Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $1,202,724 (100.0% shares, 0.0% debt)

Holdings (161)

HYG ISHARES 9.6%
Value ($000) $115,635 Shares 1,262,946 Est. Cost $91.56 Unrealized
SPDR SERIES TRUST 4.9%
Value ($000) $58,746 Shares 1,474,557 Est. Cost $39.63 Unrealized
MBI MBIA INC 3.7%
Value ($000) $44,557 Shares 4,355,500 Est. Cost $5.49 Unrealized +0.0%
PIMCO DYNAMIC CR INCOME FD 3.6%
Value ($000) $43,304 Shares 1,946,242 Est. Cost $22.25 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 3.1%
Value ($000) $37,880 Shares 1,145,100 Est. Cost $24.45 Unrealized +5.0%
AGO ASSURED GUARANTY LTD 3.1%
Value ($000) $37,500 Shares 2,000,000 Est. Cost $17.07 Unrealized 0.0%
UNITED STATES STL CORP NEW 2.7%
Value ($000) $32,944 Shares 1,600,000 Est. Cost $17.90 Unrealized
SLM SLM CORP 2.7%
Value ($000) $32,211 Shares 1,293,600 Est. Cost Unrealized
LEA LEAR CORP 2.7%
Value ($000) $32,207 Shares 450,000 Est. Cost Unrealized
GM GENERAL MTRS CO 2.6%
Value ($000) $31,787 Shares 883,721 Est. Cost $23.62 Unrealized +13.2%
STAPLES INC 2.5%
Value ($000) $29,479 Shares 2,012,200 Est. Cost $15.18 Unrealized
LEA LEAR CORP 2.4%
Value ($000) $28,628 Shares 400,000 Est. Cost Unrealized
GLNG GOLAR LNG LTD BERMUDA 2.2%
Value ($000) $26,665 Shares 707,858 Est. Cost $26.01 Unrealized +8.0%
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 1.4%
Value ($000) $17,192 Shares 800,000 Est. Cost $18.77 Unrealized
PIMCO DYNAMIC INCOME FD 1.4%
Value ($000) $16,583 Shares 577,995 Est. Cost $28.69 Unrealized
ALCOA INC 1.4%
Value ($000) $16,575 Shares 2,041,300 Est. Cost $7.96 Unrealized
DOUBLELINE INCOME SOLUTIONS 1.3%
Value ($000) $16,234 Shares 739,585 Est. Cost $21.95 Unrealized
RDN RADIAN GROUP INC 1.3%
Value ($000) $15,699 Shares 1,126,991 Est. Cost $11.02 Unrealized 0.0%
AGG ISHARES 1.2%
Value ($000) $14,929 Shares 139,266 Est. Cost $107.20 Unrealized
BLACKROCK MULTI-SECTOR INC T 1.2%
Value ($000) $14,300 Shares 857,801 Est. Cost $16.67 Unrealized
TEEKAY CORPORATION 1.2%
Value ($000) $14,196 Shares 332,074 Est. Cost $40.63 Unrealized
BLACKROCK CR ALLCTN INC TR 1.1%
Value ($000) $13,375 Shares 1,025,683 Est. Cost $13.04 Unrealized
BARCLAYS BK PLC 1.1%
Value ($000) $12,923 Shares 219,800 Est. Cost Unrealized
SWK STANLEY BLACK & DECKER INC 1.0%
Value ($000) $12,460 Shares 137,573 Est. Cost $56.98 Unrealized +10.0%
AMKR AMKOR TECHNOLOGY INC 1.0%
Value ($000) $12,382 Shares 2,886,284 Est. Cost $3.95 Unrealized +1.3%
MBI MBIA INC 1.0%
Value ($000) $12,266 Shares 1,199,000 Est. Cost $5.49 Unrealized +0.0%
WELLS FARGO ADVANTAGE INCOME COM 1.0%
Value ($000) $12,219 Shares 1,357,628 Est. Cost $9.00 Unrealized
STAPLES INC 1.0%
Value ($000) $11,828 Shares 807,360 Est. Cost $15.18 Unrealized
DAL DELTA AIR LINES INC DEL 1.0%
Value ($000) $11,795 Shares 500,000 Est. Cost Unrealized
FOSTER WHEELER AG 1.0%
Value ($000) $11,557 Shares 438,764 Est. Cost $22.24 Unrealized
ABERDEEN ASIA PACIFIC INCOM 1.0%
Value ($000) $11,505 Shares 1,898,525 Est. Cost $6.06 Unrealized
TMUS T-MOBILE US INC 0.9%
