Saba Capital Management, L.P. Q2 2021 Filing

Filed August 16, 2021

Portfolio Value

$3.5B

Holdings

433

Report Date

Q2 2021

Filing Type

13F-HR

All Holdings (433 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	2,600,000	$228.9M	6.56%	Put
2	BRWTEMPLETON GLOBAL INCOME FD	25,524,710	$142.9M	4.09%
3	BRWSABA CAPITAL INCOME & OPRNT	26,099,996	$122.9M	3.52%
4	—INVESCO DYNAMIC CR OPPORTUNI	10,133,425	$120.2M	3.44%
5	POSTPOST HLDGS INC	1,050,632	$114.0M	3.26%	Put
6	T7DTRANSDIGM GROUP INC	173,100	$112.0M	3.21%	Put
7	UBERUBER TECHNOLOGIES INC	1,882,100	$94.3M	2.70%	Put
8	EFTEATON VANCE FLTING RATE INC	6,218,811	$89.5M	2.56%
9	OPTUALTICE USA INC	2,368,260	$80.9M	2.32%	Put
10	VVRINVESCO SR INCOME TR	14,173,480	$63.2M	1.81%
11	EVFEATON VANCE SR INCOME TR	8,043,774	$54.7M	1.57%
12	—MODEL PERFORMANCE ACQU CORP	150,000	$53.0M	1.52%
13	XEFRXEATON VANCE SR FLTNG RTE TR	3,498,624	$49.5M	1.42%
14	TEVATEVA PHARMACEUTICAL INDS LTD	4,389,500	$43.5M	1.24%	Put
15	—REINVENT TECHNOLOGY PARTNERS	3,881,414	$38.3M	1.10%
16	—SOURCE CAP INC	814,742	$37.1M	1.06%
17	NEANUVEEN FLOATING RATE INCOME	3,347,127	$32.7M	0.94%
18	XHIEXMILLER HOWARD HIGH INC EQTY	2,892,877	$30.3M	0.87%
19	FFORD MTR CO DEL	2,000,000	$29.7M	0.85%	Put
20	GHYPGIM GLOBAL HIGH YIELD FD FO	1,862,082	$29.7M	0.85%
21	FVAVFORTRESS VALUE ACQUISI CORP	3,006,844	$29.5M	0.84%
22	—ISTAR INC	1,367,200	$28.3M	0.81%	Put
23	JFRNUVEEN FLOATING RATE INCOME	2,732,232	$27.4M	0.78%
24	BGBBLACKSTONE STRATEGIC CREDIT	1,890,984	$26.3M	0.75%
25	—GORES GUGGENHEIM INC	2,399,090	$23.4M	0.67%
26	DALDELTA AIR LINES INC DEL	532,400	$23.0M	0.66%	Put
27	—APOLLO TACTICAL INCOME FD IN	1,467,780	$23.0M	0.66%
28	CCLCARNIVAL CORP	721,500	$19.0M	0.54%	Put
29	GAMGENERAL AMERN INVS CO INC	432,208	$18.8M	0.54%
30	JGHNUVEEN GLOBAL HIGH INCOME FD	1,147,416	$18.6M	0.53%
31	—COLONNADE ACQUISITION CORP I	1,889,698	$18.5M	0.53%
32	—SVF INVESTMENT CORP 3	1,789,192	$17.8M	0.51%
33	CPZCALAMOS LNG SHR EQT DYNAMIC	815,622	$17.0M	0.49%
34	—GIGINTERNATIONAL1 INC	1,663,285	$16.7M	0.48%
35	—HUDSON EXECUTIVE INVES III	1,691,335	$16.5M	0.47%
36	XVMMXDELAWARE INVTS MINN MUN INCO	1,149,092	$16.2M	0.47%
37	GOFGUGGENHEIM ENHANCED EQT INCM	1,869,602	$16.1M	0.46%
38	—KINS TECHNOLOGY GROUP INC	1,614,641	$15.9M	0.46%
39	—NUVEEN SHORT DURATION CR OPP	1,050,513	$15.7M	0.45%
40	NFJVIRTUS DIVIDEND INTEREST & P	1,032,045	$15.6M	0.45%
41	—NUVEEN DIVERSIFIED DIVID & I	1,446,201	$15.0M	0.43%
42	—NUVEEN OHIO QLTY MUN INCOME	918,499	$15.0M	0.43%
43	—DELAWARE ENHANCED GLOBAL DIV	1,399,184	$15.0M	0.43%
44	CCIXCHURCHILL CAPITAL CORP VII	1,491,155	$14.5M	0.42%
45	NRKNUVEEN NEW YORK AMT QLT MUNI	1,013,241	$14.4M	0.41%
46	NQPNUVEEN PENNSYLVANIA QLT MUN	933,939	$14.1M	0.40%
47	—JOFF FINTECH ACQUISITION COR	1,459,656	$14.1M	0.40%
48	—APOLLO SR FLOATING RATE FD I	871,147	$13.7M	0.39%
