Saba Capital Management, L.P. Q4 2019 Filing
Filed February 14, 2020
Portfolio Value
$2.1T
Holdings
86
Report Date
Q4 2019
Filing Type
13F-HR
All Holdings (86 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | HYGISHARES TR | 3,700,000 | $325.4B | 15.44% | Put |
| 2 | —VOYA PRIME RATE TR | 25,914,408 | $129.8B | 6.16% | |
| 3 | UBERUBER TECHNOLOGIES INC | 4,329,100 | $128.7B | 6.11% | Put |
| 4 | YPFYPF SOCIEDAD ANONIMA | 8,380,567 | $97.0B | 4.60% | Put |
| 5 | XEVVXEATON VANCE LTD DUR INCOME F | 6,580,946 | $87.2B | 4.14% | |
| 6 | CNXCNX RESOURCES CORPORATION | 9,530,000 | $84.3B | 4.00% | Put |
| 7 | EHIWESTERN ASSET GLB HI INCOME | 7,830,384 | $78.5B | 3.72% | |
| 8 | HIOWESTERN ASSET HIGH INCM OPP | 15,418,700 | $78.2B | 3.71% | |
| 9 | HIXWESTERN ASSET HIGH INCM FD I | 9,279,685 | $62.5B | 2.97% | |
| 10 | VVRINVESCO SR INCOME TR | 14,199,032 | $60.9B | 2.89% | |
| 11 | —CNX MIDSTREAM PARTNERS LP | 2,987,600 | $49.2B | 2.33% | Put |
| 12 | —INVESCO DYNAMIC CR OPP FD | 4,118,831 | $46.7B | 2.22% | |
| 13 | NHSNEUBERGER BERMAN HGH YLD FD | 3,766,921 | $46.5B | 2.21% | |
| 14 | GEGGEO GROUP INC NEW | 2,221,546 | $36.9B | 1.75% | Put |
| 15 | —GRUBHUB INC | 687,850 | $33.5B | 1.59% | Put |
| 16 | GELGENESIS ENERGY L P | 1,586,600 | $32.5B | 1.54% | Put |
| 17 | XFRAXBLACKROCK FLOAT RATE OME STR | 2,323,943 | $31.2B | 1.48% | |
| 18 | EFTEATON VANCE FLTING RATE INC | 2,267,757 | $31.1B | 1.48% | |
| 19 | NGLNGL ENERGY PARTNERS LP | 2,735,700 | $31.0B | 1.47% | Put |
| 20 | XPHDXPIONEER FLOATING RATE TR | 2,823,285 | $31.0B | 1.47% | |
| 21 | LBEURL BRANDS INC | 1,605,000 | $29.1B | 1.38% | Put |
| 22 | NRKNUVEEN NEW YORK AMT QLT MUNI | 2,127,946 | $28.9B | 1.37% | |
| 23 | NQPNUVEEN PENNSYLVANIA QLT MUN | 1,975,335 | $28.0B | 1.33% | |
| 24 | FCTFIRST TR SR FLG RTE INCM FD | 2,226,674 | $27.9B | 1.33% | |
| 25 | FDDFIRST TR HIGH INCOME L/S FD | 1,725,740 | $27.2B | 1.29% | |
| 26 | —EATON VANCE FLTG RATE INCOM | 1,677,194 | $26.8B | 1.27% | |
| 27 | —NUVEEN OHIO QLTY MUN INCOME | 1,688,858 | $26.1B | 1.24% | |
| 28 | GHYPGIM GLOBAL HIGH YIELD FD IN | 1,693,792 | $25.4B | 1.21% | |
| 29 | XJQCXNUVEEN CR STRATEGIES INCM FD | 3,159,190 | $24.2B | 1.15% | |
| 30 | JGHNUVEEN GLOBAL HIGH INCOME FD | 1,456,260 | $23.9B | 1.13% | |
| 31 | RIGTRANSOCEAN LTD | 3,374,000 | $23.2B | 1.10% | Put |
| 32 | EVFEATON VANCE SR INCOME TR | 2,848,469 | $18.3B | 0.87% | |
| 33 | GAMGENERAL AMERN INVS INC | 437,323 | $16.5B | 0.78% | |
| 34 | —NUVEEN MICHIGAN QLT MUN INC | 1,158,240 | $16.4B | 0.78% | |
| 35 | MHNBLACKROCK MUNIHLDGS NY QLTY | 1,012,671 | $13.8B | 0.65% | |
| 36 | CYHCOMMUNITY HEALTH SYS INC NEW | 3,999,331 | $11.6B | 0.55% | |
| 37 | MUCBLACKROCK MUNIHLDNGS CALI QL | 804,508 | $11.3B | 0.53% | |
| 38 | NXJNUVEEN NEW JERSEY QULT MUN F | 742,429 | $10.9B | 0.52% | |
| 39 | —NUVEEN MARYLAND QLT MUN INC | 797,291 | $10.7B | 0.51% | |
| 40 | ISDPGIM HIGH YIELD BOND FUND IN | 685,005 | $10.5B | 0.50% | |
| 41 | DSUBLACKROCK DEBT STRAT FD INC | 912,312 | $10.2B | 0.48% | |
