Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

Total Value ($000): $1,246,818 (100.0% shares, 0.0% debt)

Holdings (147)

BLACKROCK CORPOR HI YLD FD I 6.4%
Value ($000) $79,564 Shares 6,979,323 Est. Cost $12.16 Unrealized
RIG TRANSOCEAN LTD 5.7%
Value ($000) $71,456 Shares 3,898,300 Est. Cost Unrealized
BLACKROCK DEBT STRAT FD INC 4.7%
Value ($000) $58,851 Shares 15,820,136 Est. Cost $4.04 Unrealized
PIMCO DYNAMIC CR INCOME FD 3.7%
Value ($000) $46,592 Shares 2,256,284 Est. Cost $22.38 Unrealized
BLACKROCK CR ALLCTN INC TR 3.3%
Value ($000) $40,875 Shares 3,163,682 Est. Cost $13.72 Unrealized
MORGAN STANLEY EM MKTS DM DE 2.9%
Value ($000) $36,591 Shares 3,465,097 Est. Cost $13.11 Unrealized
BLACKROCK MULTI-SECTOR INC T 2.7%
Value ($000) $33,633 Shares 2,005,559 Est. Cost $17.15 Unrealized
PUTNAM PREMIER INCOME TR 2.5%
Value ($000) $30,871 Shares 5,880,265 Est. Cost $5.48 Unrealized
WELLS FARGO ADVANTAGE INCOME 2.4%
Value ($000) $30,200 Shares 3,397,049 Est. Cost $9.11 Unrealized
MBI MBIA INC 2.4%
Value ($000) $30,179 Shares 3,163,400 Est. Cost $4.73 Unrealized -11.1%
BLACKSTONE GSO STRATEGIC CR 2.3%
Value ($000) $28,405 Shares 1,723,585 Est. Cost $16.93 Unrealized
ABERDEEN ASIA PACIFIC INCOM 2.2%
Value ($000) $27,907 Shares 5,028,347 Est. Cost $6.27 Unrealized
BPOP POPULAR INC 2.2%
Value ($000) $27,659 Shares 812,300 Est. Cost $24.05 Unrealized -1.7%
PENNEY J C INC 2.1%
Value ($000) $26,051 Shares 4,020,200 Est. Cost Unrealized
WESTERN ASSET HGH YLD DFNDFD 2.1%
Value ($000) $25,853 Shares 1,639,390 Est. Cost $17.71 Unrealized
CONSOL ENERGY INC 1.8%
Value ($000) $23,025 Shares 681,000 Est. Cost $33.81 Unrealized
WELLS FARGO ADVANTAGE MULTI 1.8%
Value ($000) $22,399 Shares 1,643,375 Est. Cost $14.15 Unrealized
WESTERN ASSET MGD HI INCM FD 1.8%
Value ($000) $22,049 Shares 4,314,910 Est. Cost $5.71 Unrealized
NUVEEN MTG OPPORTUNITY TERM 1.7%
Value ($000) $20,644 Shares 891,750 Est. Cost $23.75 Unrealized
WESTERN ASSET EMRG MKT INCM 1.4%
Value ($000) $18,047 Shares 1,648,089 Est. Cost $12.09 Unrealized
GLOBAL HIGH INCOME FUND INC 1.4%
Value ($000) $17,527 Shares 1,987,215 Est. Cost $10.00 Unrealized
BND VANGUARD BD INDEX FD INC 1.4%
Value ($000) $17,232 Shares 209,205 Est. Cost $82.37 Unrealized
SEARS HLDGS CORP 1.4%
Value ($000) $16,945 Shares 513,800 Est. Cost $25.19 Unrealized
WESTERN ASSET HIGH INCM OPP 1.3%
Value ($000) $16,499 Shares 3,072,438 Est. Cost $6.01 Unrealized
MFS MULTIMARKET INCOME TR 1.3%
Value ($000) $16,189 Shares 2,490,689 Est. Cost $6.54 Unrealized
MFS CHARTER INCOME TR 1.2%
Value ($000) $15,285 Shares 1,663,266 Est. Cost $9.08 Unrealized
MUR MURPHY OIL CORP 1.2%
Value ($000) $15,156 Shares 300,000 Est. Cost $33.71 Unrealized 0.0%
WESTERN ASSET GLOBAL CP DEFI 1.2%
