Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $999,390 (100.0% shares, 0.0% debt)

Holdings (123)

BLACKROCK CORPOR HI YLD FD I 6.8%
Value ($000) $68,311 Shares 6,330,910 Est. Cost $12.11 Unrealized
UNITED STATES STL CORP NEW 6.5%
Value ($000) $64,982 Shares 3,151,400 Est. Cost $23.36 Unrealized
BLACKROCK DEBT STRAT FD INC 6.0%
Value ($000) $59,765 Shares 16,509,559 Est. Cost $3.96 Unrealized
RIG TRANSOCEAN LTD 5.3%
Value ($000) $53,202 Shares 3,300,400 Est. Cost $18.01 Unrealized 0.0%
BLACKSTONE GSO STRATEGIC CR 3.7%
Value ($000) $37,463 Shares 2,396,857 Est. Cost $16.43 Unrealized
PIMCO DYNAMIC CR INCOME FD 3.3%
Value ($000) $33,479 Shares 1,659,015 Est. Cost $21.70 Unrealized
GM GENERAL MTRS CO 3.3%
Value ($000) $33,330 Shares 1,000,000 Est. Cost Unrealized
FRONTIER COMMUNICATIONS CORP 3.2%
Value ($000) $32,084 Shares 6,481,600 Est. Cost $4.95 Unrealized
CONSOL ENERGY INC 2.7%
Value ($000) $26,801 Shares 1,232,800 Est. Cost $27.58 Unrealized
MORGAN STANLEY EM MKTS DM DE 2.5%
Value ($000) $24,927 Shares 2,881,756 Est. Cost $12.74 Unrealized
CENTURYLINK INC 2.3%
Value ($000) $23,398 Shares 796,400 Est. Cost $29.37 Unrealized
WELLS FARGO ADVANTAGE MULTI 2.2%
Value ($000) $22,103 Shares 1,745,895 Est. Cost $13.88 Unrealized
AGG ISHARES TR 2.2%
Value ($000) $22,041 Shares 202,619 Est. Cost $111.43 Unrealized
DEUTSCHE HIGH INCOME OPPORT 2.2%
Value ($000) $21,675 Shares 1,484,594 Est. Cost $14.57 Unrealized
WESTERN ASSET MGD HI INCM FD 2.2%
Value ($000) $21,641 Shares 4,380,705 Est. Cost $5.63 Unrealized
BLACKROCK MULTI-SECTOR INC T 2.1%
Value ($000) $21,299 Shares 1,284,616 Est. Cost $17.15 Unrealized
WESTERN ASSET HGH YLD DFNDFD 2.0%
Value ($000) $20,268 Shares 1,316,128 Est. Cost $17.71 Unrealized
WELLS FARGO ADVANTAGE INCOME 2.0%
Value ($000) $20,187 Shares 2,441,012 Est. Cost $9.11 Unrealized
WESTERN ASSET HIGH INCM OPP 1.7%
Value ($000) $16,814 Shares 3,264,869 Est. Cost $5.76 Unrealized
GLOBAL HIGH INCOME FUND INC 1.6%
Value ($000) $15,999 Shares 1,884,471 Est. Cost $10.00 Unrealized
WESTERN ASSET EMRG MKT INCM 1.6%
Value ($000) $15,936 Shares 1,485,149 Est. Cost $12.02 Unrealized
NUVEEN MTG OPPORTUNITY TERM 1.5%
Value ($000) $15,479 Shares 682,186 Est. Cost $23.75 Unrealized
FRANKLIN LTD DURATION INC TR 1.3%
Value ($000) $13,292 Shares 1,140,936 Est. Cost $12.84 Unrealized
NEUBERGER BERMAN HGH YLD FD 1.3%
Value ($000) $13,186 Shares 1,119,324 Est. Cost $12.89 Unrealized
DEUTSCHE HIGH INCOME TR 1.3%
Value ($000) $12,817 Shares 1,504,311 Est. Cost $8.92 Unrealized
BLACKROCK CR ALLCTN INC TR 1.2%
Value ($000) $12,194 Shares 962,466 Est. Cost $13.72 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 1.2%
Value ($000) $11,742 Shares 1,447,792 Est. Cost $8.57 Unrealized
MANAGED HIGH YIELD PLUS FD I 1.1%
Value ($000) $10,976 Shares 6,132,069 Est. Cost $2.04 Unrealized
ABERDEEN ASIA PACIFIC INCOM 1.0%
