Saba Capital Management, L.P. Q4 2023 Filing

Filed February 14, 2024

Portfolio Value

$5.0B

Holdings

479

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (479 positions)

#StockSharesValue% PortfolioType
1
ECATBLACKROCK ESG CAP ALLC TERM
24,048,629$387.9T7802075.82%
2
BTXBLACKROCK INNOVATION AND GRW
43,759,402$320.8T6451501.91%
3
BMEZBLACKROCK HEALTH SCIENCES TE
16,786,838$245.9T4946431.52%
4
BCATBLACKROCK CAP ALLOCATION TER
13,623,622$203.7T4096559.38%
5
PDXPIMCO DYNAMIC INCOME STRATEG
7,034,522$144.1T2897677.32%
6
ADXADAMS DIVERSIFIED EQUITY FD
7,564,945$134.0T2694696.22%
7
EMOCLEARBRIDGE ENERGY MIDSTRM O
3,007,117$105.0T2112078.42%
8
NACNUVEEN CA QUALTY MUN INCOME
8,284,935$91.9T1848017.70%
9
CLEARBRIDGE MLP AND MIDSTRM
2,189,802$87.8T1765738.47%
10
UALUNITED AIRLS HLDGS INC
2,085,759$86.1T1730927.29%Put
11
MEGIMAINSTAY CBRE GBL INFRA MEG
5,400,075$70.1T1409807.98%
12
NXJNUVEEN NEW JERSEY QULT MUN F
5,549,349$65.4T1314839.69%
13
XBFZXBLACKROCK CALIF MUN INCOME T
5,094,028$61.3T1232572.38%
14
BSTZBLACKROCK SCIENCE & TECHNOLO
3,559,039$59.5T1196174.87%
15
CHTRCHARTER COMMUNICATIONS INC N
153,000$59.5T1196104.44%Put
16
AALAMERICAN AIRLS GROUP INC
4,319,146$59.3T1193631.01%Put
17
AMDADVANCED MICRO DEVICES INC
400,000$59.0T1185966.48%Put
18
NMAINUVEEN MULTI ASSET INCOME FU
4,720,658$58.1T1167866.29%
19
USX1UNITED STATES STL CORP NEW
1,076,600$52.4T1053471.27%Put
20
NQPNUVEEN PENNSYLVANIA QLT MUN
4,465,947$51.7T1040177.84%
21
JWNUSDNORDSTROM INC
2,724,622$50.3T1011086.02%Put
22
IWMISHARES TR
246,200$49.4T993899.65%Put
23
ASAASA GOLD AND PRECIOUS MTLS L
3,253,837$49.0T985612.58%
24
CUCAAVIS BUDGET GROUP
266,700$47.3T950865.82%Put
25
MUCBLACKROCK MUNIHLDNGS CALI QL
4,167,791$46.4T933010.59%
26
NBXGNEUBERGER BERMAN NEXT GENERA
4,143,339$45.3T910869.38%
27
NFJVIRTUS DIVIDEND INTEREST & P
3,564,307$44.9T903298.15%
28
XNEAXNUVEEN AMT FREE QLTY MUN INC
3,823,691$42.1T845981.66%
29
CLEARBRIDGE MLP AND MIDSTRM
1,124,306$40.7T819291.28%
30
ASGIABRDN GLOBAL INFRA INCOME FU
2,249,557$40.4T811717.52%
31
PEOADAM NAT RES FD INC
1,852,403$38.2T768635.04%
32
PHMPULTE GROUP INC
350,000$36.1T726636.78%Put
33
WYNNWYNN RESORTS LTD
379,981$34.6T696327.27%Put
34
AVGOBROADCOM INC
30,000$33.5T673547.46%Put
35
BRWTEMPLETON GLOBAL INCOME FD
8,792,605$33.3T670258.38%
36
NMLNEUBERGER BERMAN ENERGY INFR
4,813,029$33.1T666027.87%
37
PFSIPENNYMAC FINL SVCS INC NEW
367,100$32.4T652491.29%Put
38
AMATAPPLIED MATLS INC
200,000$32.4T651955.73%Put
39
NZFNUVEEN MUNICIPAL CREDIT INC
2,681,128$31.7T637412.39%
40
NPCTNUVEEN CORE PLUS IMPACT FUND
2,979,163$30.0T604004.64%
41
XENWXEATON VANCE NEW YORK MUN BD
3,047,849$29.4T591570.13%
42
XFEBFIRST TR MLP & ENERGY INCOM
3,394,029$29.1T585035.01%
43
KLACKLA CORP
50,000$29.1T584595.95%Put
44
JRINUVEEN REAL ASSET INCOME & G
2,461,485$28.8T580243.49%
45
ANFABERCROMBIE & FITCH CO
326,300$28.8T578988.05%Put
46
XEVMXEATON VANCE CALIF MUN BD FD
3,114,325$28.5T573152.92%
47
VTNINVESCO TR INVT GRADE NEW YO
2,649,742$27.6T554804.27%
48
MHIPIONEER MUNICIPAL HIGH INCOM
3,179,843$27.4T551952.81%
49