Value ($000) $11,203 Shares 431,378 Est. Cost $20.07 Unrealized +17.6%
GLW CORNING INC 0.9%
Value ($000) $10,919 Shares 748,397 Est. Cost $10.49 Unrealized +2.5%
HILLSHIRE BRANDS CO 0.9%
Value ($000) $10,757 Shares 349,923 Est. Cost $32.47 Unrealized
AGO ASSURED GUARANTY LTD 0.8%
Value ($000) $9,489 Shares 506,100 Est. Cost $17.07 Unrealized 0.0%
WESTERN ASSET EMRG MKT DEBT 0.7%
Value ($000) $8,898 Shares 495,973 Est. Cost $17.94 Unrealized
CROSSTEX ENERGY INC 0.7%
Value ($000) $8,813 Shares 421,883 Est. Cost $19.76 Unrealized
ENCANA CORP 0.7%
Value ($000) $8,705 Shares 502,300 Est. Cost $17.15 Unrealized
BLACKROCK DEBT STRAT FD INC 0.7%
Value ($000) $8,597 Shares 2,138,588 Est. Cost $4.02 Unrealized
LEXMARK INTL NEW 0.7%
Value ($000) $8,250 Shares 250,000 Est. Cost $30.49 Unrealized
WESTERN ASSET HIGH INCM OPP 0.7%
Value ($000) $8,083 Shares 1,353,855 Est. Cost $5.97 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.6%
Value ($000) $7,602 Shares 201,800 Est. Cost $26.01 Unrealized +8.0%
MGM MGM RESORTS INTERNATIONAL 0.6%
Value ($000) $7,262 Shares 355,265 Est. Cost $13.35 Unrealized +23.2%
ALCOA INC 0.6%
Value ($000) $7,167 Shares 882,601 Est. Cost $7.96 Unrealized
DVN DEVON ENERGY CORP NEW 0.6%
Value ($000) $7,070 Shares 122,400 Est. Cost $37.00 Unrealized +3.0%
HCP INC 0.6%
Value ($000) $7,029 Shares 171,645 Est. Cost $42.82 Unrealized
BLACKROCK CORPOR HI YLD FD V 0.6%
Value ($000) $6,997 Shares 595,020 Est. Cost $11.76 Unrealized
BPOP POPULAR INC 0.6%
Value ($000) $6,859 Shares 261,300 Est. Cost $23.74 Unrealized 0.0%
APOLLO TACTICAL INCOME FD IN 0.6%
Value ($000) $6,688 Shares 400,506 Est. Cost $16.70 Unrealized
THC TENET HEALTHCARE CORP 0.5%
Value ($000) $6,563 Shares 159,341 Est. Cost $43.57 Unrealized -4.0%
BLACKROCK CORPOR HIGH YLD FD 0.5%
Value ($000) $6,326 Shares 879,775 Est. Cost $7.19 Unrealized
HAS HASBRO INC 0.5%
Value ($000) $6,289 Shares 133,419 Est. Cost $30.22 Unrealized +3.4%
ETR ENTERGY CORP NEW 0.5%
Value ($000) $6,266 Shares 99,167 Est. Cost $20.50 Unrealized -1.9%
BLACKROCK CORPOR HI YLD FD V 0.5%
Value ($000) $6,010 Shares 495,845 Est. Cost $12.12 Unrealized
BARCLAYS BK PLC 0.5%
Value ($000) $5,880 Shares 100,000 Est. Cost Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.5%
Value ($000) $5,830 Shares 140,491 Est. Cost $37.05 Unrealized -4.3%
EATON VANCE LTD DUR INCOME F 0.5%
Value ($000) $5,771 Shares 368,987 Est. Cost $15.64 Unrealized
KALU KAISER ALUMINUM CORP 0.5%
Value ($000) $5,564 Shares 78,096 Est. Cost $43.35 Unrealized +7.7%
PENNEY J C INC 0.5%
Value ($000) $5,557 Shares 630,000 Est. Cost $10.24 Unrealized
DDS DILLARDS INC 0.4%
Value ($000) $5,324 Shares 67,990 Est. Cost $59.94 Unrealized 0.0%
UHS UNIVERSAL HLTH SVCS INC 0.4%
Value ($000) $5,279 Shares 70,400 Est. Cost $62.83 Unrealized +5.7%
WESTERN ASSET GLB HI INCOME 0.4%
Value ($000) $4,886 Shares 395,629 Est. Cost $12.35 Unrealized
WEATHERFORD INTERNATIONAL LT 0.4%
Value ($000) $4,839 Shares 315,624 Est. Cost $13.70 Unrealized
WEN WENDYS CO 0.4%