| 42 | XBFZXBLACKROCK CALIF MUN INCOME T | 736,705 | $10.0B | 0.47% | |
| 43 | MUJBLACKROCK MUNIHLDGS NJ QLTY | 681,257 | $9.8B | 0.46% | |
| 44 | BWGBRANDYWINEGBL GLBAL INM OPRT | 767,846 | $9.7B | 0.46% | |
| 45 | BGTBLACKROCK FLOATING RATE INCO | 715,146 | $9.2B | 0.44% | |
| 46 | MIYBLACKROCK MUNIYLD MICH QLTY | 627,124 | $8.9B | 0.42% | |
| 47 | TSLATESLA INC | 20,000 | $8.4B | 0.40% | Put |
| 48 | —BLACKROCK MUNI N Y INTER DUR | 522,205 | $8.0B | 0.38% | |
| 49 | RGTROYCE GLOBAL VALUE TR INC | 644,850 | $7.5B | 0.36% | |
| 50 | CXWCORECIVIC INC | 431,905 | $7.5B | 0.36% | Put |
| 51 | BTZBLACKROCK CR ALLCTN INC TR | 526,385 | $7.4B | 0.35% | |
| 52 | USACUSA COMPRESSION PARTNERS LP | 382,400 | $6.9B | 0.33% | Put |
| 53 | XXHYBXXNEW AMER HIGH INCOME FD INC | 683,271 | $6.2B | 0.30% | |
| 54 | —NUVEEN GEORGIA QLTY MUN INC | 491,344 | $6.2B | 0.29% | |
| 55 | NEANUVEEN SR INCOME FD | 993,958 | $5.9B | 0.28% | |
| 56 | TLIWESTERN ASSET CORPORATE LN F | 590,125 | $5.8B | 0.28% | |
| 57 | —DIVIDEND & INCOME FUND | 402,004 | $5.4B | 0.26% | |
| 58 | —BLACKROCK NY MUNI INC QLTY T | 383,977 | $5.3B | 0.25% | |
| 59 | —BLACKROCK NY MUNICIPAL BOND | 339,707 | $5.1B | 0.24% | |
| 60 | —IVY HIGH INC OPPORTUNITIES F | 322,675 | $4.5B | 0.21% | |
| 61 | XVMMXDELAWARE INV MN MUN INC FD I | 335,178 | $4.4B | 0.21% | |
| 62 | VLTINVESCO HIGH INCOME TR II | 269,144 | $3.8B | 0.18% | |
| 63 | XEVMXEATON VANCE CALIF MUN BD FD | 311,384 | $3.5B | 0.17% | |
| 64 | —ALLIANZGI NFJ DIVID INT & PR | 235,729 | $3.1B | 0.15% | |
| 65 | MPABLACKROCK MUNIYIELD PA QLTY | 206,998 | $3.0B | 0.14% | |
| 66 | —NUVEEN SHT DUR CR OPP FD | 190,195 | $2.9B | 0.14% | |
| 67 | —EATON VANCE NY MUNI INCOME T | 186,423 | $2.5B | 0.12% | |
| 68 | MYIBLACKROCK MUNIYIELD QLTY FD | 174,179 | $2.4B | 0.11% | |
| 69 | ARDCARES DYNAMIC CR ALLOCATION F | 146,986 | $2.3B | 0.11% | |
| 70 | DOEURDIAMOND OFFSHORE DRILLING IN | 310,000 | $2.2B | 0.11% | Put |
| 71 | —THL CR SR LN FD | 139,708 | $2.1B | 0.10% | |
| 72 | —NEUBERGER BRMAN NY MUNI FD I | 169,589 | $2.1B | 0.10% | |
| 73 | MSDMORGAN STANLEY EMER MKTS DEB | 201,982 | $2.0B | 0.09% | |
| 74 | XEFRXEATON VANCE SR FLTNG RTE TR | 130,807 | $1.8B | 0.08% | |
| 75 | —SEADRILL LTD | 661,204 | $1.7B | 0.08% | |
| 76 | NEANUVEEN FLTNG RTE INCM OPP FD | 133,574 | $1.3B | 0.06% | |
| 77 | —NEUBERGER BRMAN CLIFRN MUNI | 67,891 | $947.0M | 0.04% | |
| 78 | NAZNUVEEN ARIZONA QLTY MUN INC | 66,628 | $897.0M | 0.04% | |
| 79 | CCIFVERTICAL CAP INCOME FUND | 80,752 | $841.0M | 0.04% | |
| 80 | —APOLLO TACTICAL INCOME FD IN | 50,411 | $761.0M | 0.04% | |
| 81 | —STANDARD DIVERSIFIED INC | 47,569 | $697.0M | 0.03% | |
| 82 | UNFIUNITED NAT FOODS INC | 63,023 | $552.0M | 0.03% | |
| 83 | RRDEURDONNELLEY R R & SONS CO | 81,251 | $321.0M | 0.02% | Put |
| 84 | —HOSTESS BRANDS INC | 156,293 | $308.0M | 0.01% | |
| 85 | —EAGLE GRWTH & INCOME OPPTY F | 10,677 | $182.0M | 0.01% | |
| 86 | —NUVEEN NEW JERSEY MUN VALUE | 10,869 | $152.0M | 0.01% |