Saba Capital Management

Saba Capital Management as of Sept. 30, 2020

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 142 positions in its portfolio as reported in the September 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) 18.1 $435M 5.2M 83.90
Voya Prime Rate Tr Sh Ben Int 6.7 $160M 36M 4.41
United States Steel Corporation Put Option 4.0 $96M 13M 7.34
American Airls Put Option (AAL) 3.8 $91M 7.4M 12.29
Western Asset Global High Income Fnd (EHI) 3.6 $86M 9.0M 9.64
Templeton Global Income Fund 2.7 $64M 12M 5.35
Western Asst High Incm Opprtnty Fnd (HIO) 2.6 $63M 13M 4.90
Pioneer Floating Rate Trust (PHD) 2.6 $62M 6.1M 10.10
Invesco Van Kampen Dyn Cr Opp Fund 2.3 $56M 6.1M 9.21
Nuveen Floating Rate Income Fund (JFR) 2.3 $56M 6.7M 8.31
Invesco Van Kampen Senior Income Trust (VVR) 2.3 $55M 15M 3.66
Lehman Brothers First Trust IOF (NHS) 2.2 $54M 4.9M 11.09
Eaton Vance Limited Duration Income Fund (EVV) 2.1 $51M 4.5M 11.31
Eaton Vance Sr Income Tr Sh Ben Int (EVF) 2.0 $47M 8.0M 5.87
Western Asset High Incm Fd I (HIX) 1.9 $46M 7.2M 6.40
Eaton Vance Floating-Rate Income Trust (EFT) 1.9 $45M 3.8M 11.88
Pgim Global Short Duration H (GHY) 1.7 $42M 3.2M 13.25
Nuveen Fltng Rte Incm Opp Com Shs 1.5 $36M 4.3M 8.20
Uber Technologies Put Option (UBER) 1.5 $35M 958k 36.48
BlackRock Floating Rate Income Strat. Fn (FRA) 1.4 $35M 3.0M 11.50
Nuveen Global High Income SHS (JGH) 1.2 $29M 2.1M 13.53
Allianzgi Nfj Divid Int Prem S cefs 1.2 $28M 2.4M 11.80
Eaton Vance Senior Floating Rate Fund (EFR) 1.2 $28M 2.4M 11.63
Source Capital 1.0 $24M 662k 36.85
Eaton Vance Fltg Rate Incom Com Shs Ben Int 1.0 $24M 1.7M 14.02
First Tr High Income L/s (FSD) 1.0 $24M 1.7M 13.92
Ypf Sociedad Anonima Spon Adr Cl D (YPF) 1.0 $23M 6.4M 3.57
Nuveen PA Investnt Quality Municipal (NQP) 0.9 $21M 1.6M 13.44
Pgim Short Duration High Yie (ISD) 0.8 $20M 1.5M 13.81
First Trust/Four Corners SFRI Fund II (FCT) 0.8 $19M 1.7M 10.97
Apollo Tactical Income Fd In (AIF) 0.8 $18M 1.4M 12.71
Apollo Sr Floating Rate Fd I (AFT) 0.8 $18M 1.4M 12.82
Royce Global Value Tr (RGT) 0.7 $18M 1.4M 12.28
Nuveen Ohio Quality Income M 0.7 $18M 1.2M 15.03
Nuveen Ins Ny Tx Fr Adv Mun (NRK) 0.7 $18M 1.4M 12.86
Nuveen Senior Income Fund 0.7 $18M 3.6M 4.83
Voya Global Eq Div & Pr Opp (IGD) 0.7 $17M 3.3M 4.95
Nuveen Cr Strategies Income Com Shs (JQC) 0.7 $16M 2.7M 5.91
TransDigm Group Incorporated Put Option (TDG) 0.7 $16M 34k 475.09
Blackstone Gso Strategic Cr Com Shs Ben In (BGB) 0.7 $16M 1.3M 12.22
BlackRock Floating Rate Income Trust (BGT) 0.6 $15M 1.3M 11.23
Legg Mason Bw Global Income (BWG) 0.6 $15M 1.3M 11.51
General American Investors (GAM) 0.6 $15M 437k 33.95
Nuveen Sht Dur Cr Opp 0.6 $15M 1.2M 12.38
Royal Caribbean Cruises Put Option (RCL) 0.6 $14M 213k 64.73