Value ($000) $10,369 Shares 2,090,526 Est. Cost $6.27 Unrealized
PUTNAM PREMIER INCOME TR 1.0%
Value ($000) $10,233 Shares 2,006,433 Est. Cost $5.48 Unrealized
WESTERN ASSET EMRG MKT DEBT 1.0%
Value ($000) $9,994 Shares 668,066 Est. Cost $17.54 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 1.0%
Value ($000) $9,923 Shares 1,096,500 Est. Cost $9.05 Unrealized
BND VANGUARD BD INDEX FD INC 0.9%
Value ($000) $8,632 Shares 106,226 Est. Cost $82.79 Unrealized
LINN ENERGY LLC 0.9%
Value ($000) $8,579 Shares 962,800 Est. Cost $8.91 Unrealized
BLACKSTONE GSO LNG SHRT CR I 0.8%
Value ($000) $8,450 Shares 545,522 Est. Cost $17.04 Unrealized
MBI MBIA INC 0.8%
Value ($000) $8,008 Shares 1,332,500 Est. Cost $4.31 Unrealized -8.6%
WESTERN ASSET GLOBAL CP DEFI 0.8%
Value ($000) $7,860 Shares 458,294 Est. Cost $18.07 Unrealized
MFS CHARTER INCOME TR 0.7%
Value ($000) $7,143 Shares 843,374 Est. Cost $9.08 Unrealized
CONSOL ENERGY INC 0.7%
Value ($000) $6,982 Shares 321,154 Est. Cost $27.58 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.6%
Value ($000) $6,479 Shares 409,821 Est. Cost $16.76 Unrealized
MFS MULTIMARKET INCOME TR 0.6%
Value ($000) $6,102 Shares 1,005,275 Est. Cost $6.54 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.6%
Value ($000) $5,968 Shares 650,794 Est. Cost $10.29 Unrealized
SEARS HLDGS CORP 0.6%
Value ($000) $5,540 Shares 207,500 Est. Cost $26.71 Unrealized
FIRST TR HIGH INCOME L/S FD 0.5%
Value ($000) $5,442 Shares 347,978 Est. Cost $17.47 Unrealized
VRE MACK CALI RLTY CORP 0.5%
Value ($000) $5,387 Shares 292,320 Est. Cost $21.35 Unrealized
LEGG MASON BW GLB INC OPP FD 0.5%
Value ($000) $5,000 Shares 351,372 Est. Cost $17.20 Unrealized
ALLIANCEBERNSTEIN GBL HGH IN 0.5%
Value ($000) $4,989 Shares 415,043 Est. Cost $12.02 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.5%
Value ($000) $4,752 Shares 1,484,978 Est. Cost $3.35 Unrealized
INVESCO HIGH INCOME TR II 0.5%
Value ($000) $4,688 Shares 327,161 Est. Cost $14.93 Unrealized
HCP INC 0.4%
Value ($000) $4,324 Shares 118,552 Est. Cost $40.38 Unrealized
NUVEEN QUALITY PFD INC FD 3 0.4%
Value ($000) $4,245 Shares 520,829 Est. Cost $8.30 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.4%
Value ($000) $4,064 Shares 365,762 Est. Cost $11.60 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.4%
Value ($000) $3,843 Shares 493,321 Est. Cost $8.35 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.4%
Value ($000) $3,688 Shares 1,386,337 Est. Cost $2.82 Unrealized
SPRINT CORP 0.4%
Value ($000) $3,586 Shares 786,400 Est. Cost Unrealized
GNW GENWORTH FINL INC 0.4%
Value ($000) $3,537 Shares 467,258 Est. Cost $12.12 Unrealized -34.2%
DYNEGY INC NEW DEL 0.3%
Value ($000) $3,491 Shares 863,094 Est. Cost $1.76 Unrealized
APOLLO TACTICAL INCOME FD IN 0.3%
Value ($000) $3,484 Shares 220,932 Est. Cost $18.35 Unrealized
UNITED STATES STL CORP NEW 0.3%