Value ($000) $4,790 Shares 564,874 Est. Cost $5.79 Unrealized +29.4%
BND VANGUARD BD INDEX FD INC 0.4%
Value ($000) $4,781 Shares 59,117 Est. Cost $80.87 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 0.4%
Value ($000) $4,767 Shares 57,145 Est. Cost $83.34 Unrealized
ALLIANCEBERNSTEIN GBL HGH IN 0.4%
Value ($000) $4,709 Shares 313,329 Est. Cost $15.03 Unrealized
BLACKROCK CORPOR HI YLD III 0.4%
Value ($000) $4,695 Shares 643,207 Est. Cost $7.30 Unrealized
FIRST TR INTER DUR PFD & IN 0.4%
Value ($000) $4,681 Shares 219,264 Est. Cost $21.35 Unrealized
NUVEEN MTG OPPORTUNITY TERM 0.4%
Value ($000) $4,378 Shares 184,278 Est. Cost $23.76 Unrealized
BLACKROCK CORE BD TR 0.4%
Value ($000) $4,376 Shares 336,626 Est. Cost $13.00 Unrealized
HCA HCA HOLDINGS INC 0.4%
Value ($000) $4,326 Shares 101,200 Est. Cost $35.96 Unrealized +1.0%
WESTERN ASSET EMRG MKT INCM 0.4%
Value ($000) $4,313 Shares 343,921 Est. Cost $12.54 Unrealized
BLACKROCK INCOME OPP TRUST I 0.3%
Value ($000) $4,182 Shares 422,432 Est. Cost $9.90 Unrealized
MORGAN STANLEY EM MKTS DM DE 0.3%
Value ($000) $4,152 Shares 294,437 Est. Cost $14.10 Unrealized
WESTERN ASSET MGD HI INCM FD 0.3%
Value ($000) $4,139 Shares 727,417 Est. Cost $5.69 Unrealized
CSX CSX CORP 0.3%
Value ($000) $4,081 Shares 158,560 Est. Cost $6.66 Unrealized +3.0%
BROOKFIELD MTG OPP INC FD IN 0.3%
Value ($000) $4,061 Shares 239,596 Est. Cost $16.95 Unrealized
ALCOA INC 0.3%
Value ($000) $4,060 Shares 500,000 Est. Cost $7.96 Unrealized
NSC NORFOLK SOUTHERN CORP 0.3%
Value ($000) $3,883 Shares 50,200 Est. Cost $57.67 Unrealized -1.2%
WESTERN ASSET HGH YLD DFNDFD 0.3%
Value ($000) $3,552 Shares 198,897 Est. Cost $17.86 Unrealized
BPOP POPULAR INC 0.3%
Value ($000) $3,541 Shares 135,000 Est. Cost $23.74 Unrealized 0.0%
BLACKROCK HIGH INCOME SHS 0.3%
Value ($000) $3,414 Shares 1,641,507 Est. Cost $2.08 Unrealized
USIG ISHARES 0.3%
Value ($000) $3,276 Shares 30,571 Est. Cost $107.15 Unrealized
FOREST OIL CORP 0.3%
Value ($000) $3,263 Shares 534,868 Est. Cost $4.09 Unrealized
ITRI ITRON INC 0.3%
Value ($000) $3,193 Shares 74,551 Est. Cost $42.64 Unrealized -4.0%
VRE MACK CALI RLTY CORP 0.3%
Value ($000) $3,126 Shares 142,460 Est. Cost $21.94 Unrealized
WESTERN ASSET GLOBAL CP DEFI 0.3%
Value ($000) $3,033 Shares 170,498 Est. Cost $17.79 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.2%
Value ($000) $2,883 Shares 259,288 Est. Cost $11.12 Unrealized
BLACKROCK LTD DURATION INC T 0.2%
Value ($000) $2,707 Shares 159,536 Est. Cost $16.97 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value ($000) $2,506 Shares 56,313 Est. Cost $47.28 Unrealized 0.0%
AMERICAN CAPITAL AGENCY CORP 0.2%
Value ($000) $2,418 Shares 107,115 Est. Cost $22.57 Unrealized
NEUBERGER BERMAN HGH YLD FD 0.2%
Value ($000) $2,380 Shares 182,223 Est. Cost $13.06 Unrealized
FLAHERTY & CRUMRINE DYN PFD 0.2%
Value ($000) $2,376 Shares 111,358 Est. Cost $21.34 Unrealized
PUTNAM PREMIER INCOME TR 0.2%
Value ($000) $2,172 Shares 412,883 Est. Cost $5.26 Unrealized
PEABODY ENERGY CORP 0.2%
