Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $957,637 (100.0% shares, 0.0% debt)

Holdings (132)

BLACKROCK CORPOR HI YLD FD I 7.1%
Value ($000) $68,456 Shares 6,134,042 Est. Cost $12.16 Unrealized
ENB ENBRIDGE INC 5.3%
Value ($000) $50,925 Shares 1,050,000 Est. Cost Unrealized
BLACKROCK DEBT STRAT FD INC 5.2%
Value ($000) $49,863 Shares 13,368,189 Est. Cost $4.04 Unrealized
AGG ISHARES TR 5.0%
Value ($000) $48,221 Shares 432,751 Est. Cost $111.43 Unrealized
Transocean LTD 4.2%
Value ($000) $40,411 Shares 2,754,700 Est. Cost Unrealized
BND VANGUARD BD INDEX FD INC 3.2%
Value ($000) $30,328 Shares 363,772 Est. Cost $82.79 Unrealized
BLACKROCK CR ALLCTN INC TR 2.6%
Value ($000) $24,938 Shares 1,852,719 Est. Cost $13.72 Unrealized
BLACKROCK MULTI-SECTOR INC T 2.6%
Value ($000) $24,863 Shares 1,423,156 Est. Cost $17.15 Unrealized
MORGAN STANLEY EM MKTS DM DE 2.6%
Value ($000) $24,435 Shares 2,638,762 Est. Cost $13.11 Unrealized
BLACKSTONE GSO STRATEGIC CR 2.5%
Value ($000) $23,978 Shares 1,481,975 Est. Cost $16.93 Unrealized
PUTNAM PREMIER INCOME TR 2.5%
Value ($000) $23,797 Shares 4,515,630 Est. Cost $5.48 Unrealized
PIMCO DYNAMIC CR INCOME FD 2.4%
Value ($000) $23,357 Shares 1,143,816 Est. Cost $22.38 Unrealized
WELLS FARGO ADVANTAGE INCOME 2.4%
Value ($000) $22,594 Shares 2,567,465 Est. Cost $9.11 Unrealized
WESTERN ASSET HGH YLD DFNDFD 2.3%
Value ($000) $21,575 Shares 1,319,575 Est. Cost $17.71 Unrealized
WESTERN ASSET MGD HI INCM FD 2.1%
Value ($000) $20,247 Shares 3,916,198 Est. Cost $5.71 Unrealized
WELLS FARGO ADVANTAGE MULTI 2.0%
Value ($000) $19,073 Shares 1,428,698 Est. Cost $14.15 Unrealized
NUVEEN MTG OPPORTUNITY TERM 1.8%
Value ($000) $16,976 Shares 728,895 Est. Cost $23.75 Unrealized
GLOBAL HIGH INCOME FUND INC 1.7%
Value ($000) $16,483 Shares 1,883,734 Est. Cost $10.00 Unrealized
WESTERN ASSET EMRG MKT INCM 1.6%
Value ($000) $15,665 Shares 1,409,950 Est. Cost $12.09 Unrealized
DEUTSCHE HIGH INCOME OPPORT 1.6%
Value ($000) $15,009 Shares 1,045,218 Est. Cost $14.56 Unrealized
ABERDEEN ASIA PACIFIC INCOM 1.5%
Value ($000) $14,670 Shares 2,726,824 Est. Cost $6.27 Unrealized
CONSOL ENERGY INC 1.4%
Value ($000) $13,560 Shares 486,200 Est. Cost $33.81 Unrealized
UNITED STATES STL CORP NEW 1.4%
Value ($000) $13,535 Shares 554,700 Est. Cost $24.40 Unrealized
FRANKLIN LTD DURATION INC TR 1.4%
Value ($000) $13,530 Shares 1,111,738 Est. Cost $12.88 Unrealized
DEUTSCHE HIGH INCOME TR 1.4%
Value ($000) $12,940 Shares 1,457,187 Est. Cost $8.93 Unrealized
PENNEY J C INC 1.3%
Value ($000) $12,785 Shares 1,520,200 Est. Cost Unrealized
WESTERN ASSET GLOBAL CP DEFI 1.3%
Value ($000) $12,449 Shares 703,708 Est. Cost $18.07 Unrealized
WESTERN ASSET HIGH INCM OPP 1.3%
Value ($000) $12,345 Shares 2,320,559 Est. Cost $6.01 Unrealized
TALISMAN ENERGY INC 1.2%
Value ($000) $11,276 Shares 1,468,244 Est. Cost $9.09 Unrealized
MANAGED HIGH YIELD PLUS FD I 1.1%
Value ($000) $10,716 Shares 5,581,157 Est. Cost $2.06 Unrealized
NEUBERGER BERMAN HGH YLD FD 1.1%
Value ($000) $10,524 Shares 852,869 Est. Cost $13.24 Unrealized