Value ($000) $15,091 Shares 848,772 Est. Cost $18.07 Unrealized
FRANKLIN LTD DURATION INC TR 1.2%
Value ($000) $15,089 Shares 1,237,813 Est. Cost $12.88 Unrealized
WESTERN ASSET EMRG MKT DEBT 1.2%
Value ($000) $14,524 Shares 921,565 Est. Cost $17.59 Unrealized
BARCLAYS BK PLC 1.1%
Value ($000) $14,315 Shares 454,300 Est. Cost Unrealized
TALISMAN ENERGY INC 1.0%
Value ($000) $12,608 Shares 1,610,260 Est. Cost $9.09 Unrealized
NEUBERGER BERMAN HGH YLD FD 1.0%
Value ($000) $12,145 Shares 987,417 Est. Cost $13.24 Unrealized
DEUTSCHE HIGH INCOME TR 0.9%
Value ($000) $11,611 Shares 1,328,512 Est. Cost $8.93 Unrealized
BLACKSTONE GSO LNG SHRT CR I 0.9%
Value ($000) $10,663 Shares 686,581 Est. Cost $17.16 Unrealized
HANCOCK JOHN PREMUIM DIV FD 0.8%
Value ($000) $10,545 Shares 766,901 Est. Cost $12.36 Unrealized
MANAGED HIGH YIELD PLUS FD I 0.8%
Value ($000) $10,498 Shares 5,831,973 Est. Cost $2.06 Unrealized
DEUTSCHE HIGH INCOME OPPORT 0.8%
Value ($000) $10,284 Shares 733,003 Est. Cost $14.64 Unrealized
BLACKROCK CORE BD TR 0.8%
Value ($000) $9,913 Shares 750,974 Est. Cost $12.97 Unrealized
BARRICK GOLD CORP 0.8%
Value ($000) $9,474 Shares 881,344 Est. Cost $16.66 Unrealized
LEGG MASON BW GLB INC OPP FD 0.7%
Value ($000) $9,032 Shares 540,511 Est. Cost $17.20 Unrealized
VRE MACK CALI RLTY CORP 0.7%
Value ($000) $8,989 Shares 471,634 Est. Cost $21.35 Unrealized
INVESCO DYNAMIC CR OPP FD 0.7%
Value ($000) $8,880 Shares 749,394 Est. Cost $12.12 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 0.7%
Value ($000) $8,873 Shares 1,041,482 Est. Cost $8.85 Unrealized
LQD ISHARES 0.6%
Value ($000) $7,852 Shares 65,753 Est. Cost $118.92 Unrealized
FIRST TR HIGH INCOME L/S FD 0.6%
Value ($000) $7,627 Shares 476,666 Est. Cost $17.47 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.6%
Value ($000) $7,173 Shares 436,319 Est. Cost $16.89 Unrealized
PUTNAM MASTER INTER INCOME T 0.6%
Value ($000) $7,171 Shares 1,490,812 Est. Cost $5.08 Unrealized
NUVEEN QUALITY PFD INC FD 3 0.6%
Value ($000) $7,154 Shares 858,778 Est. Cost $8.30 Unrealized
APOLLO TACTICAL INCOME FD IN 0.5%
Value ($000) $6,483 Shares 406,212 Est. Cost $18.35 Unrealized
DGX QUEST DIAGNOSTICS INC 0.5%
Value ($000) $6,387 Shares 95,250 Est. Cost $45.89 Unrealized +10.1%
HCP INC 0.5%
Value ($000) $6,125 Shares 139,099 Est. Cost $40.38 Unrealized
CONSOL ENERGY INC 0.4%
Value ($000) $5,511 Shares 163,000 Est. Cost $33.81 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.4%
Value ($000) $5,438 Shares 554,908 Est. Cost $10.68 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.4%
Value ($000) $4,951 Shares 433,944 Est. Cost $12.37 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.4%
Value ($000) $4,832 Shares 595,814 Est. Cost $8.35 Unrealized
