Saba Capital Management, L.P. Q3 2019 Filing
Filed November 14, 2019
Portfolio Value
$2.2T
Holdings
88
Report Date
Q3 2019
Filing Type
13F-HR
All Holdings (88 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 4,490,300 | $391.4B | 18.17% | Put |
| 2 | VVRINVESCO SR INCOME TR | 21,826,069 | $91.7B | 4.26% | |
| 3 | XEVVXEATON VANCE LTD DUR INCOME F | 6,948,234 | $86.9B | 4.03% | |
| 4 | —INVESCO DYNAMIC CR OPP FD | 7,381,007 | $81.3B | 3.77% | |
| 5 | YPFYPF SOCIEDAD ANONIMA | 9,208,801 | $80.6B | 3.74% | Put |
| 6 | HIOWESTERN ASSET HIGH INCM OPP | 15,418,700 | $77.9B | 3.61% | |
| 7 | EHIWESTERN ASSET GLB HI INCOME | 7,830,384 | $77.8B | 3.61% | |
| 8 | —VOYA PRIME RATE TR | 16,280,588 | $76.7B | 3.56% | |
| 9 | HIXWESTERN ASSET HIGH INCM FD I | 10,917,027 | $74.0B | 3.44% | |
| 10 | CNXCNX RESOURCES CORPORATION | 8,581,400 | $62.3B | 2.89% | Put |
| 11 | BTZBLACKROCK CR ALLCTN INC TR | 4,568,125 | $62.2B | 2.89% | |
| 12 | XJQCXNUVEEN CR STRATEGIES INCM FD | 8,111,271 | $60.7B | 2.82% | |
| 13 | NHSNEUBERGER BERMAN HGH YLD FD | 3,766,921 | $45.5B | 2.11% | |
| 14 | FDDFIRST TR HIGH INCOME L/S FD | 2,985,625 | $45.3B | 2.10% | |
| 15 | GEGGEO GROUP INC NEW | 2,138,200 | $37.1B | 1.72% | Put |
| 16 | T7DTRANSDIGM GROUP INC | 70,000 | $36.4B | 1.69% | Put |
| 17 | UBERUBER TECHNOLOGIES INC | 1,122,800 | $34.2B | 1.59% | Put |
| 18 | LBEURL BRANDS INC | 1,600,000 | $31.3B | 1.46% | Put |
| 19 | NRKNUVEEN NEW YORK AMT QLT MUNI | 2,315,058 | $31.2B | 1.45% | |
| 20 | NQPNUVEEN PENNSYLVANIA QLT MUN | 2,090,154 | $29.3B | 1.36% | |
| 21 | EFTEATON VANCE FLTING RATE INC | 2,139,122 | $28.3B | 1.31% | |
| 22 | JGHNUVEEN GLOBAL HIGH INCOME FD | 1,784,024 | $27.8B | 1.29% | |
| 23 | FCTFIRST TR SR FLG RTE INCM FD | 2,279,549 | $27.4B | 1.27% | |
| 24 | XFRAXBLACKROCK FLOAT RATE OME STR | 2,165,061 | $27.3B | 1.27% | |
| 25 | —NUVEEN OHIO QLTY MUN INCOME | 1,723,307 | $27.2B | 1.26% | |
| 26 | TSLATESLA INC | 105,000 | $25.3B | 1.17% | Put |
| 27 | XPHDXPIONEER FLOATING RATE TR | 2,399,737 | $25.3B | 1.17% | |
| 28 | GHYPGIM GLOBAL HIGH YIELD FD IN | 1,581,751 | $22.7B | 1.06% | |
| 29 | CYHCOMMUNITY HEALTH SYS INC NEW | 5,708,242 | $20.6B | 0.95% | |
| 30 | —EATON VANCE FLTG RATE INCOM | 1,336,866 | $20.3B | 0.94% | |
| 31 | EVFEATON VANCE SR INCOME TR | 2,937,141 | $18.0B | 0.83% | |
| 32 | —NUVEEN MICHIGAN QLT MUN INC | 1,214,284 | $17.0B | 0.79% | |
| 33 | VLTINVESCO HIGH INCOME TR II | 1,175,456 | $16.8B | 0.78% | |
| 34 | —CNX MIDSTREAM PARTNERS LP | 1,189,000 | $16.8B | 0.78% | Put |
| 35 | HOUSREALOGY HLDGS CORP | 2,484,342 | $16.6B | 0.77% | Put |
| 36 | GAMGENERAL AMERN INVS INC | 437,323 | $15.9B | 0.74% | |
| 37 | MHNBLACKROCK MUNIHLDGS NY QLTY | 1,006,590 | $13.7B | 0.64% | |
| 38 | BTUPEABODY ENERGY CORP NEW | 925,000 | $13.6B | 0.63% | Put |
| 39 | GELGENESIS ENERGY L P | 615,200 | $13.2B | 0.61% | Put |
| 40 | ISDPGIM HIGH YIELD BOND FUND IN | 851,360 | $12.7B | 0.59% | |
| 41 | TEVATEVA PHARMACEUTICAL INDS LTD | 1,816,087 | $12.5B | 0.58% | Put |
| 42 | DTFDTF TAX-FREE INCOME INC | 833,701 | $12.1B | 0.56% | |