FCX FREEPORT-MCMORAN INC 1.1%
Value ($000) $10,423 Shares 550,000 Est. Cost $17.62 Unrealized 0.0%
WESTERN ASSET EMRG MKT DEBT 1.1%
Value ($000) $10,334 Shares 656,142 Est. Cost $17.59 Unrealized
MFS CHARTER INCOME TR 1.1%
Value ($000) $10,102 Shares 1,148,001 Est. Cost $9.08 Unrealized
SEARS HLDGS CORP 0.9%
Value ($000) $9,054 Shares 218,800 Est. Cost Unrealized
MFS MULTIMARKET INCOME TR 0.9%
Value ($000) $8,692 Shares 1,368,775 Est. Cost $6.54 Unrealized
BLACKSTONE GSO LNG SHRT CR I 0.9%
Value ($000) $8,185 Shares 507,122 Est. Cost $17.16 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 0.8%
Value ($000) $7,606 Shares 899,008 Est. Cost $8.85 Unrealized
LEGG MASON BW GLB INC OPP FD 0.8%
Value ($000) $7,209 Shares 452,533 Est. Cost $17.20 Unrealized
MBI MBIA INC 0.7%
Value ($000) $6,764 Shares 727,300 Est. Cost $4.73 Unrealized -17.9%
BLACKROCK CORE BD TR 0.7%
Value ($000) $6,352 Shares 459,599 Est. Cost $12.97 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.6%
Value ($000) $5,907 Shares 358,656 Est. Cost $16.89 Unrealized
FIRST TR HIGH INCOME L/S FD 0.6%
Value ($000) $5,700 Shares 347,978 Est. Cost $17.47 Unrealized
BARRICK GOLD CORP 0.6%
Value ($000) $5,639 Shares 514,513 Est. Cost $16.66 Unrealized
VRE MACK CALI RLTY CORP 0.6%
Value ($000) $5,636 Shares 292,320 Est. Cost $21.35 Unrealized
HCP INC 0.5%
Value ($000) $5,237 Shares 121,192 Est. Cost $40.38 Unrealized
NUVEEN QUALITY PFD INC FD 3 0.5%
Value ($000) $4,817 Shares 556,276 Est. Cost $8.30 Unrealized
HANCOCK JOHN PREMUIM DIV FD 0.5%
Value ($000) $4,709 Shares 338,766 Est. Cost $12.36 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.5%
Value ($000) $4,615 Shares 482,246 Est. Cost $10.68 Unrealized
CONSOL ENERGY INC 0.5%
Value ($000) $4,331 Shares 155,300 Est. Cost $33.81 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.4%
Value ($000) $4,116 Shares 1,496,848 Est. Cost $2.82 Unrealized
APOLLO TACTICAL INCOME FD IN 0.4%
Value ($000) $4,074 Shares 249,779 Est. Cost $18.35 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.4%
Value ($000) $4,032 Shares 494,721 Est. Cost $8.35 Unrealized
SJNK SPDR SER TR 0.4%
Value ($000) $3,965 Shares 135,779 Est. Cost $29.20 Unrealized
DYNEGY INC NEW DEL 0.4%
Value ($000) $3,642 Shares 863,094 Est. Cost $1.76 Unrealized
INVESCO DYNAMIC CR OPP FD 0.4%
Value ($000) $3,484 Shares 291,086 Est. Cost $12.12 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.3%
Value ($000) $3,309 Shares 291,794 Est. Cost $12.37 Unrealized
PUTNAM MASTER INTER INCOME T 0.3%
Value ($000) $3,287 Shares 670,890 Est. Cost $5.08 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.3%
Value ($000) $3,279 Shares 279,057 Est. Cost $11.75 Unrealized
QLTA ISHARES TR 0.3%
Value ($000) $3,074 Shares 58,478 Est. Cost $51.86 Unrealized
UNITED STATES STL CORP NEW 0.3%
Value ($000) $2,952 Shares 121,000 Est. Cost $24.40 Unrealized
OI S.A. 0.3%
Value ($000) $2,493 Shares 1,618,698 Est. Cost $1.54 Unrealized
BLV VANGUARD BD INDEX FD INC 0.2%
Value ($000) $2,356 Shares 24,466 Est. Cost $96.30 Unrealized
GNW GENWORTH FINL INC 0.2%