TRINSEO S A 0.4%
Value ($000) $4,582 Shares 262,569 Est. Cost $20.54 Unrealized
AK STL HLDG CORP 0.4%
Value ($000) $4,422 Shares 744,370 Est. Cost $7.96 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.3%
Value ($000) $4,272 Shares 1,612,190 Est. Cost $2.82 Unrealized
KBR KBR INC 0.3%
Value ($000) $4,271 Shares 251,991 Est. Cost $21.13 Unrealized -28.1%
MBI MBIA INC 0.3%
Value ($000) $4,225 Shares 442,840 Est. Cost $4.73 Unrealized -11.1%
SPY SPDR S&P 500 ETF TR 0.3%
Value ($000) $4,110 Shares 20,000 Est. Cost $197.02 Unrealized
ROADRUNNER TRNSN SVCS HLDG I 0.3%
Value ($000) $4,069 Shares 174,269 Est. Cost $25.52 Unrealized
UNF UNIFIRST CORP MASS 0.3%
Value ($000) $3,974 Shares 32,720 Est. Cost $96.21 Unrealized +7.9%
GRACE W R & CO DEL NEW 0.3%
Value ($000) $3,805 Shares 39,888 Est. Cost $92.78 Unrealized
FLEX FLEXTRONICS INTL LTD 0.3%
Value ($000) $3,598 Shares 311,225 Est. Cost $7.43 Unrealized +6.4%
DYNEGY INC NEW DEL 0.3%
Value ($000) $3,501 Shares 868,769 Est. Cost $1.76 Unrealized
NUVEEN CR STRATEGIES INCM FD 0.3%
Value ($000) $3,372 Shares 384,547 Est. Cost $8.96 Unrealized
ALCOA INC 0.3%
Value ($000) $3,330 Shares 210,900 Est. Cost Unrealized
GNW GENWORTH FINL INC 0.3%
Value ($000) $3,225 Shares 379,378 Est. Cost $14.46 Unrealized -27.4%
WEN WENDYS CO 0.3%
Value ($000) $3,120 Shares 345,464 Est. Cost $6.02 Unrealized +40.3%
SKYW SKYWEST INC 0.2%
Value ($000) $3,057 Shares 230,229 Est. Cost $11.29 Unrealized -4.6%
MTRX MATRIX SVC CO 0.2%
Value ($000) $3,035 Shares 135,959 Est. Cost $26.03 Unrealized -13.6%
HII HUNTINGTON INGALLS INDS INC 0.2%
Value ($000) $2,931 Shares 26,064 Est. Cost $80.84 Unrealized +5.7%
ROCK-TENN CO 0.2%
Value ($000) $2,796 Shares 45,846 Est. Cost $56.35 Unrealized
STRATEGIC GLOBAL INCOME FD 0.2%
Value ($000) $2,792 Shares 329,287 Est. Cost $9.18 Unrealized
IGLB ISHARES 0.2%
Value ($000) $2,742 Shares 44,553 Est. Cost $61.54 Unrealized
INVESCO HIGH INCOME TR II 0.2%
Value ($000) $2,680 Shares 178,560 Est. Cost $16.12 Unrealized
ROWAN COMPANIES PLC 0.2%
Value ($000) $2,651 Shares 113,684 Est. Cost $25.31 Unrealized
BPOP POPULAR INC 0.2%
Value ($000) $2,513 Shares 73,789 Est. Cost $24.05 Unrealized -1.7%
MUR MURPHY OIL CORP 0.2%
Value ($000) $2,487 Shares 49,220 Est. Cost $33.71 Unrealized 0.0%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $2,484 Shares 93,017 Est. Cost $5.21 Unrealized +0.3%
EME EMCOR GROUP INC 0.2%
Value ($000) $2,460 Shares 55,288 Est. Cost $40.83 Unrealized +0.3%
BLACKROCK LTD DURATION INC T 0.2%
Value ($000) $2,353 Shares 149,690 Est. Cost $17.09 Unrealized
DELAWARE INVTS DIV & INCOME 0.2%
Value ($000) $2,347 Shares 238,291 Est. Cost $10.50 Unrealized
PEABODY ENERGY CORP 0.2%
