Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $1,048,964 (100.0% shares, 0.0% debt)

Holdings (99)

UNITED STATES STL CORP NEW 6.0%
Value ($000) $62,952 Shares 7,888,700 Est. Cost $23.16 Unrealized
BLACKROCK DEBT STRAT FD INC 5.4%
Value ($000) $56,983 Shares 16,908,864 Est. Cost $3.95 Unrealized
CENTURYLINK INC 5.1%
Value ($000) $53,279 Shares 2,117,600 Est. Cost $25.17 Unrealized
BLACKROCK CORPOR HI YLD FD I 4.6%
Value ($000) $48,481 Shares 4,957,128 Est. Cost $12.11 Unrealized
RIG TRANSOCEAN LTD 4.6%
Value ($000) $48,083 Shares 3,883,900 Est. Cost Unrealized
FRONTIER COMMUNICATIONS CORP 4.2%
Value ($000) $44,452 Shares 9,518,600 Est. Cost $4.74 Unrealized
WELLS FARGO ADVANTAGE MULTI 3.9%
Value ($000) $41,252 Shares 3,644,198 Est. Cost $12.55 Unrealized
ANADARKO PETE CORP 3.2%
Value ($000) $33,773 Shares 695,200 Est. Cost $48.59 Unrealized
BLACKSTONE GSO STRATEGIC CR 3.2%
Value ($000) $33,434 Shares 2,500,662 Est. Cost $16.26 Unrealized
PIMCO DYNAMIC CR INCOME FD 3.0%
Value ($000) $31,426 Shares 1,742,993 Est. Cost $21.24 Unrealized
PUTNAM PREMIER INCOME TR 2.8%
Value ($000) $29,646 Shares 5,989,125 Est. Cost $5.09 Unrealized
DVN DEVON ENERGY CORP NEW 2.6%
Value ($000) $27,315 Shares 853,600 Est. Cost $28.36 Unrealized 0.0%
FRANKLIN LTD DURATION INC TR 2.5%
Value ($000) $26,013 Shares 2,426,544 Est. Cost $11.73 Unrealized
DEUTSCHE HIGH INCOME OPPORT 2.3%
Value ($000) $24,537 Shares 1,878,803 Est. Cost $14.27 Unrealized
ROWAN COMPANIES PLC 2.2%
Value ($000) $22,689 Shares 1,338,600 Est. Cost $21.11 Unrealized
FXI ISHARES TR 2.2%
Value ($000) $22,581 Shares 639,864 Est. Cost $35.47 Unrealized
FCX FREEPORT-MCMORAN INC 2.1%
Value ($000) $22,492 Shares 3,322,300 Est. Cost Unrealized
BLACKROCK MULTI-SECTOR INC T 2.0%
Value ($000) $21,461 Shares 1,357,459 Est. Cost $17.06 Unrealized
BZH BEAZER HOMES USA INC 2.0%
Value ($000) $20,614 Shares 1,794,100 Est. Cost $16.51 Unrealized -17.1%
MARKET VECTORS ETF TR 1.7%
Value ($000) $17,803 Shares 1,215,200 Est. Cost $14.65 Unrealized
WESTERN ASSET MGD HI INCM FD 1.7%
Value ($000) $17,688 Shares 3,913,240 Est. Cost $5.63 Unrealized
DEUTSCHE HIGH INCOME TR 1.7%
Value ($000) $17,401 Shares 2,188,791 Est. Cost $8.60 Unrealized
WESTERN ASSET HGH YLD DFNDFD 1.6%
Value ($000) $16,686 Shares 1,183,381 Est. Cost $17.59 Unrealized
MORGAN STANLEY EM MKTS DM DE 1.6%
Value ($000) $16,666 Shares 2,450,870 Est. Cost $12.74 Unrealized
WESTERN ASSET HIGH INCM OPP 1.4%
Value ($000) $14,925 Shares 3,182,405 Est. Cost $5.69 Unrealized
WESTERN ASSET EMRG MKT INCM 1.3%
Value ($000) $13,997 Shares 1,438,577 Est. Cost $12.02 Unrealized
EATON VANCE SH TM DR DIVR IN 1.3%
Value ($000) $13,318 Shares 993,166 Est. Cost $13.41 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 1.3%
Value ($000) $13,317 Shares 1,743,029 Est. Cost $8.39 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 1.1%
Value ($000) $11,276 Shares 2,622,400 Est. Cost $5.54 Unrealized
WELLS FARGO ADVANTAGE INCOME 1.1%
Value ($000) $11,107 Shares 1,490,869 Est. Cost $9.11 Unrealized
MANAGED HIGH YIELD PLUS FD I 1.0%
Value ($000) $10,792 Shares 6,132,069 Est. Cost $2.04 Unrealized
NEUBERGER BERMAN HGH YLD FD 1.0%