Value ($000) $3,437 Shares 166,700 Est. Cost $23.36 Unrealized
SEADRILL LIMITED 0.3%
Value ($000) $3,231 Shares 312,500 Est. Cost $10.35 Unrealized
IGIB ISHARES 0.3%
Value ($000) $3,225 Shares 29,623 Est. Cost $108.90 Unrealized
FRONTIER COMMUNICATIONS CORP 0.3%
Value ($000) $3,050 Shares 616,190 Est. Cost $4.95 Unrealized
BSV VANGUARD BD INDEX FD INC 0.3%
Value ($000) $3,017 Shares 37,622 Est. Cost $80.19 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.3%
Value ($000) $2,895 Shares 267,056 Est. Cost $12.37 Unrealized
DELAWARE INVTS DIV & INCOME 0.3%
Value ($000) $2,781 Shares 280,957 Est. Cost $10.32 Unrealized
BLV VANGUARD BD INDEX FD INC 0.2%
Value ($000) $2,414 Shares 27,557 Est. Cost $95.32 Unrealized
QLTA ISHARES TR 0.2%
Value ($000) $2,388 Shares 47,278 Est. Cost $51.86 Unrealized
IGLB ISHARES 0.2%
Value ($000) $2,341 Shares 40,954 Est. Cost $57.16 Unrealized
OI S.A. 0.2%
Value ($000) $2,169 Shares 1,135,357 Est. Cost $1.54 Unrealized
CENTURYLINK INC 0.2%
Value ($000) $1,686 Shares 57,400 Est. Cost $29.37 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.2%
Value ($000) $1,674 Shares 185,000 Est. Cost $9.05 Unrealized
STRATEGIC GLOBAL INCOME FD 0.2%
Value ($000) $1,551 Shares 187,535 Est. Cost $9.18 Unrealized
LINN ENERGY LLC 0.1%
Value ($000) $1,468 Shares 164,781 Est. Cost $8.91 Unrealized
ROWAN COMPANIES PLC 0.1%
Value ($000) $1,446 Shares 68,484 Est. Cost $21.11 Unrealized
EME EMCOR GROUP INC 0.1%
Value ($000) $1,288 Shares 26,957 Est. Cost $40.83 Unrealized +9.0%
IVY HIGH INC OPPORTUNITIES F 0.1%
Value ($000) $1,228 Shares 82,164 Est. Cost $14.95 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $1,211 Shares 75,150 Est. Cost $18.01 Unrealized 0.0%
TEMPLETON EMERG MKTS INCOME 0.1%
Value ($000) $1,163 Shares 108,557 Est. Cost $10.71 Unrealized
ITRI ITRON INC 0.1%
Value ($000) $1,084 Shares 31,486 Est. Cost $37.26 Unrealized -2.5%
UNF UNIFIRST CORP MASS 0.1%
Value ($000) $1,080 Shares 9,653 Est. Cost $96.21 Unrealized +15.2%
ROADRUNNER TRNSN SVCS HLDG I 0.1%
Value ($000) $1,021 Shares 39,572 Est. Cost $25.52 Unrealized
TTEK TETRA TECH INC NEW 0.1%
Value ($000) $1,013 Shares 39,492 Est. Cost $5.21 Unrealized -1.7%
BROOKFIELD TOTAL RETURN FD I 0.1%
Value ($000) $960 Shares 42,912 Est. Cost $22.37 Unrealized
GRACE W R & CO DEL NEW 0.1%
Value ($000) $933 Shares 9,306 Est. Cost $92.78 Unrealized
SKYW SKYWEST INC 0.1%
Value ($000) $886 Shares 58,882 Est. Cost $11.29 Unrealized +32.2%
SPX CORP 0.1%
Value ($000) $885 Shares 12,223 Est. Cost $85.92 Unrealized
SEADRILL LIMITED 0.1%
Value ($000) $838 Shares 81,000 Est. Cost $10.35 Unrealized
M MACYS INC 0.1%
Value ($000) $829 Shares 12,282 Est. Cost $64.35 Unrealized +5.0%
KBR KBR INC 0.1%
Value ($000) $804 Shares 41,288 Est. Cost $21.13 Unrealized -27.4%
CIT GROUP INC 0.1%
Value ($000) $780 Shares 16,780 Est. Cost $45.75 Unrealized
GOLDCORP INC NEW 0.1%
