Saba Capital Management, L.P. Q4 2020 Filing

Filed February 16, 2021

Portfolio Value

$2.4B

Holdings

162

Report Date

Q4 2020

Filing Type

13F-HR

All Holdings (162 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	HYGISHARES TR	4,147,500	$362.1M	14.83%	Put
2	UBERUBER TECHNOLOGIES INC	3,204,150	$163.4M	6.69%	Put
3	—VOYA PRIME RATE TR	36,320,674	$162.4M	6.65%
4	USX1UNITED STATES STL CORP NEW	8,788,581	$147.4M	6.04%	Put
5	BRWTEMPLETON GLOBAL INCOME FD	20,516,474	$112.8M	4.62%
6	—INVESCO DYNAMIC CR OPPORTUNI	9,398,502	$100.9M	4.14%
7	EFTEATON VANCE FLTING RATE INC	6,094,317	$80.2M	3.29%
8	VVRINVESCO SR INCOME TR	15,106,153	$60.1M	2.46%
9	JFRNUVEEN FLOATING RATE INCOME	6,685,445	$58.4M	2.39%
10	EVFEATON VANCE SR INCOME TR	8,043,774	$51.2M	2.10%
11	XEVVXEATON VANCE LTD DURATION INC	3,810,648	$47.7M	1.96%
12	AALAMERICAN AIRLS GROUP INC	2,832,501	$44.7M	1.83%	Put
13	GHYPGIM GLOBAL HIGH YIELD FD FO	3,044,569	$44.2M	1.81%
14	XEFRXEATON VANCE SR FLTNG RTE TR	3,330,858	$42.4M	1.74%
15	NEANUVEEN FLTNG RTE INCM OPP FD	4,493,406	$38.9M	1.59%
16	XFRAXBLACKROCK FLOATING RATE INCO	2,979,329	$36.1M	1.48%
17	JGHNUVEEN GLOBAL HIGH INCOME FD	2,288,325	$35.6M	1.46%
18	YPFYPF SOCIEDAD ANONIMA	6,769,706	$31.8M	1.30%	Put
19	—ALLIANZGI DIVIDEND INT & PRM	2,303,652	$31.0M	1.27%
20	NRKNUVEEN NEW YORK AMT QLT MUNI	2,266,851	$30.7M	1.26%
21	—SOURCE CAP INC	766,009	$30.6M	1.25%
22	BGBBLACKSTONE STRATEGIC CREDIT	2,442,164	$30.5M	1.25%
23	—EATON VANCE FLTG RATE INCOM	1,714,749	$26.7M	1.09%
24	FDDFIRST TR HIGH INCOME L/S FD	1,692,755	$25.0M	1.02%
25	XIGDXVOYA GLBL EQTY DIV & PREM OP	4,495,630	$23.5M	0.96%
26	—APOLLO SR FLOATING RATE FD I	1,561,799	$22.5M	0.92%
27	—APOLLO TACTICAL INCOME FD IN	1,467,780	$21.3M	0.87%
28	NQPNUVEEN PENNSYLVANIA QLT MUN	1,403,125	$20.3M	0.83%
29	BGTBLACKROCK FLOATING RATE INCO	1,711,205	$20.2M	0.83%
30	NEANUVEEN SR INCOME FD	3,815,160	$19.8M	0.81%
31	CPZCALAMOS LNG SHR EQT DYNAMIC	1,117,022	$19.5M	0.80%
32	XHIEXMILLER HOWARD HIGH INC EQTY	2,464,359	$19.1M	0.78%
33	—NUVEEN OHIO QLTY MUN INCOME	1,084,901	$17.0M	0.70%
34	GAMGENERAL AMERN INVS CO INC	437,323	$16.3M	0.67%
35	—NUVEEN SHT DUR CR OPP FD	1,211,203	$16.2M	0.66%
36	FCTFIRST TR SR FLG RTE INCM FD	1,379,750	$16.0M	0.66%
37	XJQCXNUVEEN CR STRATEGIES INCOME	2,516,764	$15.9M	0.65%
38	RRDEURDONNELLEY R R & SONS CO	6,550,651	$14.8M	0.61%
39	BWGBRANDYWINEGBL GBL INCM OPP F	1,161,843	$14.5M	0.59%
40	MSDMORGAN STANLEY EMER MKTS DEB	1,559,255	$14.4M	0.59%
41	ISDPGIM HIGH YIELD BOND FUND IN	958,514	$14.4M	0.59%
42	GEGGEO GROUP INC NEW	1,556,736	$13.8M	0.57%	Put
43	XEADXWELLS FARGO ADVANTAGE INCOME	1,673,994	$13.7M	0.56%
44	—NUVEEN DIVERSIFIED DIVID & I	1,556,926	$13.7M	0.56%
45	XVMMXDELAWARE INVTS MINN MUN INCO	1,040,173	$13.6M	0.56%
46	—DELAWARE ENHANCED GBL DIV &	1,399,178	$13.6M	0.56%