Value ($000) $10,641 Shares 1,054,630 Est. Cost $12.89 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.9%
Value ($000) $9,937 Shares 673,696 Est. Cost $15.97 Unrealized
NOBLE CORP PLC 0.9%
Value ($000) $9,646 Shares 914,300 Est. Cost $10.55 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.9%
Value ($000) $9,582 Shares 3,446,796 Est. Cost $3.04 Unrealized
GLOBAL HIGH INCOME FUND INC 0.9%
Value ($000) $9,548 Shares 1,123,257 Est. Cost $10.00 Unrealized
BLACKSTONE GSO LNG SHRT CR I 0.8%
Value ($000) $8,709 Shares 646,090 Est. Cost $16.50 Unrealized
MFS CHARTER INCOME TR 0.8%
Value ($000) $8,302 Shares 1,089,442 Est. Cost $8.75 Unrealized
ABERDEEN ASIA PACIFIC INCOM 0.8%
Value ($000) $8,085 Shares 1,769,098 Est. Cost $6.19 Unrealized
BLACKROCK CR ALLCTN INC TR 0.7%
Value ($000) $7,713 Shares 625,032 Est. Cost $13.72 Unrealized
MFS MULTIMARKET INCOME TR 0.7%
Value ($000) $7,480 Shares 1,357,565 Est. Cost $6.22 Unrealized
CHESAPEAKE ENERGY CORP 0.6%
Value ($000) $6,390 Shares 1,420,000 Est. Cost Unrealized
ALLIANCEBERNSTEIN GBL HGH IN 0.5%
Value ($000) $5,199 Shares 482,245 Est. Cost $11.85 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.5%
Value ($000) $5,031 Shares 650,794 Est. Cost $10.29 Unrealized
GNW GENWORTH FINL INC 0.5%
Value ($000) $4,929 Shares 1,321,500 Est. Cost $8.86 Unrealized -47.8%
WESTERN ASSET GLOBAL CP DEFI 0.5%
Value ($000) $4,855 Shares 307,266 Est. Cost $18.07 Unrealized
INVESCO HIGH INCOME TR II 0.4%
Value ($000) $4,626 Shares 360,000 Est. Cost $14.74 Unrealized
WESTERN ASSET EMRG MKT DEBT 0.4%
Value ($000) $4,204 Shares 306,177 Est. Cost $17.54 Unrealized
FRONTIER COMMUNICATIONS CORP 0.4%
Value ($000) $4,051 Shares 867,558 Est. Cost $4.74 Unrealized
ANADARKO PETE CORP 0.4%
Value ($000) $3,984 Shares 82,000 Est. Cost $48.59 Unrealized
ADVENT CLAYMORE ENH GRW & IN 0.4%
Value ($000) $3,982 Shares 481,443 Est. Cost $8.26 Unrealized
FIRST TR HIGH INCOME L/S FD 0.4%
Value ($000) $3,912 Shares 277,830 Est. Cost $17.20 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.4%
Value ($000) $3,835 Shares 364,934 Est. Cost $11.60 Unrealized
HCP INC 0.3%
Value ($000) $3,654 Shares 95,542 Est. Cost $40.38 Unrealized
LEGG MASON BW GLB INC OPP FD 0.3%
Value ($000) $3,351 Shares 289,404 Est. Cost $17.20 Unrealized
GNW GENWORTH FINL INC 0.3%
Value ($000) $3,176 Shares 851,358 Est. Cost $8.86 Unrealized -47.8%
MFS INTERMEDIATE HIGH INC FD 0.3%
Value ($000) $3,134 Shares 1,350,832 Est. Cost $2.82 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.3%
Value ($000) $3,105 Shares 722,000 Est. Cost $5.54 Unrealized
BROOKFIELD TOTAL RETURN FD I 0.3%
Value ($000) $2,799 Shares 127,510 Est. Cost $21.88 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.3%
Value ($000) $2,673 Shares 365,665 Est. Cost $8.33 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.2%
Value ($000) $2,577 Shares 255,656 Est. Cost $12.37 Unrealized
APOLLO TACTICAL INCOME FD IN 0.2%
Value ($000) $2,555 Shares 183,965 Est. Cost $17.85 Unrealized
BZH BEAZER HOMES USA INC 0.2%
Value ($000) $2,476 Shares 215,510 Est. Cost $16.51 Unrealized -17.1%
DVN DEVON ENERGY CORP NEW 0.2%
