Saba Capital Management, L.P. Q3 2020 Filing
Filed November 16, 2020
Portfolio Value
$2.4T
Holdings
142
Report Date
Q3 2020
Filing Type
13F-HR
All Holdings (142 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 5,181,608 | $434.7B | 18.07% | Put |
| 2 | —VOYA PRIME RATE TR | 36,320,674 | $160.2B | 6.66% | |
| 3 | USX1UNITED STATES STL CORP NEW | 13,114,134 | $96.3B | 4.00% | Put |
| 4 | AALAMERICAN AIRLS GROUP INC | 7,365,832 | $90.5B | 3.76% | Put |
| 5 | EHIWESTERN ASSET GLOBAL HIGH IN | 8,956,102 | $86.3B | 3.59% | |
| 6 | BRWTEMPLETON GLOBAL INCOME FD | 12,000,885 | $64.2B | 2.67% | |
| 7 | HIOWESTERN ASSET HIGH INCOME OP | 12,912,550 | $63.3B | 2.63% | |
| 8 | XPHDXPIONEER FLOATING RATE TR | 6,124,520 | $61.9B | 2.57% | |
| 9 | —INVESCO DYNAMIC CR OPPORTUNI | 6,126,393 | $56.4B | 2.34% | |
| 10 | JFRNUVEEN FLOATING RATE INCOME | 6,681,845 | $55.5B | 2.31% | |
| 11 | VVRINVESCO SR INCOME TR | 15,147,391 | $55.4B | 2.30% | |
| 12 | NHSNEUBERGER BERMAN HIGH YIELD | 4,874,870 | $54.1B | 2.25% | |
| 13 | XEVVXEATON VANCE LTD DURATION INC | 4,543,349 | $51.4B | 2.14% | |
| 14 | EVFEATON VANCE SR INCOME TR | 8,043,774 | $47.2B | 1.96% | |
| 15 | HIXWESTERN ASSET HIGH INCOME FD | 7,183,784 | $46.0B | 1.91% | |
| 16 | EFTEATON VANCE FLTING RATE INC | 3,777,115 | $44.9B | 1.86% | |
| 17 | GHYPGIM GLOBAL HIGH YIELD FD FO | 3,169,006 | $42.0B | 1.74% | |
| 18 | NEANUVEEN FLTNG RTE INCM OPP FD | 4,336,499 | $35.6B | 1.48% | |
| 19 | UBERUBER TECHNOLOGIES INC | 958,000 | $34.9B | 1.45% | Put |
| 20 | XFRAXBLACKROCK FLOATING RATE INCO | 3,009,409 | $34.6B | 1.44% | |
| 21 | JGHNUVEEN GLOBAL HIGH INCOME FD | 2,106,948 | $28.5B | 1.18% | |
| 22 | —ALLIANZGI DIVIDEND INT & PRM | 2,393,349 | $28.2B | 1.17% | |
| 23 | XEFRXEATON VANCE SR FLTNG RTE TR | 2,404,749 | $28.0B | 1.16% | |
| 24 | —SOURCE CAP INC | 661,889 | $24.4B | 1.01% | |
| 25 | —EATON VANCE FLTG RATE INCOM | 1,714,749 | $24.0B | 1.00% | |
| 26 | FDDFIRST TR HIGH INCOME L/S FD | 1,689,707 | $23.5B | 0.98% | |
| 27 | YPFYPF SOCIEDAD ANONIMA | 6,408,207 | $22.9B | 0.95% | Put |
| 28 | NQPNUVEEN PENNSYLVANIA QLT MUN | 1,575,509 | $21.2B | 0.88% | |
| 29 | ISDPGIM HIGH YIELD BOND FUND IN | 1,462,838 | $20.2B | 0.84% | |
| 30 | FCTFIRST TR SR FLG RTE INCM FD | 1,703,887 | $18.7B | 0.78% | |
| 31 | —APOLLO TACTICAL INCOME FD IN | 1,438,440 | $18.3B | 0.76% | |