Value ($000) $2,180 Shares 298,278 Est. Cost $14.46 Unrealized -47.4%
STRATEGIC GLOBAL INCOME FD 0.2%
Value ($000) $1,977 Shares 234,520 Est. Cost $9.18 Unrealized
DELAWARE INVTS DIV & INCOME 0.2%
Value ($000) $1,969 Shares 195,697 Est. Cost $10.50 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.2%
Value ($000) $1,899 Shares 591,504 Est. Cost $3.58 Unrealized
TRINSEO S A 0.2%
Value ($000) $1,884 Shares 95,153 Est. Cost $19.80 Unrealized
UNF UNIFIRST CORP MASS 0.2%
Value ($000) $1,774 Shares 15,075 Est. Cost $96.21 Unrealized +17.0%
TTEK TETRA TECH INC NEW 0.2%
Value ($000) $1,772 Shares 73,783 Est. Cost $5.21 Unrealized -5.1%
ROADRUNNER TRNSN SVCS HLDG I 0.2%
Value ($000) $1,750 Shares 69,261 Est. Cost $25.52 Unrealized
GRACE W R & CO DEL NEW 0.2%
Value ($000) $1,702 Shares 17,210 Est. Cost $92.78 Unrealized
WOR WORTHINGTON INDS INC 0.2%
Value ($000) $1,668 Shares 62,673 Est. Cost $22.13 Unrealized -22.4%
ROWAN COMPANIES PLC 0.2%
Value ($000) $1,652 Shares 93,304 Est. Cost $17.71 Unrealized
ITRI ITRON INC 0.2%
Value ($000) $1,652 Shares 45,260 Est. Cost $37.26 Unrealized 0.0%
INVESCO HIGH INCOME TR II 0.2%
Value ($000) $1,650 Shares 109,103 Est. Cost $16.12 Unrealized
LIFEPOINT HOSPITALS INC 0.2%
Value ($000) $1,623 Shares 22,099 Est. Cost $72.63 Unrealized
EATON VANCE SH TM DR DIVR IN 0.2%
Value ($000) $1,621 Shares 111,848 Est. Cost $15.12 Unrealized
KBR KBR INC 0.2%
Value ($000) $1,557 Shares 107,519 Est. Cost $21.13 Unrealized -34.5%
EME EMCOR GROUP INC 0.2%
Value ($000) $1,543 Shares 33,199 Est. Cost $40.83 Unrealized +1.4%
BLACKROCK LTD DURATION INC T 0.2%
Value ($000) $1,531 Shares 96,974 Est. Cost $17.09 Unrealized
SPX CORP 0.2%
Value ($000) $1,487 Shares 17,519 Est. Cost $85.92 Unrealized
GEF GREIF INC 0.2%
Value ($000) $1,473 Shares 37,516 Est. Cost $31.68 Unrealized -14.1%
HYS PIMCO ETF TR 0.1%
Value ($000) $1,310 Shares 12,902 Est. Cost $100.84 Unrealized
MTRX MATRIX SVC CO 0.1%
Value ($000) $1,310 Shares 74,621 Est. Cost $26.03 Unrealized -27.7%
CIT GROUP INC 0.1%
Value ($000) $1,266 Shares 28,066 Est. Cost $45.75 Unrealized
AVY AVERY DENNISON CORP 0.1%
Value ($000) $1,192 Shares 22,535 Est. Cost $43.09 Unrealized 0.0%
SKYW SKYWEST INC 0.1%
Value ($000) $1,158 Shares 79,287 Est. Cost $11.29 Unrealized +23.2%
MAS MASCO CORP 0.1%
Value ($000) $1,132 Shares 42,391 Est. Cost $16.57 Unrealized +16.6%
SPDR SERIES TRUST 0.1%
Value ($000) $1,055 Shares 26,906 Est. Cost $39.21 Unrealized
MLKN MILLER HERMAN INC 0.1%
Value ($000) $1,013 Shares 36,506 Est. Cost $22.48 Unrealized 0.0%
MERITOR INC 0.1%
Value ($000) $1,008 Shares 79,947 Est. Cost $12.61 Unrealized
M MACYS INC 0.1%
Value ($000) $961 Shares 14,807 Est. Cost $64.35 Unrealized 0.0%
FLEX FLEXTRONICS INTL LTD 0.1%
Value ($000) $959 Shares 8,748 Est. Cost $7.43 Unrealized +18.1%
FRANKLIN UNVL TR 0.1%
Value ($000) $946 Shares 130,895 Est. Cost $7.20 Unrealized
INVESCO BD FD 0.1%
Value ($000) $910 Shares 48,640 Est. Cost $17.84 Unrealized
NUVEEN QUALITY PFD INCOME FD 0.1%
Value ($000) $879 Shares 102,930 Est. Cost $7.72 Unrealized
IGSB ISHARES 0.1%
Value ($000) $878 Shares 8,320 Est. Cost $105.53 Unrealized
