Saba Capital Management

Saba Capital Management as of June 30, 2020

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 108 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 15.7 $359M 4.4M 81.62
Voya Prime Rate Tr Sh Ben Int 6.5 $148M 36M 4.07
Charter Communications Inc N Cl A Put Option (CHTR) 4.8 $109M 214k 510.04
United States Steel Corporation Put Option (X) 4.0 $91M 13M 7.22
Western Asset Global High Income Fnd (EHI) 3.6 $83M 9.0M 9.25
American Airls Put Option (AAL) 3.4 $77M 5.9M 13.07
Eaton Vance Limited Duration Income Fund (EVV) 2.9 $66M 5.9M 11.27
Western Asst High Incm Opprtnty Fnd (HIO) 2.6 $60M 13M 4.62
Pioneer Floating Rate Trust (PHD) 2.5 $58M 6.1M 9.51
Invesco Van Kampen Dyn Cr Opp Fund 2.4 $56M 6.2M 8.90
Invesco Van Kampen Senior Income Trust (VVR) 2.3 $52M 15M 3.46
Lehman Brothers First Trust IOF (NHS) 2.2 $51M 4.9M 10.35
Hldgs Put Option (UAL) 2.0 $47M 1.4M 34.61
Western Asset High Incm Fd I (HIX) 2.0 $47M 7.5M 6.20
Eaton Vance Floating-Rate Income Trust (EFT) 1.9 $44M 3.8M 11.40
Pgim Global Short Duration H (GHY) 1.8 $42M 3.3M 12.72
Nuveen Floating Rate Income Fund (JFR) 1.8 $41M 5.2M 7.90
Ypf Sociedad Anonima Spon Adr Cl D (YPF) 1.8 $40M 7.0M 5.75
BlackRock Floating Rate Income Strat. Fn (FRA) 1.5 $35M 3.1M 11.18
Eaton Vance Sr Income Tr Sh Ben Int (EVF) 1.4 $32M 6.0M 5.33
Nuveen Global High Income SHS (JGH) 1.3 $31M 2.3M 13.25
Nuveen Cr Strategies Income Com Shs (JQC) 1.2 $27M 4.7M 5.84
Pgim Short Duration High Yie (ISD) 1.2 $27M 2.0M 13.23
Templeton Global Income Fund (SABA) 1.2 $27M 5.0M 5.37
Eaton Vance Senior Floating Rate Fund (EFR) 1.1 $26M 2.3M 11.32
Cnx Resources Corporation Put Option (CNX) 1.1 $25M 2.9M 8.65
First Tr High Income L/s (FSD) 1.1 $25M 1.9M 13.27
Eaton Vance Fltg Rate Incom Com Shs Ben Int 1.0 $24M 1.7M 13.83
Nuveen PA Investnt Quality Municipal (NQP) 1.0 $22M 1.6M 13.57
First Trust/Four Corners SFRI Fund II (FCT) 1.0 $22M 2.0M 10.89
Nuveen Fltng Rte Incm Opp Com Shs 1.0 $22M 2.8M 7.85
Legg Mason Bw Global Income (BWG) 0.9 $22M 1.9M 11.54
Herbalife Nutrition Com Shs Put Option (HLF) 0.9 $21M 469k 44.98
Nuveen Ohio Quality Income M 0.9 $20M 1.4M 15.01
Royce Global Value Tr (RGT) 0.7 $17M 1.4M 11.57
TransDigm Group Incorporated Put Option (TDG) 0.7 $16M 36k 442.04
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.7 $16M 1.3M 12.32
Nuveen Michigan Qlity Incom Municipal 0.6 $15M 1.1M 13.68
Blackstone Gso Strategic Cr Com Shs Ben In (BGB) 0.6 $14M 1.3M 11.42
Nuveen Senior Income Fund 0.6 $14M 3.0M 4.70
General American Investors (GAM) 0.6 $14M 437k 31.82
Nuveen Ins Ny Tx Fr Adv Mun (NRK) 0.6 $13M 1.0M 12.88
New Amer High Income Com New (HYB) 0.6 $13M 1.6M 7.79
Morgan Stanley Emerging Markets Debt (MSD) 0.5 $12M 1.5M 8.49
BlackRock Floating Rate Income Trust (BGT) 0.5 $12M 1.1M 10.98
Apollo Tactical Income Fd In (AIF) 0.5 $12M 960k 12.42
Apollo Sr Floating Rate Fd I (AFT) 0.5 $12M 929k 12.43
Transocean Reg Shs Put Option (RIG) 0.5 $12M 6.3M 1.83
Cleveland-cliffs Put Option (CLF) 0.5 $11M 2.0M 5.52
Nuveen Sht Dur Cr Opp 0.5 $11M 929k 11.79
Blackrock Calif Mun Income T Sh Ben Int (BFZ) 0.4 $10M 768k 13.17
First Eagle Senior Loan Fund Com New 0.4 $8.6M 701k 12.33
Donnelley R R & Sons Co when issued 0.4 $8.2M 6.9M 1.19
