Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $1,026,239 (100.0% shares, 0.0% debt)

Holdings (106)

BLACKROCK DEBT STRAT FD INC 7.9%
Value ($000) $81,423 Shares 23,464,835 Est. Cost $3.82 Unrealized
WELLS FARGO MULTI SECTOR INC 6.0%
Value ($000) $61,150 Shares 5,004,086 Est. Cost $12.46 Unrealized
PIMCO DYNAMIC CR INCOME FD 5.1%
Value ($000) $52,164 Shares 2,991,045 Est. Cost $19.66 Unrealized
FRANKLIN LTD DURATION INC TR 4.4%
Value ($000) $45,200 Shares 3,985,886 Est. Cost $11.58 Unrealized
RIG TRANSOCEAN LTD 4.3%
Value ($000) $44,025 Shares 4,816,700 Est. Cost Unrealized
HESS CORP 3.7%
Value ($000) $38,071 Shares 723,100 Est. Cost Unrealized
BLACKSTONE GSO STRATEGIC CR 3.5%
Value ($000) $35,502 Shares 2,604,700 Est. Cost $16.15 Unrealized
PUTNAM PREMIER INCOME TR 2.7%
Value ($000) $27,611 Shares 5,825,123 Est. Cost $5.09 Unrealized
DEUTSCHE HIGH INCOME OPPORT 2.6%
Value ($000) $26,421 Shares 1,982,061 Est. Cost $14.22 Unrealized
QEP RES INC 2.3%
Value ($000) $23,219 Shares 1,645,600 Est. Cost $14.11 Unrealized
WESTERN ASSET EMRG MKT INCM 2.2%
Value ($000) $22,630 Shares 2,205,610 Est. Cost $11.41 Unrealized
FXI ISHARES TR 2.1%
Value ($000) $21,608 Shares 639,864 Est. Cost $35.47 Unrealized
BLACKROCK MULTI-SECTOR INC T 2.0%
Value ($000) $20,829 Shares 1,317,454 Est. Cost $17.06 Unrealized
MFS MULTIMARKET INCOME TR 2.0%
Value ($000) $20,233 Shares 3,470,560 Est. Cost $5.98 Unrealized
NOBLE CORP PLC 1.9%
Value ($000) $19,234 Shares 1,858,400 Est. Cost $10.55 Unrealized
MBI MBIA INC 1.9%
Value ($000) $19,046 Shares 2,152,100 Est. Cost $3.18 Unrealized 0.0%
ADVENT CLAY CONV SEC INC FD 1.8%
Value ($000) $18,957 Shares 3,491,175 Est. Cost $5.43 Unrealized
DEUTSCHE HIGH INCOME TR 1.8%
Value ($000) $18,932 Shares 2,232,588 Est. Cost $8.59 Unrealized
MORGAN STANLEY EM MKTS DM DE 1.8%
Value ($000) $18,725 Shares 2,450,870 Est. Cost $12.74 Unrealized
CNQ CANADIAN NAT RES LTD 1.7%
Value ($000) $17,866 Shares 661,700 Est. Cost Unrealized
DEUTSCHE MULTI-MKT INCOME TR 1.7%
Value ($000) $17,328 Shares 2,185,155 Est. Cost $8.30 Unrealized
FIRST TR HIGH INCOME L/S FD 1.7%
Value ($000) $17,239 Shares 1,179,145 Est. Cost $15.23 Unrealized
MARKET VECTORS ETF TR 1.6%
Value ($000) $16,858 Shares 1,030,420 Est. Cost $14.65 Unrealized
MFS CHARTER INCOME TR 1.6%
Value ($000) $16,807 Shares 2,067,309 Est. Cost $8.46 Unrealized
BLACKSTONE GSO LNG SHRT CR I 1.6%
Value ($000) $16,171 Shares 1,189,071 Est. Cost $15.18 Unrealized
CREDIT SUISSE ASSET MGMT INC 1.6%
Value ($000) $15,960 Shares 5,561,125 Est. Cost $2.97 Unrealized
ADVENT CLAYMORE CV SECS & IN 1.5%
Value ($000) $14,964 Shares 1,132,814 Est. Cost $13.21 Unrealized
EATON VANCE SH TM DR DIVR IN 1.4%
Value ($000) $14,462 Shares 1,084,102 Est. Cost $13.40 Unrealized
RDN RADIAN GROUP INC 1.3%
Value ($000) $13,786 Shares 1,111,800 Est. Cost $9.38 Unrealized 0.0%
ANADARKO PETE CORP 1.3%
Value ($000) $13,473 Shares 289,300 Est. Cost $48.59 Unrealized
ABERDEEN ASIA PACIFIC INCOM 1.3%
Value ($000) $13,325 Shares 2,664,994 Est. Cost $5.79 Unrealized
CHESAPEAKE ENERGY CORP 1.2%
Value ($000) $12,444 Shares 3,020,300 Est. Cost Unrealized
MANAGED HIGH YIELD PLUS FD I 1.1%
Value ($000) $11,088 Shares 6,229,242 Est. Cost $2.03 Unrealized
NEUBERGER BERMAN HGH YLD FD 1.0%
Value ($000) $9,774 Shares 921,243 Est. Cost $12.89 Unrealized
GLOBAL HIGH INCOME FUND INC 1.0%