| 32 | —APOLLO SR FLOATING RATE FD I | 1,411,521 | $18.1B | 0.75% | |
| 33 | RGTROYCE GLOBAL VALUE TR INC | 1,443,110 | $17.7B | 0.74% | |
| 34 | —NUVEEN OHIO QLTY MUN INCOME | 1,173,593 | $17.6B | 0.73% | |
| 35 | NRKNUVEEN NEW YORK AMT QLT MUNI | 1,364,294 | $17.5B | 0.73% | |
| 36 | NEANUVEEN SR INCOME FD | 3,631,820 | $17.5B | 0.73% | |
| 37 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 3,335,503 | $16.5B | 0.69% | |
| 38 | XJQCXNUVEEN CR STRATEGIES INCOME | 2,728,492 | $16.1B | 0.67% | |
| 39 | T7DTRANSDIGM GROUP INC | 33,800 | $16.1B | 0.67% | Put |
| 40 | BGBBLACKSTONE GSO STRATEGIC CR | 1,309,815 | $16.0B | 0.67% | |
| 41 | BGTBLACKROCK FLOATING RATE INCO | 1,342,404 | $15.1B | 0.63% | |
| 42 | BWGBRANDYWINEGBL GBL INCM OPP | 1,292,642 | $14.9B | 0.62% | |
| 43 | GAMGENERAL AMERN INVS INC | 437,323 | $14.8B | 0.62% | |
| 44 | —NUVEEN SHT DUR CR OPP FD | 1,175,553 | $14.6B | 0.60% | |
| 45 | RCLROYAL CARIBBEAN GROUP | 212,642 | $13.8B | 0.57% | Put |
| 46 | —NUVEEN MICH QUALITY MUN INCO | 952,447 | $13.5B | 0.56% | |
| 47 | MSDMORGAN STANLEY EMER MKTS DEB | 1,581,533 | $13.3B | 0.55% | |
| 48 | CNXCNX RES CORP | 1,367,500 | $12.9B | 0.54% | Put |
| 49 | XXHYBXXNEW AMER HIGH INCOME FD INC | 1,564,912 | $12.8B | 0.53% | |
| 50 | —DELAWARE ENHANCED GBL DIV & | 1,336,756 | $11.9B | 0.49% | |
| 51 | XEMDXWESTERN ASSET EMERGING MKTS | 891,802 | $11.0B | 0.46% | |
| 52 | CLFCLEVELAND-CLIFFS INC NEW | 1,619,978 | $10.4B | 0.43% | Put |
| 53 | RRDEURDONNELLEY R R & SONS CO | 7,040,321 | $10.3B | 0.43% | |
| 54 | XHIEXMILLER HOWARD HIGH INC EQTY | 1,569,445 | $9.7B | 0.40% | |
| 55 | XBFZXBLACKROCK CALIF MUN INCOME T | 728,173 | $9.6B | 0.40% | |
| 56 | —FIRST EAGLE SENIOR LOAN FUND | 734,514 | $9.1B | 0.38% | |
| 57 | TLIWESTERN ASSET CORPORATE LN F | 945,082 | $8.8B | 0.36% | |
| 58 | BABOEING CO | 51,227 | $8.5B | 0.35% | Put |
| 59 | NXJNUVEEN NEW JERSEY QULT MUN F | 594,776 | $8.0B | 0.33% | |
| 60 | —BLACKROCK NEW YORK MUN BD TR | 484,356 | $7.7B | 0.32% | |
| 61 | XEADXWELLS FARGO INCOME OPPORTUNI | 956,986 | $7.0B | 0.29% | |
| 62 | CCIFVERTICAL CAP INCOME FD | 698,448 | $6.9B | 0.29% | |
| 63 | POSTPOST HLDGS INC | 79,000 | $6.8B | 0.28% | Put |
| 64 | XVMMXDELAWARE INVTS MINN MUN INCO | 515,675 | $6.7B | 0.28% | |
| 65 | GOFGUGGENHEIM ENHANCED EQUITY I | 1,228,396 | $6.7B | 0.28% | |
