Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Dec 2, 2015

Total Value ($000): $1,276,304 (100.0% shares, 0.0% debt)

Holdings (105)

TLT ISHARES TR 9.7%
Value ($000) $123,540 Shares 1,000,000 Est. Cost Unrealized
UNITED STATES STL CORP NEW 6.8%
Value ($000) $86,525 Shares 8,303,700 Est. Cost $23.16 Unrealized
CENTURYLINK INC 6.0%
Value ($000) $77,199 Shares 3,073,200 Est. Cost $29.37 Unrealized
BLACKROCK CORPOR HI YLD FD I 4.8%
Value ($000) $61,295 Shares 6,210,192 Est. Cost $12.11 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 4.5%
Value ($000) $56,825 Shares 13,063,300 Est. Cost $5.95 Unrealized
BLACKROCK DEBT STRAT FD INC 4.3%
Value ($000) $55,305 Shares 16,558,346 Est. Cost $3.96 Unrealized
FRONTIER COMMUNICATIONS CORP 4.0%
Value ($000) $51,559 Shares 10,854,600 Est. Cost $4.95 Unrealized
RIG TRANSOCEAN LTD 2.9%
Value ($000) $37,632 Shares 2,912,700 Est. Cost $18.01 Unrealized -22.9%
BLACKSTONE GSO STRATEGIC CR 2.9%
Value ($000) $36,989 Shares 2,603,004 Est. Cost $16.26 Unrealized
PIMCO DYNAMIC CR INCOME FD 2.7%
Value ($000) $34,943 Shares 1,912,599 Est. Cost $21.24 Unrealized
FCX FREEPORT-MCMORAN INC 2.4%
Value ($000) $30,748 Shares 3,173,200 Est. Cost Unrealized
GM GENERAL MTRS CO 2.4%
Value ($000) $30,020 Shares 1,000,000 Est. Cost Unrealized
PUTNAM PREMIER INCOME TR 2.1%
Value ($000) $26,328 Shares 5,384,015 Est. Cost $5.11 Unrealized
BZH BEAZER HOMES USA INC 2.0%
Value ($000) $26,147 Shares 1,961,500 Est. Cost $17.43 Unrealized 0.0%
WELLS FARGO ADVANTAGE MULTI 2.0%
Value ($000) $25,645 Shares 2,259,484 Est. Cost $13.31 Unrealized
KBH KB HOME 2.0%
Value ($000) $25,462 Shares 1,879,100 Est. Cost Unrealized
DEUTSCHE HIGH INCOME OPPORT 1.9%
Value ($000) $23,942 Shares 1,820,659 Est. Cost $14.31 Unrealized
WEATHERFORD INTL PLC 1.8%
Value ($000) $23,064 Shares 2,719,800 Est. Cost $8.48 Unrealized
FXI ISHARES TR 1.8%
Value ($000) $22,696 Shares 639,864 Est. Cost $35.47 Unrealized
BLACKROCK MULTI-SECTOR INC T 1.6%
Value ($000) $19,872 Shares 1,264,935 Est. Cost $17.15 Unrealized
WESTERN ASSET MGD HI INCM FD 1.5%
Value ($000) $19,726 Shares 4,412,924 Est. Cost $5.63 Unrealized
WESTERN ASSET HGH YLD DFNDFD 1.5%
Value ($000) $19,015 Shares 1,358,224 Est. Cost $17.59 Unrealized
MORGAN STANLEY EM MKTS DM DE 1.4%
Value ($000) $17,923 Shares 2,605,092 Est. Cost $12.74 Unrealized
WESTERN ASSET HIGH INCM OPP 1.3%
Value ($000) $16,494 Shares 3,516,847 Est. Cost $5.69 Unrealized
CENTURYLINK INC 1.2%
Value ($000) $15,549 Shares 619,000 Est. Cost $29.37 Unrealized
WELLS FARGO ADVANTAGE INCOME 1.2%
Value ($000) $15,082 Shares 1,992,288 Est. Cost $9.11 Unrealized
DEUTSCHE HIGH INCOME TR 1.1%
Value ($000) $14,656 Shares 1,869,423 Est. Cost $8.71 Unrealized
FRANKLIN LTD DURATION INC TR 1.1%
Value ($000) $14,310 Shares 1,312,813 Est. Cost $12.59 Unrealized
WESTERN ASSET EMRG MKT INCM 1.1%
Value ($000) $13,753 Shares 1,438,577 Est. Cost $12.02 Unrealized
PENNEY J C INC 1.0%
Value ($000) $13,143 Shares 1,414,700 Est. Cost Unrealized
ROWAN COMPANIES PLC 1.0%
Value ($000) $13,127 Shares 812,800 Est. Cost $21.11 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 0.9%
Value ($000) $11,680 Shares 1,580,472 Est. Cost $8.47 Unrealized
NEUBERGER BERMAN HGH YLD FD 0.9%
Value ($000) $11,503 Shares 1,128,829 Est. Cost $12.89 Unrealized
BLACKROCK CR ALLCTN INC TR 0.9%