Value ($000) $9,761 Shares 1,123,257 Est. Cost $10.00 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.9%
Value ($000) $9,365 Shares 763,837 Est. Cost $12.26 Unrealized
INVESCO HIGH INCOME TR II 0.9%
Value ($000) $9,350 Shares 706,177 Est. Cost $14.00 Unrealized
WESTERN ASSET MGD HI INCM FD 0.8%
Value ($000) $8,647 Shares 1,951,845 Est. Cost $5.63 Unrealized
WESTERN ASSET EMRG MKT DEBT 0.8%
Value ($000) $8,471 Shares 583,408 Est. Cost $16.11 Unrealized
ADVENT CLAYMORE ENH GRW & IN 0.8%
Value ($000) $8,412 Shares 1,024,549 Est. Cost $8.23 Unrealized
WESTERN ASSET HGH YLD DFNDFD 0.7%
Value ($000) $7,165 Shares 513,971 Est. Cost $17.59 Unrealized
FCX FREEPORT-MCMORAN INC 0.6%
Value ($000) $6,428 Shares 621,700 Est. Cost Unrealized
SEADRILL LIMITED 0.6%
Value ($000) $6,261 Shares 1,897,200 Est. Cost $3.31 Unrealized
WELLS FARGO INCOME OPPORTUNI 0.6%
Value ($000) $6,217 Shares 821,230 Est. Cost $9.11 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.6%
Value ($000) $5,771 Shares 719,560 Est. Cost $10.07 Unrealized
LEGG MASON BW GLB INC OPP FD 0.5%
Value ($000) $5,637 Shares 456,460 Est. Cost $15.42 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.5%
Value ($000) $4,879 Shares 333,297 Est. Cost $15.97 Unrealized
EATON VANCE LTD DUR INCOME F 0.5%
Value ($000) $4,834 Shares 366,801 Est. Cost $13.18 Unrealized
DVN DEVON ENERGY CORP NEW 0.5%
Value ($000) $4,799 Shares 174,900 Est. Cost $28.36 Unrealized -40.2%
MFS INTERMEDIATE HIGH INC FD 0.5%
Value ($000) $4,762 Shares 2,035,207 Est. Cost $2.66 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.4%
Value ($000) $4,607 Shares 416,155 Est. Cost $11.53 Unrealized
FRONTIER COMMUNICATIONS CORP 0.4%
Value ($000) $4,374 Shares 782,400 Est. Cost $4.74 Unrealized
BANCROFT FUND LTD 0.4%
Value ($000) $4,177 Shares 232,694 Est. Cost $17.95 Unrealized
BLACKROCK CR ALLCTN INC TR 0.4%
Value ($000) $3,899 Shares 311,399 Est. Cost $13.72 Unrealized
DELAWARE INVTS DIV & INCOME 0.4%
Value ($000) $3,652 Shares 399,947 Est. Cost $9.70 Unrealized
HCP INC 0.3%
Value ($000) $3,241 Shares 99,477 Est. Cost $40.08 Unrealized
VALEANT PHARMACEUTICALS INTL 0.3%
Value ($000) $3,230 Shares 122,831 Est. Cost $26.30 Unrealized
IVY HIGH INC OPPORTUNITIES F 0.3%
Value ($000) $3,222 Shares 253,110 Est. Cost $13.46 Unrealized
APOLLO TACTICAL INCOME FD IN 0.3%
Value ($000) $2,986 Shares 219,431 Est. Cost $17.16 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.3%
Value ($000) $2,963 Shares 160,088 Est. Cost $15.26 Unrealized 0.0%
WESTERN ASSET WORLDWIDE INCO 0.3%
Value ($000) $2,948 Shares 283,780 Est. Cost $12.17 Unrealized
DEUTSCHE GLOBAL HIGH INCOME 0.3%
Value ($000) $2,918 Shares 377,997 Est. Cost $7.61 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.3%
Value ($000) $2,822 Shares 385,576 Est. Cost $8.28 Unrealized
WESTERN ASSET GLOBAL CP DEFI 0.3%
Value ($000) $2,619 Shares 158,800 Est. Cost $18.07 Unrealized
WESTERN ASSET GLB HI INCOME 0.2%
Value ($000) $2,467 Shares 272,938 Est. Cost $9.04 Unrealized
VIRTUS GLOBAL MULTI-SEC INC 0.2%
Value ($000) $2,231 Shares 157,441 Est. Cost $14.17 Unrealized
GNW GENWORTH FINL INC 0.2%
Value ($000) $1,881 Shares 689,172 Est. Cost $8.86 Unrealized -71.4%
NUVEEN CR STRATEGIES INCM FD 0.2%
Value ($000) $1,739 Shares 219,910 Est. Cost $7.91 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.2%