| 66 | —NUVEEN DIVERSIFIED DIVID & I | 761,363 | $5.9B | 0.25% | |
| 67 | GEGGEO GROUP INC NEW | 501,100 | $5.7B | 0.24% | Put |
| 68 | —CHURCHILL CAPITAL CORP IV | 525,000 | $5.1B | 0.21% | |
| 69 | —NUVEEN MARYLAND QLT MUN INC | 386,777 | $5.1B | 0.21% | |
| 70 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,152,684 | $4.9B | 0.20% | |
| 71 | IDEVOYA INFRASTRUCTURE INDLS & | 493,952 | $4.7B | 0.20% | |
| 72 | —IVY HIGH INCOME OPPORTUNITIE | 383,086 | $4.6B | 0.19% | |
| 73 | —GORES HLDGS V INC | 438,899 | $4.5B | 0.19% | |
| 74 | —NUVEEN GEORGIA QLTY MUN INC | 366,029 | $4.5B | 0.19% | |
| 75 | RVTROYCE VALUE TR INC | 332,178 | $4.2B | 0.17% | |
| 76 | IGAVOYA GLBL ADV & PREM OPP FD | 473,941 | $4.0B | 0.16% | |
| 77 | DHFBNY MELLON HIGH YIELD STRATE | 1,354,877 | $3.7B | 0.15% | |
| 78 | —SC HEALTH CORP | 337,294 | $3.4B | 0.14% | |
| 79 | ARDCARES DYNAMIC CR ALLOCATION F | 250,554 | $3.2B | 0.13% | |
| 80 | —YUNHONG INTL | 295,998 | $2.9B | 0.12% | |
| 81 | MPABLACKROCK MUNIYIELD PA QLTY | 169,008 | $2.4B | 0.10% | |
| 82 | XWIAXWESTERN ASST INFLTN LKD INM | 168,954 | $2.1B | 0.09% | |
| 83 | —ACON S2 ACQUISITION CORP | 200,000 | $2.0B | 0.08% | |
| 84 | —LIONHEART ACQUISITION CORP I | 200,000 | $2.0B | 0.08% | |
| 85 | —DIVIDEND & INCOME FD INC | 216,970 | $2.0B | 0.08% | |
| 86 | RIGTRANSOCEAN LTD | 2,171,100 | $1.8B | 0.07% | Put |
| 87 | BZHBEAZER HOMES USA INC | 120,732 | $1.6B | 0.07% | |
| 88 | —LIVE OAK ACQUISITION CORP | 157,430 | $1.6B | 0.07% | |
| 89 | —HOLICITY INC | 148,575 | $1.5B | 0.06% | |
| 90 | —VOYA NAT RES EQUITY INCOME F | 580,887 | $1.4B | 0.06% | |
| 91 | —NEUBERGER BRMAN NY MUNI FD I | 121,180 | $1.4B | 0.06% | |
| 92 | —VOYA INTL HIGH DIVID EQTY IN | 296,864 | $1.3B | 0.05% | |
| 93 | —EATON VANCE NEW YORK MUN INC | 101,931 | $1.3B | 0.05% | |
| 94 | —THUNDER BRDG ACQUISTION II L | 126,109 | $1.3B | 0.05% | |
| 95 | —SILVER SPIKE ACQUISITION COR | 126,933 | $1.3B | 0.05% | |
| 96 | —GO ACQUISITION CORP | 125,000 | $1.2B | 0.05% | |
| 97 | CRKCOMSTOCK RES INC | 234,452 | $1.0B | 0.04% | |
| 98 | —DFP HEALTHCARE ACQUISITNS CO | 97,761 | $1.0B | 0.04% | |
| 99 | —FOLEY TRASIMENE ACQUISITION | 99,000 | $1.0B | 0.04% | |
| 100 | —ARCLIGHT CLEAN TRANSITION CO | 100,000 | $1.0B | 0.04% |
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