49	—FTAC HERA ACQUISITION CORP	1,399,611	$13.6M	0.39%
50	—GX ACQUISITION CORP II	1,403,785	$13.6M	0.39%
51	—VECTOR ACQUISITION CORP II	1,350,000	$13.4M	0.38%
52	—CITIC CAPITAL ACQUISITION CO	1,343,039	$13.3M	0.38%
53	MSDMORGAN STANLEY EMKT DBT FD I	1,411,970	$13.2M	0.38%
54	IPODDUNE ACQUISITION CORP	1,334,872	$13.1M	0.37%
55	—FORUM MERGER IV CORP	1,335,417	$13.1M	0.37%
56	—GORES HOLDINGS VII INC	1,303,843	$12.9M	0.37%
57	MDAIROSECLIFF ACQUISITION CORP I	1,276,201	$12.4M	0.35%
58	—ALKURI GLOBAL ACQUISITION CO	1,225,414	$12.1M	0.35%
59	USX1UNITED STATES STL CORP NEW	505,300	$12.1M	0.35%	Put
60	—TAILWIND INTERNATNAL ACQ COR	1,252,672	$12.1M	0.35%
61	—E MERGE TECHNOLOGY ACQUISITI	1,178,290	$11.5M	0.33%
62	—KKR ACQUISITION HOLDING I CO	1,150,182	$11.3M	0.32%
63	MBVIM3 BRIGADE ACQUISITION II CO	1,146,470	$11.1M	0.32%
64	NCZVIRTUS ALLIANZGI CONVERTIBLE	2,072,639	$11.1M	0.32%
65	1ZRATLANTIC COASTAL ACQUISTN CO	1,123,900	$10.9M	0.31%
66	BWGBRANDYWINEGBL GBL INCM OPP F	850,146	$10.7M	0.31%
67	—PINE TECHNOLOGY ACQUISITN CO	1,095,318	$10.6M	0.30%
68	RRDEURDONNELLEY R R & SONS CO	1,677,558	$10.5M	0.30%
69	—MASON INDUSTRIAL TECHNOLGY I	1,056,680	$10.2M	0.29%
70	—DELWINDS INS ACQUISITION COR	1,042,429	$10.2M	0.29%
71	—CONSTELLATION ACQUISITN CORP	1,032,721	$10.1M	0.29%
72	—FINTECH ACQUISITION CORP VI	999,226	$10.1M	0.29%
73	—IVY HIGH INCOME OPPORTUNITIE	701,902	$9.9M	0.28%
74	—FLAME ACQUISITION CORP	1,007,367	$9.7M	0.28%
75	—STRATIM CLOUD ACQUISITION CO	1,000,000	$9.7M	0.28%
76	—ATLANTIC AVE ACQUISITION COR	988,727	$9.6M	0.27%
77	—ANZU SPECIAL ACQUISITIN CORP	950,000	$9.2M	0.26%
78	—NORTHERN LIGHTS ACQUISITN CO	900,000	$9.2M	0.26%
79	—FAST ACQUISITION CORP II	931,352	$9.1M	0.26%
80	XIGDXVOYA GLBL EQTY DIV & PREM OP	1,522,328	$9.1M	0.26%
81	—MARLIN TECHNOLOGY CORP	930,683	$9.0M	0.26%
82	—EPIPHANY TECHNOLOGY ACQUISIT	902,783	$8.8M	0.25%
83	—AF ACQUISITION CORP	900,000	$8.8M	0.25%
84	—WARRIOR TECHNOLOGIES ACQUI C	895,274	$8.7M	0.25%
85	—RECHARGE ACQUISITION CORP	883,087	$8.7M	0.25%
86	—KERNEL GROUP HOLDINGS INC	882,055	$8.6M	0.25%
87	—MORINGA ACQUISITION CORP	883,099	$8.5M	0.24%
88	—FUSION ACQUISITION CORP II	878,038	$8.5M	0.24%
89	NXJNUVEEN NEW JERSEY QULT MUN F	538,209	$8.4M	0.24%
90	CPTKWCROWN PROPTECH ACQUISITIONS	862,840	$8.3M	0.24%
91	—BYTE ACQUISITION CORP	857,565	$8.3M	0.24%
92	—ATHENA TECHNOLOGY ACQUISI CO	850,000	$8.2M	0.24%
93	—VICKERS VANTAGE CORP I	823,919	$8.2M	0.23%
94	—APOLLO STRATEGIC GRWT CPTL I	829,115	$8.1M	0.23%
95	—SILVER CREST ACQUISITION COR	833,877	$8.0M	0.23%
96	—CF ACQUISITION CORP VIII	809,263	$8.0M	0.23%
97	CCIFVERTICAL CAP INCOME FD	732,243	$7.9M	0.23%
98	—HPX CORP	802,353	$7.9M	0.23%
99	—SVF INVESTMENT CORP 2	784,543	$7.8M	0.22%
100	—ACON S2 ACQUISITION CORP	785,081	$7.8M	0.22%

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