Value ($000) $2,054 Shares 64,200 Est. Cost $28.36 Unrealized 0.0%
PRUDENTIAL GLB SHT DUR HG YL 0.2%
Value ($000) $2,053 Shares 145,071 Est. Cost $13.97 Unrealized
BND VANGUARD BD INDEX FD INC 0.2%
Value ($000) $1,915 Shares 23,711 Est. Cost $80.76 Unrealized
DEUTSCHE GLOBAL HIGH INCOME 0.2%
Value ($000) $1,890 Shares 250,361 Est. Cost $7.56 Unrealized
DELAWARE INVTS DIV & INCOME 0.2%
Value ($000) $1,771 Shares 200,830 Est. Cost $10.27 Unrealized
KATE SPADE & CO 0.1%
Value ($000) $1,460 Shares 82,161 Est. Cost $18.81 Unrealized
IVY HIGH INC OPPORTUNITIES F 0.1%
Value ($000) $1,344 Shares 108,600 Est. Cost $14.43 Unrealized
IGSB ISHARES TR 0.1%
Value ($000) $1,323 Shares 12,651 Est. Cost $104.86 Unrealized
QLTA ISHARES TR 0.1%
Value ($000) $1,148 Shares 22,687 Est. Cost $51.86 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $1,039 Shares 135,656 Est. Cost $8.93 Unrealized
CENTURYLINK INC 0.1%
Value ($000) $1,023 Shares 40,648 Est. Cost $25.17 Unrealized
NOBLE CORP PLC 0.1%
Value ($000) $910 Shares 86,249 Est. Cost $10.55 Unrealized
HYG ISHARES TR 0.1%
Value ($000) $839 Shares 10,414 Est. Cost $80.56 Unrealized
OI S.A. 0.1%
Value ($000) $808 Shares 1,324,866 Est. Cost $0.61 Unrealized
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $770 Shares 126,806 Est. Cost $6.74 Unrealized
LQD ISHARES TR 0.1%
Value ($000) $747 Shares 6,549 Est. Cost $114.06 Unrealized
STRATEGIC GLOBAL INCOME FD 0.1%
Value ($000) $740 Shares 84,432 Est. Cost $9.18 Unrealized
IGIB ISHARES TR 0.1%
Value ($000) $697 Shares 6,493 Est. Cost $108.83 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.1%
Value ($000) $589 Shares 40,521 Est. Cost $15.28 Unrealized
LINN ENERGY LLC 0.1%
Value ($000) $543 Shares 421,300 Est. Cost Unrealized
UIS UNISYS CORP 0.1%
Value ($000) $537 Shares 48,560 Est. Cost $12.66 Unrealized 0.0%
INTERVAL LEISURE GROUP INC 0.1%
Value ($000) $532 Shares 34,053 Est. Cost $17.10 Unrealized
NUVEEN QUALITY PFD INC FD 3 0.0%
Value ($000) $488 Shares 57,494 Est. Cost $8.30 Unrealized
TEMPLETON EMERG MKTS INCOME 0.0%
Value ($000) $426 Shares 42,734 Est. Cost $10.71 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $393 Shares 55,358 Est. Cost $7.51 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $344 Shares 731,344 Est. Cost $1.76 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $283 Shares 27,143 Est. Cost $12.82 Unrealized
BLACKROCK LTD DURATION INC T 0.0%
Value ($000) $278 Shares 19,085 Est. Cost $14.44 Unrealized
EMB ISHARES TR 0.0%
Value ($000) $262 Shares 2,473 Est. Cost $109.94 Unrealized
PUTNAM MASTER INTER INCOME T 0.0%
Value ($000) $259 Shares 56,893 Est. Cost $4.52 Unrealized
AMD ADVANCED MICRO DEVICES INC 0.0%
Value ($000) $237 Shares 82,700 Est. Cost Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $231 Shares 18,712 Est. Cost $15.04 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $171 Shares 15,767 Est. Cost $11.19 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $145 Shares 15,555 Est. Cost $11.90 Unrealized
MERITOR INC 0.0%
Value ($000) $128 Shares 15,295 Est. Cost $12.61 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $7 Shares 795,108 Est. Cost $0.06 Unrealized