Value ($000) $10,982 Shares 902,401 Est. Cost $13.72 Unrealized
MANAGED HIGH YIELD PLUS FD I 0.8%
Value ($000) $9,811 Shares 6,132,069 Est. Cost $2.04 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.7%
Value ($000) $9,028 Shares 612,507 Est. Cost $16.09 Unrealized
GLOBAL HIGH INCOME FUND INC 0.7%
Value ($000) $8,694 Shares 1,126,157 Est. Cost $10.00 Unrealized
BLACKSTONE GSO LNG SHRT CR I 0.6%
Value ($000) $7,810 Shares 548,092 Est. Cost $17.04 Unrealized
ABERDEEN ASIA PACIFIC INCOM 0.6%
Value ($000) $7,601 Shares 1,689,038 Est. Cost $6.27 Unrealized
MUR MURPHY OIL CORP 0.6%
Value ($000) $7,267 Shares 300,300 Est. Cost $21.51 Unrealized 0.0%
WESTERN ASSET EMRG MKT DEBT 0.5%
Value ($000) $6,936 Shares 520,732 Est. Cost $17.54 Unrealized
WESTERN ASSET GLOBAL CP DEFI 0.5%
Value ($000) $6,806 Shares 429,935 Est. Cost $18.07 Unrealized
NUVEEN MTG OPPORTUNITY TERM 0.5%
Value ($000) $6,794 Shares 303,289 Est. Cost $23.75 Unrealized
MFS CHARTER INCOME TR 0.5%
Value ($000) $6,602 Shares 851,902 Est. Cost $9.06 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.5%
Value ($000) $6,009 Shares 2,123,256 Est. Cost $3.20 Unrealized
ALLIANCEBERNSTEIN GBL HGH IN 0.4%
Value ($000) $5,615 Shares 507,245 Est. Cost $11.85 Unrealized
FIRST TR HIGH INCOME L/S FD 0.4%
Value ($000) $5,329 Shares 378,229 Est. Cost $17.20 Unrealized
MFS MULTIMARKET INCOME TR 0.4%
Value ($000) $5,254 Shares 939,948 Est. Cost $6.54 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.4%
Value ($000) $5,193 Shares 650,794 Est. Cost $10.29 Unrealized
VRE MACK CALI RLTY CORP 0.4%
Value ($000) $4,915 Shares 260,320 Est. Cost $21.35 Unrealized
INVESCO HIGH INCOME TR II 0.4%
Value ($000) $4,538 Shares 352,573 Est. Cost $14.78 Unrealized
AGG ISHARES TR 0.3%
Value ($000) $4,451 Shares 40,618 Est. Cost $111.43 Unrealized
NUVEEN QUALITY PFD INC FD 3 0.3%
Value ($000) $4,177 Shares 520,829 Est. Cost $8.30 Unrealized
IGIB ISHARES 0.3%
Value ($000) $4,151 Shares 38,224 Est. Cost $108.83 Unrealized
HCP INC 0.3%
Value ($000) $4,076 Shares 109,412 Est. Cost $40.38 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.3%
Value ($000) $3,752 Shares 364,934 Est. Cost $11.60 Unrealized
APOLLO TACTICAL INCOME FD IN 0.3%
Value ($000) $3,664 Shares 253,565 Est. Cost $17.85 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.3%
Value ($000) $3,522 Shares 499,621 Est. Cost $8.33 Unrealized
LEGG MASON BW GLB INC OPP FD 0.3%
Value ($000) $3,431 Shares 295,530 Est. Cost $17.20 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.2%
Value ($000) $3,113 Shares 1,371,243 Est. Cost $2.82 Unrealized
LINN ENERGY LLC 0.2%
Value ($000) $2,696 Shares 1,002,400 Est. Cost $8.91 Unrealized
GNW GENWORTH FINL INC 0.2%
Value ($000) $2,528 Shares 547,258 Est. Cost $11.21 Unrealized -47.5%
WESTERN ASSET WORLDWIDE INCO 0.2%
Value ($000) $2,513 Shares 255,656 Est. Cost $12.37 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.2%
Value ($000) $2,371 Shares 545,001 Est. Cost $5.95 Unrealized
IGLB ISHARES 0.2%
Value ($000) $2,271 Shares 39,817 Est. Cost $57.16 Unrealized
BZH BEAZER HOMES USA INC 0.2%
Value ($000) $2,170 Shares 162,760 Est. Cost $17.43 Unrealized 0.0%
PRUDENTIAL GLB SHT DUR HG YL 0.2%
Value ($000) $2,001 Shares 145,071 Est. Cost $13.97 Unrealized
DEUTSCHE GLOBAL HIGH INCOME 0.1%
Value ($000) $1,902 Shares 251,561 Est. Cost $7.56 Unrealized