Western Asset Corporate Loan F 0.4 $8.1M 945k 8.55
Post Holdings Inc Common Put Option (POST) 0.4 $8.0M 92k 87.62
Nuveen Nj Div Advantage Mun (NXJ) 0.3 $7.9M 595k 13.25
BlackRock MuniHoldings New York Insured (MHN) 0.3 $7.6M 575k 13.28
Blackrock New York Municipal Bond Trust 0.3 $7.6M 484k 15.71
Nuveen Maryland Premium Income Municipal 0.3 $7.5M 581k 12.88
Wells Fargo Income Opportuni Wf Inc Oppty Fd (EAD) 0.3 $7.0M 1000k 7.02
Western Asst Infltn Lkd Inm Com Sh Ben Int (WIA) 0.3 $6.9M 584k 11.78
BlackRock MuniYield Michigan Insured Fnd (MIY) 0.3 $6.0M 441k 13.56
Source Capital (SOR) 0.3 $5.9M 178k 33.08
Vertical Cap Income Shs Ben Int (CCIF) 0.3 $5.8M 595k 9.68
Blackrock Debt Strategies Com New (DSU) 0.2 $5.7M 606k 9.33
Royce Value Trust (RVT) 0.2 $5.6M 445k 12.54
Nuveen Ga Div Adv Mun Fd 2 0.2 $5.4M 443k 12.20
Blackrock MuniHoldings CA Insrd Fnd (MUC) 0.2 $5.3M 372k 14.13
Community Health Systems (CYH) 0.2 $5.1M 1.7M 3.01
Ares Dynamic Cr Allocation (ARDC) 0.2 $4.9M 413k 11.93
Ivy High Income Opportunities 0.2 $4.3M 383k 11.24
Ngl Energy Partners Com Unit Repst Put Option (NGL) 0.2 $4.2M 1.1M 3.90
Uber Technologies Put Option (UBER) 0.2 $4.0M 128k 31.08
BlackRock MuniYield Pennsylvania Insured (MPA) 0.2 $3.6M 266k 13.57
Dividend & Income Com New (BXSY) 0.2 $3.4M 338k 10.18
BlackRock MuniHoldings New Jersey Ins Fn (MUJ) 0.1 $3.1M 229k 13.39
Live Oak Acquisition Corp Unit 99/99/9999 0.1 $3.0M 300k 10.02
Yunhong Intl Unit 99/99/9999 0.1 $3.0M 296k 10.04
Blackrock Ltd Duration Inc T Com Shs (BLW) 0.1 $2.5M 182k 13.93
Allianzgi Nfj Divid Int Prem S cefs 0.1 $2.5M 223k 11.18
AllianceBernstein Global Hgh Incm (AWF) 0.1 $2.4M 242k 10.10
Eaton Vance Cali Muni Bnd Fnd (EVM) 0.1 $2.4M 214k 11.13
Diamondpeak Hldgs Cor Com Cl A 0.1 $2.1M 201k 10.30
Beazer Homes Usa Com New (BZH) 0.1 $2.0M 203k 10.07
Delaware Inv Mn Mun Inc Fd I 0.1 $1.8M 145k 12.65
Neuberger Berman NY Int Mun Common 0.1 $1.6M 142k 11.58
Eaton Vance New York Mun Sh Ben Int 0.1 $1.6M 129k 12.63
Sabre (SABR) 0.1 $1.5M 192k 8.06
Invesco Van Kampen High Inc Trust II (VLT) 0.1 $1.5M 125k 11.95
Aberdeen Asia-Pacific Income Fund (FAX) 0.1 $1.3M 348k 3.81
Amkor Technology (AMKR) 0.1 $1.3M 105k 12.31
Dfp Healthcare Acquisitns Unit 03/31/2025 0.1 $1.1M 108k 10.65
Foley Trasimene Acquistn Cor Unit 99/99/9999 0.0 $1.1M 100k 10.67
Bny Mellon High Yield Strate Sh Ben Int (DHF) 0.0 $1.0M 407k 2.56
Gigcapital3 Unit 99/99/9999 0.0 $1.0M 100k 10.04
BlackRock New York Insured Municipal 0.0 $974k 74k 13.19
Neuberger Ber. CA Intermediate Muni Fund 0.0 $755k 59k 12.86
Standard Diversified Com Cl A 0.0 $614k 48k 12.91
Fortress Value Acquisition C Unit 99/99/9999 0.0 $515k 50k 10.30
Sustainable Opportnts Acq Unit 99/99/9999 0.0 $505k 50k 10.10
Credit Suisse AM Inc Fund (CIK) 0.0 $402k 148k 2.71
Jaws Acquisition Corp Unit 99/99/9999 0.0 $261k 25k 10.44
Oceaneering International (OII) 0.0 $219k 34k 6.38
Hostess Brands *w Exp 11/04/202 0.0 $152k 181k 0.84
Aberdeen Total Dynamic Divd Com Sh Ben Int (AOD) 0.0 $150k 20k 7.69
Blackrock Muniyield Insured Fund (MYI) 0.0 $146k 11k 13.05
First Tr/aberdeen Emerg Opt 0.0 $127k 11k 11.83
Citic Capital Acquisition Unit 99/99/9999 0.0 $111k 11k 10.03