Value ($000) $1,611 Shares 199,662 Est. Cost $8.66 Unrealized
OFFICE DEPOT INC 0.1%
Value ($000) $1,448 Shares 204,000 Est. Cost $7.10 Unrealized
INTERVAL LEISURE GROUP INC 0.1%
Value ($000) $1,432 Shares 99,148 Est. Cost $15.36 Unrealized
UIS UNISYS CORP 0.1%
Value ($000) $1,413 Shares 183,544 Est. Cost $10.35 Unrealized -8.0%
MBI MBIA INC 0.1%
Value ($000) $1,411 Shares 159,456 Est. Cost $3.18 Unrealized 0.0%
FIRST TR STRATEGIC HIGH INC 0.1%
Value ($000) $1,387 Shares 121,987 Est. Cost $11.37 Unrealized
RDN RADIAN GROUP INC 0.1%
Value ($000) $1,186 Shares 95,633 Est. Cost $9.38 Unrealized 0.0%
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $1,057 Shares 166,439 Est. Cost $6.65 Unrealized
ANADARKO PETE CORP 0.1%
Value ($000) $1,041 Shares 22,347 Est. Cost $48.59 Unrealized
KATE SPADE & CO 0.1%
Value ($000) $925 Shares 36,246 Est. Cost $18.81 Unrealized
HYG ISHARES TR 0.1%
Value ($000) $817 Shares 10,000 Est. Cost $80.56 Unrealized
STRATEGIC GLOBAL INCOME FD 0.1%
Value ($000) $752 Shares 84,432 Est. Cost $9.18 Unrealized
ELLSWORTH GROWTH & INCOME FD 0.1%
Value ($000) $698 Shares 91,857 Est. Cost $7.60 Unrealized
VIRTUS TOTAL RETURN FD 0.1%
Value ($000) $627 Shares 147,879 Est. Cost $4.24 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.1%
Value ($000) $582 Shares 40,521 Est. Cost $15.28 Unrealized
INVESCO DYNAMIC CR OPP FD 0.1%
Value ($000) $553 Shares 51,414 Est. Cost $10.76 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $549 Shares 19,996 Est. Cost $28.36 Unrealized -40.2%
EATON VANCE SR INCOME TR 0.1%
Value ($000) $539 Shares 93,048 Est. Cost $5.79 Unrealized
QEP RES INC 0.0%
Value ($000) $494 Shares 35,000 Est. Cost $14.11 Unrealized
MORGAN STANLEY EMER MKTS DEB 0.0%
Value ($000) $440 Shares 50,135 Est. Cost $8.78 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $419 Shares 71,800 Est. Cost $5.54 Unrealized
WESTERN ASSET HIGH INCM OPP 0.0%
Value ($000) $387 Shares 82,431 Est. Cost $5.69 Unrealized
MADISON STRTG SECTOR PREM FD 0.0%
Value ($000) $354 Shares 31,417 Est. Cost $11.27 Unrealized
FIRST TR ABERDEEN GLBL OPP F 0.0%
Value ($000) $351 Shares 32,005 Est. Cost $10.97 Unrealized
SEADRILL LIMITED 0.0%
Value ($000) $281 Shares 85,000 Est. Cost $3.31 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $260 Shares 27,143 Est. Cost $12.82 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $231 Shares 18,712 Est. Cost $15.04 Unrealized
ASHR DBX ETF TR 0.0%
Value ($000) $218 Shares 8,900 Est. Cost $24.49 Unrealized
TCW STRATEGIC INCOME FUND IN 0.0%
Value ($000) $199 Shares 38,171 Est. Cost $5.21 Unrealized
NUVEEN GLOBAL EQUITY INCOME 0.0%
Value ($000) $194 Shares 17,700 Est. Cost $10.96 Unrealized
NEUBERGER BERMAN RE ES SEC F 0.0%
Value ($000) $181 Shares 35,553 Est. Cost $5.09 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $177 Shares 430,844 Est. Cost $1.76 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $172 Shares 15,767 Est. Cost $11.19 Unrealized
TEMPLETON EMERG MKTS INCOME 0.0%
Value ($000) $168 Shares 16,357 Est. Cost $10.71 Unrealized
LINN ENERGY LLC 0.0%
Value ($000) $153 Shares 428,800 Est. Cost $0.36 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $142 Shares 15,555 Est. Cost $11.90 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $125 Shares 17,285 Est. Cost $7.51 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $5 Shares 795,108 Est. Cost $0.06 Unrealized