL | 295,998 | $3.0B | 0.13% | |
| 79 | BLWBLACKROCK LTD DURATION INC T | 182,131 | $2.5B | 0.11% | |
| 80 | —ALLIANZGI DIVIDEND INT & PRM | 223,408 | $2.5B | 0.11% | |
| 81 | XAWFXALLIANCEBERNSTEIN GLOBAL HIG | 241,579 | $2.4B | 0.11% | |
| 82 | XEVMXEATON VANCE CALIF MUN BD FD | 214,044 | $2.4B | 0.10% | |
| 83 | —DIAMONDPEAK HLDGS COR | 201,175 | $2.1B | 0.09% | |
| 84 | BZHBEAZER HOMES USA INC | 203,276 | $2.0B | 0.09% | |
| 85 | XVMMXDELAWARE INVTS MINN MUN INCO | 144,654 | $1.8B | 0.08% | |
| 86 | —NEUBERGER BRMAN NY MUNI FD I | 141,804 | $1.6B | 0.07% | |
| 87 | —EATON VANCE NEW YORK MUN INC | 129,392 | $1.6B | 0.07% | |
| 88 | SABRSABRE CORP | 191,854 | $1.5B | 0.07% | |
| 89 | VLTINVESCO HIGH INCOME TR II | 124,451 | $1.5B | 0.07% | |
| 90 | —ABERDEEN ASIA-PACIFIC INCOME | 347,623 | $1.3B | 0.06% | |
| 91 | AMKRAMKOR TECHNOLOGY INC | 105,000 | $1.3B | 0.06% | |
| 92 | —DFP HEALTHCARE ACQUISITNS CO | 107,458 | $1.1B | 0.05% | |
| 93 | —FOLEY TRASIMENE ACQUISTN COR | 100,000 | $1.1B | 0.05% | |
| 94 | DHFBNY MELLON HIGH YIELD STRATE | 407,367 | $1.0B | 0.05% | |
| 95 | —GIGCAPITAL3 INC | 100,000 | $1.0B | 0.04% | |
| 96 | —BLACKROCK NY MUNI INC QLTY T | 73,820 | $974.0M | 0.04% | |
| 97 | —NEUBERGER BRMAN CLIFRN MUNI | 58,723 | $755.0M | 0.03% | |
| 98 | —STANDARD DIVERSIFIED INC | 47,569 | $614.0M | 0.03% | |
| 99 | —FORTRESS VALUE ACQUISITION C | 50,000 | $515.0M | 0.02% | |
| 100 | —SUSTAINABLE OPPORTNTS ACQ CO | 50,000 | $505.0M | 0.02% |
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