Value ($000) $2,334 Shares 301,500 Est. Cost $12.87 Unrealized
PEABODY ENERGY CORP 0.2%
Value ($000) $2,191 Shares 283,052 Est. Cost $12.87 Unrealized
MAS MASCO CORP 0.2%
Value ($000) $2,175 Shares 86,328 Est. Cost $16.57 Unrealized +5.7%
CREDIT SUISSE ASSET MGMT INC 0.2%
Value ($000) $2,169 Shares 659,168 Est. Cost $3.58 Unrealized
WOR WORTHINGTON INDS INC 0.2%
Value ($000) $2,153 Shares 71,560 Est. Cost $22.13 Unrealized 0.0%
INVESCO BD FD 0.2%
Value ($000) $2,126 Shares 115,531 Est. Cost $17.84 Unrealized
WERN WERNER ENTERPRISES INC 0.2%
Value ($000) $2,124 Shares 68,171 Est. Cost $25.63 Unrealized +9.9%
AVERY DENNISON CORP 0.2%
Value ($000) $1,997 Shares 38,492 Est. Cost $51.88 Unrealized
VMBS VANGUARD SCOTTSDALE FDS 0.2%
Value ($000) $1,946 Shares 36,709 Est. Cost $51.08 Unrealized
QLTA ISHARES 0.2%
Value ($000) $1,907 Shares 36,831 Est. Cost $51.45 Unrealized
BLACKROCK INCOME TR INC 0.1%
Value ($000) $1,848 Shares 288,813 Est. Cost $6.46 Unrealized
TECK TECK RESOURCES LTD 0.1%
Value ($000) $1,754 Shares 128,556 Est. Cost $22.67 Unrealized -32.7%
ORBITZ WORLDWIDE INC 0.1%
Value ($000) $1,687 Shares 205,011 Est. Cost $8.23 Unrealized
SPX CORP 0.1%
Value ($000) $1,671 Shares 19,448 Est. Cost $85.92 Unrealized
EATON VANCE SH TM DR DIVR IN 0.1%
Value ($000) $1,648 Shares 116,443 Est. Cost $15.12 Unrealized
PAREXEL INTL CORP 0.1%
Value ($000) $1,621 Shares 29,178 Est. Cost $55.56 Unrealized
AEGEAN MARINE PETROLEUM NETW 0.1%
Value ($000) $1,604 Shares 114,399 Est. Cost $9.17 Unrealized
NRG NRG ENERGY INC 0.1%
Value ($000) $1,598 Shares 59,300 Est. Cost Unrealized
ASCENA RETAIL GROUP INC 0.1%
Value ($000) $1,526 Shares 121,498 Est. Cost $12.56 Unrealized
FMC F M C CORP 0.1%
Value ($000) $1,515 Shares 26,559 Est. Cost $38.13 Unrealized 0.0%
ARCTIC CAT INC 0.1%
Value ($000) $1,465 Shares 41,269 Est. Cost $39.05 Unrealized
CIT GROUP INC 0.1%
Value ($000) $1,406 Shares 29,397 Est. Cost $45.75 Unrealized
GEF GREIF INC 0.1%
Value ($000) $1,357 Shares 28,724 Est. Cost $33.04 Unrealized -10.8%
KBH KB HOME 0.1%
Value ($000) $1,356 Shares 81,957 Est. Cost $15.92 Unrealized -11.1%
SPSB SPDR SERIES TRUST 0.1%
Value ($000) $1,314 Shares 42,969 Est. Cost $30.69 Unrealized
HYS PIMCO DYNAMIC CR INCOME FD 0.1%
Value ($000) $1,301 Shares 12,902 Est. Cost $100.84 Unrealized
SWK STANLEY BLACK & DECKER INC 0.1%
Value ($000) $1,226 Shares 12,763 Est. Cost $56.98 Unrealized +21.9%
FRANKLIN UNVL TR 0.1%
Value ($000) $1,190 Shares 167,584 Est. Cost $7.20 Unrealized
MCCLATCHY CO 0.1%
Value ($000) $1,174 Shares 353,606 Est. Cost $3.41 Unrealized
UNITED TECHNOLOGIES CORP 0.1%
Value ($000) $1,138 Shares 9,896 Est. Cost $115.00 Unrealized
GM GENERAL MTRS CO 0.1%
Value ($000) $1,070 Shares 30,644 Est. Cost $26.49 Unrealized -7.5%