LQD ISHARES TR 0.1%
Value ($000) $850 Shares 6,983 Est. Cost $118.92 Unrealized
HYG ISHARES 0.1%
Value ($000) $722 Shares 7,971 Est. Cost $90.58 Unrealized
KLX INC 0.1%
Value ($000) $702 Shares 18,204 Est. Cost $38.56 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.1%
Value ($000) $688 Shares 26,335 Est. Cost $26.25 Unrealized
VCSH VANGUARD SCOTTSDALE FDS 0.1%
Value ($000) $687 Shares 8,571 Est. Cost $80.15 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $636 Shares 70,278 Est. Cost $9.70 Unrealized
VCLT VANGUARD SCOTTSDALE FDS 0.1%
Value ($000) $525 Shares 5,580 Est. Cost $94.09 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.1%
Value ($000) $524 Shares 35,284 Est. Cost $15.46 Unrealized
MBI MBIA INC 0.0%
Value ($000) $446 Shares 48,000 Est. Cost $4.73 Unrealized -17.9%
EATON VANCE LTD DUR INCOME F 0.0%
Value ($000) $437 Shares 30,335 Est. Cost $15.43 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $405 Shares 53,651 Est. Cost $7.55 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $389 Shares 14,750 Est. Cost $27.29 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $383 Shares 16,767 Est. Cost $22.81 Unrealized
MORGAN STANLEY EMER MKTS DEB 0.0%
Value ($000) $383 Shares 41,361 Est. Cost $9.61 Unrealized
KBH KB HOME 0.0%
Value ($000) $346 Shares 22,123 Est. Cost $15.92 Unrealized -22.6%
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $338 Shares 27,143 Est. Cost $12.82 Unrealized
VCIT VANGUARD SCOTTSDALE FDS 0.0%
Value ($000) $321 Shares 3,665 Est. Cost $87.59 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $313 Shares 18,712 Est. Cost $15.04 Unrealized
NUVEEN CR STRATEGIES INCM FD 0.0%
Value ($000) $307 Shares 33,974 Est. Cost $8.96 Unrealized
APOLLO SR FLOATING RATE FD I 0.0%
Value ($000) $303 Shares 16,962 Est. Cost $17.09 Unrealized
WESTERN ASSET INCOME FD 0.0%
Value ($000) $289 Shares 20,898 Est. Cost $13.19 Unrealized
VIRTUS GLOBAL MULTI-SEC INC 0.0%
Value ($000) $266 Shares 15,932 Est. Cost $16.92 Unrealized
IGIB ISHARES 0.0%
Value ($000) $248 Shares 2,239 Est. Cost $109.31 Unrealized
HANCOCK JOHN INCOME SECS TR 0.0%
Value ($000) $217 Shares 15,184 Est. Cost $14.09 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $213 Shares 9,843 Est. Cost $21.64 Unrealized
INVESCO SR INCOME TR 0.0%
Value ($000) $210 Shares 44,392 Est. Cost $4.75 Unrealized
MORGAN STANLEY TRUSTS 0.0%
Value ($000) $207 Shares 11,500 Est. Cost $17.15 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $192 Shares 15,767 Est. Cost $11.19 Unrealized
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $190 Shares 10,000 Est. Cost $17.62 Unrealized 0.0%
LMP CORPORATE LN FD INC 0.0%
Value ($000) $180 Shares 16,127 Est. Cost $11.61 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $178 Shares 15,555 Est. Cost $11.90 Unrealized
BLACKROCK INCOME TR INC 0.0%
Value ($000) $146 Shares 22,693 Est. Cost $6.46 Unrealized
NEXPOINT CR STRATEGIES FD 0.0%
Value ($000) $139 Shares 11,441 Est. Cost $9.22 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $17 Shares 795,108 Est. Cost $0.06 Unrealized