| 43 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 829,405 | $11.8B | 0.55% | |
| 44 | NXJNUVEEN NEW JERSEY QULT MUN F | 742,429 | $10.7B | 0.50% | |
| 45 | —NUVEEN MARYLAND QLT MUN INC | 797,291 | $10.6B | 0.49% | |
| 46 | —NUVEEN CONNECTICUT QLTY MUN | 753,483 | $10.1B | 0.47% | |
| 47 | XBFZXBLACKROCK CALIF MUN INCOME T | 736,705 | $10.1B | 0.47% | |
| 48 | RRDEURDONNELLEY R R & SONS CO | 2,435,498 | $9.2B | 0.43% | Put |
| 49 | DSUBLACKROCK DEBT STRAT FD INC | 842,191 | $9.1B | 0.42% | |
| 50 | MUCBLACKROCK MUNIHLDNGS CALI QL | 624,655 | $8.8B | 0.41% | |
| 51 | MIYBLACKROCK MUNIYLD MICH QLTY | 617,415 | $8.7B | 0.40% | |
| 52 | BGTBLACKROCK FLOATING RATE INCO | 698,954 | $8.6B | 0.40% | |
| 53 | —NUVEEN GEORGIA QLTY MUN INC | 678,064 | $8.4B | 0.39% | |
| 54 | XXHYBXXNEW AMER HIGH INCOME FD INC | 951,338 | $8.4B | 0.39% | |
| 55 | RIGTRANSOCEAN LTD | 1,862,200 | $8.3B | 0.39% | Put |
| 56 | —BLACKROCK NY MUNI INC QLTY T | 553,086 | $7.6B | 0.35% | |
| 57 | —IVY HIGH INC OPPORTUNITIES F | 538,946 | $7.4B | 0.34% | |
| 58 | —BLACKROCK MUNI N Y INTER DUR | 459,121 | $6.8B | 0.31% | |
| 59 | RGTROYCE GLOBAL VALUE TR INC | 662,354 | $6.7B | 0.31% | |
| 60 | —DIVIDEND & INCOME FUND | 402,004 | $4.8B | 0.22% | |
| 61 | XEVMXEATON VANCE CALIF MUN BD FD | 391,529 | $4.4B | 0.21% | |
| 62 | —NUVEEN NORTH CAROLINA QLTY M | 327,536 | $4.4B | 0.21% | |
| 63 | XVMMXDELAWARE INV MN MUN INC FD I | 335,178 | $4.4B | 0.20% | |
| 64 | —BLACKROCK NY MUNICIPAL BOND | 260,476 | $3.8B | 0.18% | |
| 65 | BWGBRANDYWINEGBL GLBAL INM OPRT | 299,388 | $3.6B | 0.17% | |
| 66 | XFEBFIRST TR ABERDEEN GLBL OPP F | 278,391 | $2.9B | 0.14% | |
| 67 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $2.9B | 0.13% | |
| 68 | —EATON VANCE NY MUNI INCOME T | 204,519 | $2.7B | 0.13% | |
| 69 | MYIBLACKROCK MUNIYIELD QLTY FD | 189,601 | $2.6B | 0.12% | |
| 70 | MPABLACKROCK MUNIYIELD PA QLTY | 175,322 | $2.5B | 0.12% | |
| 71 | TLIWESTERN ASSET CORPORATE LN F | 250,202 | $2.4B | 0.11% | |
| 72 | ARDCARES DYNAMIC CR ALLOCATION F | 146,986 | $2.2B | 0.10% | |
| 73 | —NEUBERGER BRMAN NY MUNI FD I | 174,518 | $2.2B | 0.10% | |
| 74 | MSDMORGAN STANLEY EMER MKTS DEB | 201,982 | $1.9B | 0.09% | |
| 75 | NAZNUVEEN ARIZONA QLTY MUN INC | 128,744 | $1.7B | 0.08% | |
| 76 | DOEURDIAMOND OFFSHORE DRILLING IN | 310,000 | $1.7B | 0.08% | Put |
| 77 | —NEUBERGER BRMAN CLIFRN MUNI | 113,714 | $1.6B | 0.07% | |
| 78 | —SEADRILL LTD | 661,204 | $1.4B | 0.06% | |
| 79 | —APOLLO TACTICAL INCOME FD IN | 60,106 | $911.0M | 0.04% | |
| 80 | XEFRXEATON VANCE SR FLTNG RTE TR | 58,731 | $766.0M | 0.04% | |
| 81 | —STANDARD DIVERSIFIED INC | 64,282 | $714.0M | 0.03% | |
| 82 | UNFIUNITED NAT FOODS INC | 45,018 | $519.0M | 0.02% | |
| 83 | —HOSTESS BRANDS INC | 202,693 | $347.0M | 0.02% | |
| 84 | BCVBANCROFT FUND LTD | 9,706 | $229.0M | 0.01% | |
| 85 | —EAGLE GRWTH & INCOME OPPTY F | 12,792 | $204.0M | 0.01% | |
| 86 | —DEAN FOODS CO NEW | 167,380 | $194.0M | 0.01% | |
| 87 | —NUVEEN NEW JERSEY MUN VALUE | 11,908 | $163.0M | 0.01% | |
| 88 | FTFRANKLIN UNVL TR | 10,058 | $76.0M | 0.00% |