BROOKFIELD TOTAL RETURN FD I 0.1%
Value ($000) $1,818 Shares 85,285 Est. Cost $21.85 Unrealized
UNITED STATES STL CORP NEW 0.1%
Value ($000) $1,764 Shares 169,317 Est. Cost $23.16 Unrealized
WEATHERFORD INTL PLC 0.1%
Value ($000) $1,706 Shares 201,217 Est. Cost $8.48 Unrealized
DELAWARE INVTS DIV & INCOME 0.1%
Value ($000) $1,624 Shares 193,980 Est. Cost $10.32 Unrealized
OI S.A. 0.1%
Value ($000) $1,573 Shares 2,326,689 Est. Cost $1.10 Unrealized
MUR MURPHY OIL CORP 0.1%
Value ($000) $1,472 Shares 60,833 Est. Cost $21.51 Unrealized 0.0%
IVY HIGH INC OPPORTUNITIES F 0.1%
Value ($000) $1,335 Shares 102,904 Est. Cost $14.55 Unrealized
KATE SPADE & CO 0.1%
Value ($000) $1,226 Shares 64,172 Est. Cost $19.10 Unrealized
QLTA ISHARES TR 0.1%
Value ($000) $1,158 Shares 22,687 Est. Cost $51.86 Unrealized
ROWAN COMPANIES PLC 0.1%
Value ($000) $1,114 Shares 69,000 Est. Cost $21.11 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $1,081 Shares 135,656 Est. Cost $8.93 Unrealized
FRONTIER COMMUNICATIONS CORP 0.1%
Value ($000) $1,049 Shares 220,932 Est. Cost $4.95 Unrealized
DYNEGY INC NEW DEL 0.1%
Value ($000) $932 Shares 810,813 Est. Cost $1.76 Unrealized
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $803 Shares 127,601 Est. Cost $6.74 Unrealized
STRATEGIC GLOBAL INCOME FD 0.1%
Value ($000) $670 Shares 84,432 Est. Cost $9.18 Unrealized
IGSB ISHARES TR 0.0%
Value ($000) $620 Shares 5,894 Est. Cost $105.19 Unrealized
ADVENT CLAYMORE ENH GRW & IN 0.0%
Value ($000) $602 Shares 73,455 Est. Cost $8.20 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.0%
Value ($000) $583 Shares 40,521 Est. Cost $15.28 Unrealized
EMB ISHARES 0.0%
Value ($000) $558 Shares 5,241 Est. Cost $109.94 Unrealized
MERITOR INC 0.0%
Value ($000) $535 Shares 50,295 Est. Cost $12.61 Unrealized
BLACKROCK LTD DURATION INC T 0.0%
Value ($000) $488 Shares 33,797 Est. Cost $14.44 Unrealized
TEMPLETON EMERG MKTS INCOME 0.0%
Value ($000) $414 Shares 42,734 Est. Cost $10.71 Unrealized
PRUDENTIAL SHT DURATION HG Y 0.0%
Value ($000) $381 Shares 26,000 Est. Cost $15.46 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $366 Shares 52,651 Est. Cost $7.53 Unrealized
INTERVAL LEISURE GROUP INC 0.0%
Value ($000) $336 Shares 18,287 Est. Cost $18.37 Unrealized
SJNK SPDR SER TR 0.0%
Value ($000) $303 Shares 11,237 Est. Cost $26.96 Unrealized
MBI MBIA INC 0.0%
Value ($000) $293 Shares 48,200 Est. Cost $4.31 Unrealized -35.0%
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $290 Shares 27,143 Est. Cost $12.82 Unrealized
TECK TECK RESOURCES LTD 0.0%
Value ($000) $286 Shares 59,500 Est. Cost $7.10 Unrealized 0.0%
PUTNAM MASTER INTER INCOME T 0.0%
Value ($000) $257 Shares 56,893 Est. Cost $4.52 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $228 Shares 18,712 Est. Cost $15.04 Unrealized
EATON VANCE SH TM DR DIVR IN 0.0%
Value ($000) $173 Shares 13,096 Est. Cost $13.21 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $163 Shares 15,767 Est. Cost $11.19 Unrealized
EATON VANCE LTD DUR INCOME F 0.0%
Value ($000) $146 Shares 11,548 Est. Cost $15.43 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $144 Shares 15,555 Est. Cost $11.90 Unrealized
MBI MBIA INC 0.0%
Value ($000) $136 Shares 22,408 Est. Cost $4.31 Unrealized -35.0%
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $7 Shares 795,108 Est. Cost $0.06 Unrealized