NADNUVEEN QUALITY MUNCP INCOME
2,389,415$27.4T550278.51%
50
VPVINVESCO PA VALUE MUN INC TR
2,634,261$26.3T529839.43%
51
NAVINAVIENT CORPORATION
1,397,540$26.0T523394.80%Put
52
NVGNUVEEN AMT FREE MUN CR INC F
2,135,801$25.2T507766.15%
53
BBYBEST BUY INC
321,241$25.1T505786.52%Put
54
MSFTMICROSOFT CORP
65,000$24.4T491623.77%Put
55
HQHABRDN HEALTHCARE INVESTORS
1,424,346$23.6T474704.64%
56
GORES HOLDINGS IX INC
2,206,540$23.2T466000.71%
57
XHIEXMILLER HOWARD HIGH INC EQTY
2,181,559$23.1T465551.60%
58
RABROOKFIELD REAL ASSETS INCOM
1,785,006$22.9T459911.52%
59
AFBALLIANCEBERNSTEIN NATL MUN I
2,048,985$22.2T446738.65%
60
MPABLACKROCK MUNIYIELD PA QLTY
1,899,928$22.1T444428.95%
61
FSCOFS CREDIT OPPORTUNITIES CORP
3,894,173$22.1T444103.07%
62
GAMGENERAL AMERN INVS CO INC
510,885$21.9T441338.49%
63
KKRKKR & CO INC
260,000$21.5T433262.74%Put
64
MMUWESTERN ASSET MANAGED MUNS F
2,099,958$21.4T429553.28%
65
XGDVXGABELLI DIVID & INCOME TR
972,846$21.1T423435.07%
66
MYNBLACKROCK MUNIYIELD N Y QUAL
1,997,464$20.6T415015.92%
67
CLFCLEVELAND-CLIFFS INC NEW
1,009,553$20.6T414639.18%Put
68
EDDMORGAN STANLEY EMERGING MKTS
4,421,970$20.6T414464.35%
69
XPMAXPIONEER MUNICIPAL HIGH INCOM
2,483,505$19.9T400612.86%
70
KTFDWS MUN INCOME TR NEW
2,228,383$19.8T398452.98%
71
NBHNEUBERGER BERMAN MUN FD INC
1,889,906$19.6T393428.69%
72
MUJBLACKROCK MUNIHLDGS NJ QLTY
1,713,114$19.5T393149.20%
73
HQLABRDN LIFE SCIENCES INVESTOR
1,421,300$19.1T384783.37%
74
XRXXEROX HOLDINGS CORP
1,037,326$19.0T382439.92%Put
75
MHNBLACKROCK MUNIHLDGS NY QLTY
1,789,148$18.8T378211.26%
76
MUMICRON TECHNOLOGY INC
220,000$18.8T377625.05%Put
77
BCXBLACKROCK RES & COMMODITIES
2,111,074$18.7T377052.56%
78
HESHESS CORP
129,145$18.6T374462.08%Put
79
NPFDNUVEEN VRIABL RAT PFD & INM
1,128,344$18.3T368791.04%
80
XFEBFIRST TR ENERGY INFRASTRCTR
1,085,708$17.9T359441.61%
81
FMNFEDERATED HERMES PREM MUNI I
1,594,731$17.5T352509.33%
82
FCXFREEPORT-MCMORAN INC
409,686$17.4T350784.38%Put
83
GUGGUGGENHEIM ACTIVE ALLOC FD
1,178,262$17.3T347425.20%
84
XMUIXBLACKROCK MUNICIPAL INCOME
1,466,237$17.1T343275.37%
85
MIOPIONEER MUN HIGH INCOME OPPO
1,609,724$17.0T342225.13%
86
BNYBLACKROCK N Y MUN INCOME TRU
1,604,164$16.9T339752.46%
87
BRWSABA CAPITAL INCOME & OPRNT
2,154,158$16.6T334054.56%
88
BABAALIBABA GROUP HLDG LTD
211,855$16.4T330279.74%
89
UNFIUNITED NAT FOODS INC
1,003,000$16.3T327419.79%Put
90
EPAMEPAM SYS INC
53,819$16.0T321865.50%Put
91
NTGTORTOISE MIDSTRM ENERGY FD I
448,587$15.6T313625.90%
92
VCVINVESCO CALIF VALUE MUN INCO
1,496,145$14.7T294907.11%
93
DSMBNY MELLON STRATEGIC MUN BD
2,518,798$14.4T289277.69%
94
BKFIBNY MELLON MUN INCOME INC
2,195,555$14.3T287040.49%
95
LNCLINCOLN NATL CORP IND
525,608$14.2T285120.47%
96
XJQCXNUVEEN CR STRATEGIES INCOME
2,641,026$13.8T277286.46%
97
FST TR NEW OPPORT MLP & ENE
1,965,760$13.5T272022.24%
98
DWS STRATEGIC MUN INCOME TR
1,550,849$13.4T269818.11%
99
XXHYBXXNEW AMER HIGH INCOME FD INC
1,807,041$12.7T255874.00%
100
NANNUVEEN NEW YORK QLT MUN INC
1,106,266$12.2T245648.51%
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