NUVEEN QUALITY PFD INCOME FD 0.1%
Value ($000) $1,038 Shares 128,728 Est. Cost $7.72 Unrealized
M D C HLDGS INC 0.1%
Value ($000) $915 Shares 34,576 Est. Cost $25.33 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.1%
Value ($000) $872 Shares 58,681 Est. Cost $15.46 Unrealized
LIFEPOINT HOSPITALS INC 0.1%
Value ($000) $862 Shares 11,983 Est. Cost $71.94 Unrealized
IGIB ISHARES 0.1%
Value ($000) $838 Shares 7,666 Est. Cost $109.31 Unrealized
VIRTUS GLOBAL MULTI-SEC INC 0.1%
Value ($000) $822 Shares 51,884 Est. Cost $16.92 Unrealized
WESTERN ASSET INCOME FD 0.1%
Value ($000) $796 Shares 59,217 Est. Cost $13.19 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $783 Shares 87,626 Est. Cost $9.70 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $759 Shares 33,418 Est. Cost $22.81 Unrealized
NUVEEN MTG OPPTY TERM FD 2 0.1%
Value ($000) $731 Shares 31,545 Est. Cost $23.10 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $681 Shares 26,335 Est. Cost $26.25 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $555 Shares 72,304 Est. Cost $7.55 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $491 Shares 41,718 Est. Cost $11.19 Unrealized
MORGAN STANLEY TRUSTS 0.0%
Value ($000) $445 Shares 24,844 Est. Cost $17.15 Unrealized
EATON VANCE LTD DUR INCOME F 0.0%
Value ($000) $428 Shares 30,335 Est. Cost $15.43 Unrealized
APOLLO SR FLOATING RATE FD I 0.0%
Value ($000) $396 Shares 23,824 Est. Cost $17.09 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $382 Shares 14,750 Est. Cost $27.29 Unrealized
MORGAN STANLEY EMER MKTS DEB 0.0%
Value ($000) $376 Shares 41,361 Est. Cost $9.61 Unrealized
HANCOCK JOHN INCOME SECS TR 0.0%
Value ($000) $371 Shares 25,953 Est. Cost $14.09 Unrealized
INVESCO SR INCOME TR 0.0%
Value ($000) $357 Shares 78,370 Est. Cost $4.75 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $348 Shares 27,143 Est. Cost $12.82 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $342 Shares 30,369 Est. Cost $11.90 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $324 Shares 19,326 Est. Cost $15.04 Unrealized
USIG ISHARES 0.0%
Value ($000) $260 Shares 2,322 Est. Cost $111.97 Unrealized
BSV VANGUARD BD INDEX FD INC 0.0%
Value ($000) $249 Shares 3,114 Est. Cost $79.96 Unrealized
AVON PRODS INC 0.0%
Value ($000) $189 Shares 20,100 Est. Cost $14.61 Unrealized
LMP CORPORATE LN FD INC 0.0%
Value ($000) $178 Shares 16,127 Est. Cost $11.61 Unrealized
NEXPOINT CR STRATEGIES FD 0.0%
Value ($000) $128 Shares 11,441 Est. Cost $9.22 Unrealized
BIOAMBER INC 0.0%
Value ($000) $102 Shares 64,326 Est. Cost $0.54 Unrealized
VOYA PRIME RATE TR 0.0%
Value ($000) $63 Shares 11,900 Est. Cost $5.80 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $20 Shares 795,108 Est. Cost $0.06 Unrealized