47	—FIRST EAGLE SENIOR LOAN FUND	933,733	$13.0M	0.53%
48	IDEVOYA INFRASTRUCTURE INDLS &	1,189,030	$12.2M	0.50%
49	XXHYBXXNEW AMER HIGH INCOME FD INC	1,369,475	$11.9M	0.49%
50	HIOWESTERN ASSET HIGH INCOME OP	2,244,297	$11.1M	0.46%
51	GOFGUGGENHEIM ENHANCED EQUITY I	1,610,082	$10.5M	0.43%
52	—ALLIANZGI CONV & INCOME FD I	2,022,633	$10.3M	0.42%
53	XBFZXBLACKROCK CALIF MUN INCOME T	720,935	$10.3M	0.42%
54	IGAVOYA GLBL ADV & PREM OPP FD	1,060,719	$9.3M	0.38%
55	NXJNUVEEN NEW JERSEY QULT MUN F	594,776	$8.5M	0.35%
56	XPHDXPIONEER FLOATING RATE TR	768,633	$7.8M	0.32%
57	CCIFVERTICAL CAP INCOME FD	795,378	$7.8M	0.32%
58	XEMDXWESTERN ASSET EMERGING MKTS	547,528	$7.6M	0.31%
59	—IVY HIGH INCOME OPPORTUNITIE	422,002	$5.6M	0.23%
60	—EATON VANCE NEW YORK MUN INC	395,743	$5.5M	0.23%
61	RVTROYCE VALUE TR INC	310,618	$5.0M	0.21%
62	—VOYA NAT RES EQUITY INCOME F	1,902,067	$4.9M	0.20%
63	—OTR ACQUISITION CORP	460,942	$4.8M	0.20%
64	—CHURCHILL CAPITAL CORP IV	463,503	$4.6M	0.19%
65	EODWELLS FARGO GLOBAL DIVIDEND	807,514	$3.9M	0.16%
66	ARDCARES DYNAMIC CR ALLOCATION F	265,502	$3.8M	0.16%
67	—NUVEEN GEORGIA QLTY MUN INC	289,984	$3.8M	0.16%
68	—VOYA INTL HIGH DIV EQTY INM	789,283	$3.6M	0.15%
69	—YUNHONG INTL	330,957	$3.3M	0.13%
70	—MUDRICK CAPITAL ACQU CORP II	300,000	$3.1M	0.13%
71	—CARNEY TECHNOLOGY ACQU CORP	295,283	$3.0M	0.12%
72	VTNINVESCO TR INVT GRADE NEW YO	222,171	$2.9M	0.12%
73	—NUVEEN MICH QUALITY MUN INCO	193,699	$2.9M	0.12%
74	—RECHARGE ACQUISITION CORP	265,584	$2.7M	0.11%
75	—FAST ACQUISITION CORP	259,799	$2.7M	0.11%
76	—AMERICAS TECHNOLOGY ACQSN CO	250,000	$2.6M	0.11%
77	VPVINVESCO PA VALUE MUN INC TR	200,447	$2.6M	0.10%
78	IPODDUNE ACQUISITION CORP	250,000	$2.5M	0.10%
79	DSUBLACKROCK DEBT STRATEGIES FD	238,428	$2.5M	0.10%
80	—UNION ACQUISITION CORP II	220,190	$2.3M	0.09%
81	—SC HEALTH CORP	218,713	$2.2M	0.09%
82	PBIPITNEY BOWES INC	343,953	$2.1M	0.09%
83	—ACKRELL SPAC PARTNERS I CO	200,000	$2.1M	0.08%
84	—DELWINDS INS ACQUISITION COR	200,000	$2.0M	0.08%
85	—ATLANTIC AVE ACQUISITION COR	200,000	$2.0M	0.08%
86	—LIONHEART ACQUISITION CORP I	200,000	$2.0M	0.08%
87	XENWXEATON VANCE NEW YORK MUN BD	158,124	$1.9M	0.08%
88	DHFBNY MELLON HIGH YIELD STRATE	618,841	$1.9M	0.08%
89	—CF ACQUISITION CORP IV	180,106	$1.9M	0.08%
90	—NEXTGEN ACQUISITION CORP	183,359	$1.8M	0.08%
91	—KINS TECHNOLOGY GROUP INC	175,000	$1.8M	0.07%
92	—ALLIANZGI CONV & INCOME FD	309,968	$1.8M	0.07%
93	BZHBEAZER HOMES USA INC	111,732	$1.7M	0.07%
94	—NUVEEN TAX-ADVANTAGED DIVID	114,867	$1.6M	0.07%
95	VLTINVESCO HIGH INCOME TR II	113,363	$1.5M	0.06%
96	—NEUBERGER BRMAN NY MUNI FD I	121,180	$1.5M	0.06%
97	—HOLICITY INC	144,575	$1.5M	0.06%
98	—SCION TECH GROWTH I	138,600	$1.4M	0.06%
99	CYHCOMMUNITY HEALTH SYS INC NEW	191,563	$1.4M	0.06%
100	—BLUE WTR ACQUISITION CORP	137,023	$1.4M	0.06%

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