Nuveen Michigan Qlity Incom Municipal 0.6 $14M 952k 14.18
Morgan Stanley Emerging Markets Debt (MSD) 0.6 $13M 1.6M 8.39
Cnx Resources Corporation Put Option (CNX) 0.5 $13M 1.4M 9.44
New Amer High Income Com New 0.5 $13M 1.6M 8.18
Delaware Enhanced Glbl. Div. & Inc. Fund 0.5 $12M 1.3M 8.87
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.5 $11M 892k 12.32
Cleveland-cliffs Put Option (CLF) 0.4 $10M 1.6M 6.42
Donnelley R R & Sons Co when issued 0.4 $10M 7.0M 1.46
Miller Howard High Inc Eqty Com Shs Ben In (HIE) 0.4 $9.7M 1.6M 6.16
Blackrock Calif Mun Income T Sh Ben Int (BFZ) 0.4 $9.6M 728k 13.19
First Eagle Senior Loan Fund Com New 0.4 $9.1M 735k 12.40
Western Asset Corporate Loan F 0.4 $8.8M 945k 9.26
Boeing Company Put Option (BA) 0.4 $8.5M 51k 165.26
Nuveen Nj Div Advantage Mun (NXJ) 0.3 $8.0M 595k 13.53
Blackrock New York Municipal Bond Trust 0.3 $7.7M 484k 15.84
Wells Fargo Income Opportuni Wf Inc Oppty Fd (EAD) 0.3 $7.0M 957k 7.30
Vertical Cap Income Shs Ben Int (CCIF) 0.3 $6.9M 698k 9.93
Post Holdings Inc Common Put Option (POST) 0.3 $6.8M 79k 86.00
Delaware Inv Mn Mun Inc Fd I 0.3 $6.7M 516k 13.00
Guggenheim Enhanced Equity Income Fund. 0.3 $6.7M 1.2M 5.45
Nuveen Diversified Dividend & Income 0.2 $5.9M 761k 7.77
Geo Group Inc/the reit Put Option (GEO) 0.2 $5.7M 501k 11.34
Churchill Capital Corp Iv Cl A 0.2 $5.1M 525k 9.78
Nuveen Maryland Premium Income Municipal 0.2 $5.1M 387k 13.16
Community Health Systems (CYH) 0.2 $4.9M 1.2M 4.22
Voya Infrastructure Industrial & Materia (IDE) 0.2 $4.7M 494k 9.51
Ivy High Income Opportunities 0.2 $4.6M 383k 11.90
Gores Hldgs V Unit 99/99/9999 0.2 $4.5M 439k 10.35
Nuveen Ga Div Adv Mun Fd 2 0.2 $4.5M 366k 12.20
Royce Value Trust (RVT) 0.2 $4.2M 332k 12.64
Ing Global Advantage And Premium Opportunity Fund (IGA) 0.2 $4.0M 474k 8.34
Bny Mellon High Yield Strate Sh Ben Int (DHF) 0.2 $3.7M 1.4M 2.71
Sc Health Corp Com Cl A 0.1 $3.4M 337k 10.08
Ares Dynamic Cr Allocation (ARDC) 0.1 $3.2M 251k 12.68
Yunhong Intl Cl A Shs 0.1 $2.9M 296k 9.84
BlackRock MuniYield Pennsylvania Insured (MPA) 0.1 $2.4M 169k 13.91
Western Asst Infltn Lkd Inm Com Sh Ben Int (WIA) 0.1 $2.1M 169k 12.18
Acon S2 Acquisition Corp Unit 09/15/2027 0.1 $2.0M 200k 10.02
Lionheart Acquisition Corp I Unit 08/13/2025 0.1 $2.0M 200k 9.96
Dividend & Income Com New (BXSY) 0.1 $2.0M 217k 9.10
Transocean Reg Shs Put Option (RIG) 0.1 $1.8M 2.2M 0.81
Beazer Homes Usa Com New (BZH) 0.1 $1.6M 121k 13.20
Live Oak Acquisition Corp Com Cl A 0.1 $1.6M 157k 10.08
Holicity Unit 08/05/2025 0.1 $1.5M 149k 10.35
Voya Natural Res Eq Inc Fund 0.1 $1.4M 581k 2.44
Neuberger Berman NY Int Mun Common 0.1 $1.4M 121k 11.64
Voya International Div Equity Income 0.1 $1.3M 297k 4.43
