Saba Capital Management, L.P. Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$6.0B

Holdings

380

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (380 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	6,377,200	$1.3B	21.51%	Call
2	ECATBLACKROCK ESG CAP ALLC TERM	28,552,727	$500.8M	8.33%
3	BTXBLACKROCK INNOVATION AND GRW	52,103,294	$376.7M	6.26%
4	BMEZBLACKROCK HEALTH SCIENCES TE	20,538,431	$315.5M	5.25%
5	BCATBLACKROCK CAP ALLOCATION TER	16,333,600	$268.0M	4.46%
6	ADXADAMS DIVERSIFIED EQUITY FD	9,755,746	$209.7M	3.49%
7	PDXPIMCO DYNAMIC INCOME STRATEG	6,860,448	$152.9M	2.54%
8	BSTZBLACKROCK SCIENCE & TECHNOLO	7,179,664	$142.9M	2.38%
9	NACNUVEEN CA QUALTY MUN INCOME	7,728,373	$89.1M	1.48%
10	XGDVXGABELLI DIVID & INCOME TR	3,740,782	$85.0M	1.41%
11	MEGIMAINSTAY CBRE GBL INFRA MEG	5,730,279	$73.4M	1.22%
12	NXJNUVEEN NEW JERSEY QULT MUN F	5,979,598	$73.0M	1.21%
13	NBXGNEUBERGER BERMAN NEXT GENERA	5,630,462	$72.7M	1.21%
14	AALAMERICAN AIRLS GROUP INC	5,985,183	$67.8M	1.13%	Put
15	VMOINVESCO MUN OPPORTUNITY TR	6,705,199	$67.6M	1.12%
16	NFJVIRTUS DIVIDEND INTEREST & P	5,376,449	$66.0M	1.10%
17	PEOADAM NAT RES FD INC	2,698,567	$63.7M	1.06%
18	NQPNUVEEN PENNSYLVANIA QLT MUN	5,170,599	$63.1M	1.05%
19	XBFZXBLACKROCK CALIF MUN INCOME T	5,239,568	$62.7M	1.04%
20	JWNUSDNORDSTROM INC	2,781,622	$59.0M	0.98%	Put
21	NMAINUVEEN MULTI ASSET INCOME FU	4,748,806	$58.6M	0.98%
22	HQHABRDN HEALTHCARE INVESTORS	3,308,373	$57.8M	0.96%
23	ASAASA GOLD AND PRECIOUS MTLS L	3,253,837	$57.1M	0.95%
24	ASGIABRDN GLOBAL INFRA INCOME FU	2,916,405	$53.4M	0.89%
25	HQLABRDN LIFE SCIENCES INVESTOR	3,429,991	$48.6M	0.81%
26	NPCTNUVEEN CORE PLUS IMPACT FUND	3,423,331	$37.2M	0.62%
27	AFBALLIANCEBERNSTEIN NATL MUN I	3,149,020	$35.0M	0.58%
28	XNEAXNUVEEN AMT FREE QLTY MUN INC	2,994,982	$34.3M	0.57%
29	NADNUVEEN QUALITY MUNCP INCOME	2,850,371	$33.5M	0.56%
30	VKQINVESCO MUNICIPAL TRUST	3,198,283	$31.9M	0.53%
31	JRINUVEEN REAL ASSET INCOME & G	2,603,916	$31.7M	0.53%
32	MHIPIONEER MUNICIPAL HIGH INCOM	3,453,223	$31.6M	0.52%
33	VPVINVESCO PA VALUE MUN INC TR	2,883,105	$31.3M	0.52%
34	VTNINVESCO TR INVT GRADE NEW YO	2,757,658	$31.0M	0.52%
35	VGMINVESCO TR INVT GRADE MUNS	3,008,412	$30.9M	0.51%
36	XENWXEATON VANCE NEW YORK MUN BD	3,066,889	$30.2M	0.50%
37	XEVMXEATON VANCE CALIF MUN BD FD	3,114,325	$29.6M	0.49%
38	NPFDNUVEEN VRIABL RAT PFD & INM	1,564,064	$28.7M	0.48%
39	BCXBLACKROCK RES & COMMODITIES	3,112,272	$28.6M	0.48%
40	MPABLACKROCK MUNIYIELD PA QLTY	2,218,894	$28.3M	0.47%
41	MUCBLACKROCK MUNIHLDNGS CALI QL	2,477,589	$27.5M	0.46%
42	SABASABA CAPITAL INCOME & OPPORT	3,454,857	$26.9M	0.45%
43	NMLNEUBERGER BERMAN ENERGY INFR	3,184,929	$25.5M	0.42%
44	GAMGENERAL AMERN INVS CO INC	510,885	$25.4M	0.42%
45	XAODXABRDN TOTAL DYNAMIC DIVIDEND	2,959,043	$24.9M	0.41%
46	LEOBNY MELLON STRATEGIC MUNS IN	4,053,860	$24.8M	0.41%
47	NBHNEUBERGER BERMAN MUN FD INC	2,301,661	$24.6M	0.41%
48	DSMBNY MELLON STRATEGIC MUN BD	4,065,601	$24.1M	0.40%