Value ($000) $766 Shares 47,278 Est. Cost $16.20 Unrealized
LIFEPOINT HOSPITALS INC 0.1%
Value ($000) $747 Shares 8,590 Est. Cost $72.63 Unrealized
LE LANDS END INC NEW 0.1%
Value ($000) $720 Shares 29,013 Est. Cost $28.73 Unrealized 0.0%
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $718 Shares 81,878 Est. Cost $9.57 Unrealized
MTRX MATRIX SVC CO 0.1%
Value ($000) $700 Shares 38,295 Est. Cost $26.03 Unrealized -24.7%
GEF GREIF INC 0.1%
Value ($000) $689 Shares 19,223 Est. Cost $31.68 Unrealized -15.6%
EMB ISHARES 0.1%
Value ($000) $665 Shares 6,049 Est. Cost $109.94 Unrealized
MERITOR INC 0.1%
Value ($000) $660 Shares 50,295 Est. Cost $12.61 Unrealized
FLEXTRONICS INTL LTD 0.1%
Value ($000) $647 Shares 5,973 Est. Cost $108.32 Unrealized
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $623 Shares 89,901 Est. Cost $6.93 Unrealized
MBI MBIA INC 0.1%
Value ($000) $620 Shares 103,105 Est. Cost $4.31 Unrealized -8.6%
MLKN MILLER HERMAN INC 0.1%
Value ($000) $617 Shares 21,314 Est. Cost $22.48 Unrealized -2.3%
WOR WORTHINGTON INDS INC 0.1%
Value ($000) $568 Shares 18,904 Est. Cost $22.13 Unrealized -22.9%
KLX INC 0.1%
Value ($000) $526 Shares 11,913 Est. Cost $38.56 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.0%
Value ($000) $474 Shares 33,591 Est. Cost $15.46 Unrealized
PRUDENTIAL SHT DURATION HG Y 0.0%
Value ($000) $402 Shares 26,000 Est. Cost $15.46 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $381 Shares 16,767 Est. Cost $22.81 Unrealized
SEARS HLDGS CORP 0.0%
Value ($000) $374 Shares 14,000 Est. Cost $26.71 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $368 Shares 51,051 Est. Cost $7.55 Unrealized
TRINSEO S A 0.0%
Value ($000) $348 Shares 12,958 Est. Cost $26.86 Unrealized
HYG ISHARES 0.0%
Value ($000) $347 Shares 3,913 Est. Cost $90.58 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $327 Shares 27,143 Est. Cost $12.82 Unrealized
PRUDENTIAL GLB SHT DUR HG YL 0.0%
Value ($000) $298 Shares 19,726 Est. Cost $15.11 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $282 Shares 18,712 Est. Cost $15.04 Unrealized
HYS PIMCO ETF TR 0.0%
Value ($000) $270 Shares 2,702 Est. Cost $100.84 Unrealized
EATON VANCE LTD DUR INCOME F 0.0%
Value ($000) $243 Shares 18,053 Est. Cost $15.43 Unrealized
CDW CDW CORP COM 0.0%
Value ($000) $225 Shares 6,558 Est. Cost $33.01 Unrealized 0.0%
VCLT VANGUARD SCOTTSDALE FDS 0.0%
Value ($000) $217 Shares 2,546 Est. Cost $94.09 Unrealized
CLAYMORE EXCHANGE TRD FD TR 0.0%
Value ($000) $213 Shares 9,843 Est. Cost $21.64 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $181 Shares 15,767 Est. Cost $11.19 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $168 Shares 15,555 Est. Cost $11.90 Unrealized
MFS INTER INCOME TR 0.0%
Value ($000) $46 Shares 10,000 Est. Cost $4.60 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $11 Shares 795,108 Est. Cost $0.06 Unrealized