Eaton Vance New York Mun Sh Ben Int 0.1 $1.3M 102k 12.80
Thunder Brdg Acquistion Ii L Cl A Shs 0.1 $1.3M 126k 10.20
Silver Spike Acquisition Cor Cl A Shs 0.1 $1.3M 127k 10.13
Go Acquisition Corp 0.1 $1.2M 125k 9.84
Comstock Resources (CRK) 0.0 $1.0M 235k 4.38
Dfp Healthcare Acquisitns Com Cl A 0.0 $1.0M 98k 10.36
Foley Trasimene Acquisition Unit 99/99/9999 0.0 $1.0M 99k 10.20
Arclight Clean Transition Unit 09/21/2025 0.0 $1.0M 100k 10.00
Gigcapital3 0.0 $995k 100k 9.95
Artius Acquisition Com Cl A 0.0 $994k 100k 9.94
Alussa Energy Acquisition Shs Cl A 0.0 $947k 95k 9.93
Union Acquisition Corp Ii SHS 0.0 $945k 95k 9.94
Foley Trasimene Acquistn Cor Com Cl A 0.0 $841k 81k 10.35
Wells Fargo Adv Global Dividend Opport (EOD) 0.0 $825k 195k 4.23
Blackrock Debt Strategies Com New (DSU) 0.0 $817k 82k 9.94
Fortress Value Acquisition I Unit 08/10/2027 0.0 $806k 78k 10.31
Stable Rd Acquisition Corp Com Cl A 0.0 $757k 75k 10.08
Neuberger Ber. CA Intermediate Muni Fund 0.0 $713k 55k 12.95
Citic Capital Acquisition Com Cl A 0.0 $704k 72k 9.83
AllianceBernstein Global Hgh Incm (AWF) 0.0 $666k 63k 10.51
Sabre (SABR) 0.0 $628k 97k 6.51
Cc Neuberger Prin Hldgs Ii Shs Cl A 0.0 $603k 60k 10.05
Hpx Corp Shs Cl A 0.0 $590k 60k 9.83
Aspirational Consumer Lifest Unit 99/99/9999 0.0 $586k 59k 10.00
Fast Acquisition Corp Unit 99/99/9999 0.0 $546k 55k 9.96
Experience Invt Corp Com Cl A 0.0 $513k 51k 10.04
Star Peak Energy Transition Unit 99/99/9999 0.0 $513k 50k 10.26
Credit Suisse High Yield Bd Sh Ben Int (DHY) 0.0 $508k 241k 2.11
Ftac Olympus Acquisition Cor Unit 08/24/2025 0.0 $500k 50k 10.00
Peridot Acquisition Corp Unit 99/99/9999 0.0 $499k 50k 9.98
Ace Convergence Acqu Corp Cl A 0.0 $488k 50k 9.76
Kismet Acquisition One Corp Unit 08/06/2025 0.0 $391k 31k 12.78
Invesco Van Kampen High Inc Trust II (VLT) 0.0 $365k 30k 12.27
Cohn Robbins Holdings Corp Unit 08/11/2025 0.0 $364k 36k 10.10
Nuveen Tax-Advantaged Dividend Growth 0.0 $350k 27k 13.06
Amplitude Hlthcre Aqustin Com Cl A 0.0 $298k 30k 9.93
Replay Acquisition Corp 0.0 $164k 16k 10.19
Aberdeen Total Dynamic Divd Com Sh Ben Int (AOD) 0.0 $155k 20k 7.95
Hostess Brands *w Exp 11/04/202 0.0 $149k 181k 0.82
Twc Tech Hldgs Ii Corp Unit 09/10/2025 0.0 $147k 15k 10.16
Acamar Partners Acqsition Cl A 0.0 $146k 14k 10.21
Juniper Indl Hldgs Com Cl A 0.0 $131k 13k 10.48
Churchill Capital Corp Iv *w Exp 08/04/202 0.0 $102k 69k 1.48
Dfp Healthcare Acquisitns *w Exp 03/31/202 0.0 $52k 25k 2.13
Go Acquisition Corp *w Exp 08/31/202 0.0 $46k 42k 1.10
Gigcapital3 *w Exp 05/18/202 0.0 $39k 60k 0.65
Yunhong Intl *w Exp 01/31/202 0.0 $28k 148k 0.19
Hpx Corp *w Exp 07/14/202 0.0 $27k 30k 0.90
Cc Neuberger Prin Hldgs Ii *w Exp 07/29/202 0.0 $25k 15k 1.67
Ace Convergence Acqu Corp *w Exp 09/30/202 0.0 $21k 25k 0.84