Value ($000) $2,162 Shares 125,325 Est. Cost $14.64 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.2%
Value ($000) $2,121 Shares 95,359 Est. Cost $22.24 Unrealized
ABERDEEN GLOBAL INCOME FD IN 0.2%
Value ($000) $2,077 Shares 191,745 Est. Cost $10.83 Unrealized
BROOKFIELD TOTAL RETURN FD I 0.2%
Value ($000) $2,065 Shares 90,004 Est. Cost $22.94 Unrealized
ARMOUR RESIDENTIAL REIT INC 0.2%
Value ($000) $2,008 Shares 478,119 Est. Cost $4.20 Unrealized
BLACKROCK STRTGC BOND TR 0.2%
Value ($000) $1,946 Shares 150,274 Est. Cost $12.95 Unrealized
NRG NRG ENERGY INC 0.1%
Value ($000) $1,621 Shares 59,300 Est. Cost $20.46 Unrealized +0.9%
DWS HIGH INCOME TR 0.1%
Value ($000) $1,608 Shares 177,705 Est. Cost $9.05 Unrealized
INVESCO DYNAMIC CR OPP FD 0.1%
Value ($000) $1,597 Shares 124,184 Est. Cost $12.86 Unrealized
INVESCO HIGH INCOME TR II 0.1%
Value ($000) $1,526 Shares 95,854 Est. Cost $15.92 Unrealized
MANAGED HIGH YIELD PLUS FD I 0.1%
Value ($000) $1,486 Shares 743,235 Est. Cost $2.00 Unrealized
BARRICK GOLD CORP 0.1%
Value ($000) $1,449 Shares 77,802 Est. Cost $15.74 Unrealized
FIRST TR HIGH INCOME L/S FD 0.1%
Value ($000) $1,434 Shares 81,758 Est. Cost $17.54 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.1%
Value ($000) $1,410 Shares 112,209 Est. Cost $12.57 Unrealized
UNITED STATES STL CORP NEW 0.1%
Value ($000) $1,404 Shares 68,200 Est. Cost $17.90 Unrealized
GLOBAL HIGH INCOME FUND INC 0.1%
Value ($000) $1,308 Shares 127,113 Est. Cost $10.29 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $1,217 Shares 55,625 Est. Cost $21.88 Unrealized
INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $1,199 Shares 63,330 Est. Cost $16.71 Unrealized
LEGG MASON BW GLB INC OPP FD 0.1%
Value ($000) $1,149 Shares 68,680 Est. Cost $16.73 Unrealized
STONE HBR EMERG MRKTS INC FD 0.1%
Value ($000) $1,104 Shares 56,240 Est. Cost $19.63 Unrealized
MFS GOVT MKTS INCOME TR 0.1%
Value ($000) $1,082 Shares 190,836 Est. Cost $5.67 Unrealized
ANNALY CAP MGMT INC 0.1%
Value ($000) $1,080 Shares 93,231 Est. Cost $11.58 Unrealized
BLACKROCK HIGH YIELD TR 0.1%
Value ($000) $1,079 Shares 156,404 Est. Cost $6.90 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.1%
Value ($000) $1,065 Shares 82,763 Est. Cost $12.87 Unrealized
AG MTG INVT TR INC 0.1%
Value ($000) $928 Shares 55,829 Est. Cost $16.62 Unrealized
THR THERMON GROUP HLDGS INC 0.1%
Value ($000) $857 Shares 37,102 Est. Cost $21.16 Unrealized 0.0%
ALPHA NATURAL RESOURCES INC 0.1%
Value ($000) $828 Shares 138,880 Est. Cost $5.55 Unrealized
HLF HERBALIFE LTD 0.1%
Value ($000) $788 Shares 11,300 Est. Cost Unrealized
XJPIX NUVEEN PFD & INCOME TERM FD 0.1%
Value ($000) $767 Shares 33,822 Est. Cost $22.68 Unrealized
WESTERN ASSET MTG DEF OPPTY 0.1%
Value ($000) $763 Shares 33,898 Est. Cost $22.51 Unrealized
DYNEGY INC NEW DEL 0.1%
Value ($000) $705 Shares 510,952 Est. Cost $1.85 Unrealized
CALAMOS GBL DYN INCOME FUND 0.1%
Value ($000) $691 Shares 81,142 Est. Cost $8.52 Unrealized
LMP CAP & INCOME FD INC 0.1%