49	BNYBLACKROCK N Y MUN INCOME TRU	2,195,499	$23.5M	0.39%
50	XPMAXPIONEER MUNICIPAL HIGH INCOM	2,842,868	$23.3M	0.39%
51	MYNBLACKROCK MUNIYIELD N Y QUAL	2,201,685	$23.1M	0.38%
52	MHNBLACKROCK MUNIHLDGS NY QLTY	2,123,903	$22.9M	0.38%
53	KTFDWS MUN INCOME TR NEW	2,363,812	$22.4M	0.37%
54	NTGTORTOISE MIDSTRM ENERGY FD I	511,042	$21.9M	0.36%
55	VCVINVESCO CALIF VALUE MUN INCO	2,106,169	$21.9M	0.36%
56	XBOEXBLACKROCK ENHANCED GLOBAL DI	1,996,379	$21.2M	0.35%
57	XLGIXLAZARD GLOBAL TOTAL RETURN &	1,264,976	$21.1M	0.35%
58	USX1UNITED STATES STL CORP NEW	557,400	$21.1M	0.35%	Put
59	NAVINAVIENT CORPORATION	1,446,740	$21.1M	0.35%	Put
60	MIOPIONEER MUN HIGH INCOME OPPO	1,738,506	$20.3M	0.34%
61	FMNFEDERATED HERMES PREM MUNI I	1,650,924	$18.9M	0.31%
62	NVGNUVEEN AMT FREE MUN CR INC F	1,466,137	$18.3M	0.30%
63	MMUWESTERN ASSET MANAGED MUNS F	1,761,892	$18.2M	0.30%
64	NZFNUVEEN MUNICIPAL CREDIT INC	1,471,376	$18.2M	0.30%
65	EDDMORGAN STANLEY EMERGING MKTS	3,873,319	$17.7M	0.29%
66	TBLDTHORNBURG INCM BUILDER OPP T	1,078,883	$17.4M	0.29%
67	WBWEIBO CORP	2,250,709	$17.3M	0.29%
68	BKFIBNY MELLON MUN INCOME INC	2,377,018	$17.1M	0.28%
69	XHIEXMILLER HOWARD HIGH INC EQTY	1,499,276	$16.8M	0.28%
70	TYGTORTOISE ENERGY INFRA CORP	476,922	$16.6M	0.28%
71	LNCLINCOLN NATL CORP IND	525,608	$16.3M	0.27%
72	—DWS STRATEGIC MUN INCOME TR	1,598,145	$15.8M	0.26%
73	CPZCALAMOS LNG SHR EQT DYNAMIC	1,001,825	$15.3M	0.25%
74	GRXGABELLI HLTHCARE & WELLNESS	1,549,780	$14.8M	0.25%
75	XXHYBXXNEW AMER HIGH INCOME FD INC	1,866,253	$13.7M	0.23%
76	MUJBLACKROCK MUNIHLDGS NJ QLTY	1,111,929	$12.7M	0.21%
77	DMBBNY MELLON MUN BD INFRASTRUC	1,135,060	$12.0M	0.20%
78	RABROOKFIELD REAL ASSETS INCOM	917,883	$11.7M	0.19%
79	EMOCLEARBRIDGE ENERGY MIDSTRM O	265,851	$11.0M	0.18%
80	IDEVOYA INFRASTRUCTURE INDLS &	1,042,703	$10.7M	0.18%
81	STHOSTAR HLDGS	884,378	$10.7M	0.18%
82	CEVEATON VANCE CALIF MUN INCOM	962,212	$10.5M	0.17%
83	CXEMFS HIGH INCOME MUN TR	2,797,904	$10.4M	0.17%
84	DMADESTRA MULTI-ALTERNATIVE FD	1,263,619	$10.2M	0.17%
85	XTEAXECOFIN SUSTAINABLE AND SOCIA	871,413	$10.0M	0.17%
86	GNTGAMCO NAT RES GOLD & INCOME	1,821,769	$10.0M	0.17%
87	XBGYXBLACKROCK ENHANCED INTL DIV	1,768,862	$9.9M	0.16%
88	BRWSABA CAPITAL INCOME & OPRNT	1,348,619	$9.5M	0.16%
89	FDO.FMACYS INC	493,936	$9.5M	0.16%	Put
90	NANNUVEEN NEW YORK QLT MUN INC	826,178	$9.3M	0.15%
91	XAGDXABRDN GLOBAL DYNAMIC DIVIDEN	930,212	$9.1M	0.15%
92	ECFELLSWORTH GROWTH & INCOME FD	1,084,019	$8.9M	0.15%
93	MIYBLACKROCK MUNIYIELD MICH QU	715,874	$8.2M	0.14%
94	BTTBLACKROCK MUN TARGET TERM TR	382,344	$7.9M	0.13%
95	EODALLSPRING GLOBAL DIVIDEND OP	1,574,008	$7.6M	0.13%
96	KYNKAYNE ANDERSON ENERGY INFRST	715,956	$7.4M	0.12%
97	CNNECANNAE HLDGS INC	397,900	$7.2M	0.12%
98	BIDUNBAIDU INC	81,000	$7.0M	0.12%
99	XPCKXPIMCO CALIF MUN INCOME FD II	1,197,409	$7.0M	0.12%
100	MUCBLACKROCK MUNIHOLDINGS QUALI	680,557	$6.9M	0.12%

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