Value ($000) $639 Shares 43,000 Est. Cost $14.86 Unrealized
BIOAMBER INC 0.1%
Value ($000) $625 Shares 127,450 Est. Cost $6.80 Unrealized
MFS MULTIMARKET INCOME TR 0.1%
Value ($000) $609 Shares 92,072 Est. Cost $6.61 Unrealized
POLYPORE INTL INC 0.0%
Value ($000) $598 Shares 14,603 Est. Cost $40.31 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $545 Shares 45,813 Est. Cost $11.90 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $534 Shares 47,729 Est. Cost $11.19 Unrealized
MFS CHARTER INCOME TR 0.0%
Value ($000) $532 Shares 59,399 Est. Cost $8.96 Unrealized
FIRST TR STRATEGIC HIGH INC 0.0%
Value ($000) $528 Shares 33,171 Est. Cost $15.92 Unrealized
INVESCO MORTGAGE CAPITAL INC 0.0%
Value ($000) $508 Shares 33,000 Est. Cost $15.39 Unrealized
AVENUE INCOME CR STRATEGIES 0.0%
Value ($000) $500 Shares 29,581 Est. Cost $16.90 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.0%
Value ($000) $482 Shares 5,875 Est. Cost $82.04 Unrealized
APOLLO RESIDENTIAL MTG INC 0.0%
Value ($000) $438 Shares 30,000 Est. Cost $14.60 Unrealized
BLV VANGUARD BD INDEX FD INC 0.0%
Value ($000) $430 Shares 5,175 Est. Cost $83.09 Unrealized
TIME WARNER CABLE INC 0.0%
Value ($000) $396 Shares 3,548 Est. Cost $112.48 Unrealized
FIRST TR ABERDEEN GLBL OPP F 0.0%
Value ($000) $387 Shares 26,600 Est. Cost $14.55 Unrealized
ARES DYNAMIC CR ALLOCATION F 0.0%
Value ($000) $355 Shares 19,585 Est. Cost $18.13 Unrealized
NUVEEN CR STRATEGIES INCM FD 0.0%
Value ($000) $344 Shares 36,796 Est. Cost $9.35 Unrealized
STRATEGIC GLOBAL INCOME FD 0.0%
Value ($000) $316 Shares 33,969 Est. Cost $9.30 Unrealized
NUVEEN FLOATING RATE INCOME 0.0%
Value ($000) $274 Shares 22,925 Est. Cost $11.95 Unrealized
APOLLO SR FLOATING RATE FD I 0.0%
Value ($000) $266 Shares 14,900 Est. Cost $17.85 Unrealized
EATON VANCE FLTG RATE INCOM 0.0%
Value ($000) $254 Shares 14,202 Est. Cost $17.88 Unrealized
STONE HBR EMERG MKTS TL INC 0.0%
Value ($000) $234 Shares 11,740 Est. Cost $19.93 Unrealized
NUVEEN SR INCOME FD 0.0%
Value ($000) $223 Shares 30,989 Est. Cost $7.20 Unrealized
MORGAN STANLEY EMER MKTS DEB 0.0%
Value ($000) $218 Shares 21,826 Est. Cost $9.99 Unrealized
NUVEEN FLEXIBLE INVT INCOME 0.0%
Value ($000) $211 Shares 12,715 Est. Cost $16.59 Unrealized
NEXPOINT CR STRATEGIES FD 0.0%
Value ($000) $194 Shares 25,300 Est. Cost $7.67 Unrealized
CLOUGH GLOBAL ALLOCATION FD 0.0%
Value ($000) $188 Shares 12,367 Est. Cost $15.20 Unrealized
MFS INTERMARKET INCOME TRUST 0.0%
Value ($000) $163 Shares 20,322 Est. Cost $8.02 Unrealized
CYS INVTS INC 0.0%
Value ($000) $134 Shares 16,500 Est. Cost $8.12 Unrealized
CALAMOS CONV & HIGH INCOME F 0.0%
Value ($000) $130 Shares 10,361 Est. Cost $12.55 Unrealized
MFS INTER INCOME TR 0.0%
Value ($000) $130 Shares 24,410 Est. Cost $5.33 Unrealized
BIOAMBER INC 0.0%
Value ($000) $103 Shares 128,450 Est. Cost $0.54 Unrealized
ADVENT CLAY CONV SEC INC FD 0.0%
Value ($000) $100 Shares 14,408 Est. Cost $6.94 Unrealized
ALPINE GLOBAL DYNAMIC DIVD F 0.0%
Value ($000) $65 Shares 13,600 Est. Cost $4.78 Unrealized