Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $1,118,375 (100.0% shares, 0.0% debt)

Holdings (97)

BLACKROCK DEBT STRAT FD INC 7.5%
Value ($000) $83,827 Shares 23,746,992 Est. Cost $3.81 Unrealized
GAP GAP INC DEL 6.8%
Value ($000) $76,148 Shares 3,588,500 Est. Cost $15.10 Unrealized 0.0%
WELLS FARGO MULTI SECTOR INC 6.3%
Value ($000) $70,471 Shares 5,570,869 Est. Cost $12.48 Unrealized
FRANKLIN LTD DURATION INC TR 4.2%
Value ($000) $46,777 Shares 4,032,465 Est. Cost $11.58 Unrealized
RIG TRANSOCEAN LTD 3.9%
Value ($000) $43,402 Shares 3,650,200 Est. Cost Unrealized
BLACKSTONE GSO STRATEGIC CR 3.3%
Value ($000) $37,278 Shares 2,590,531 Est. Cost $16.15 Unrealized
PIMCO DYNAMIC CR INCOME FD 3.2%
Value ($000) $36,029 Shares 1,883,389 Est. Cost $19.66 Unrealized
WDC WESTERN DIGITAL CORP 3.2%
Value ($000) $35,776 Shares 757,000 Est. Cost $28.61 Unrealized 0.0%
HESS CORP 3.0%
Value ($000) $34,053 Shares 566,600 Est. Cost Unrealized
ADVENT CLAYMORE CV SECS & IN 2.8%
Value ($000) $31,292 Shares 2,243,159 Est. Cost $13.58 Unrealized
MU MICRON TECHNOLOGY INC 2.6%
Value ($000) $29,481 Shares 2,142,500 Est. Cost Unrealized
QEP RES INC 2.6%
Value ($000) $29,464 Shares 1,671,200 Est. Cost $14.11 Unrealized
DEUTSCHE HIGH INCOME OPPORT 2.5%
Value ($000) $27,432 Shares 2,017,035 Est. Cost $14.21 Unrealized
FIRST TR HIGH INCOME L/S FD 2.4%
Value ($000) $27,137 Shares 1,829,904 Est. Cost $15.09 Unrealized
MFS CHARTER INCOME TR 2.4%
Value ($000) $26,725 Shares 3,155,231 Est. Cost $8.46 Unrealized
PUTNAM PREMIER INCOME TR 2.2%
Value ($000) $24,632 Shares 5,240,766 Est. Cost $5.09 Unrealized
WESTERN ASSET EMRG MKT INCM 2.2%
Value ($000) $24,533 Shares 2,263,146 Est. Cost $11.40 Unrealized
FXI ISHARES TR 2.0%
Value ($000) $21,896 Shares 639,864 Est. Cost $35.47 Unrealized
ADVENT CLAY CONV SEC INC FD 1.9%
Value ($000) $21,209 Shares 3,842,289 Est. Cost $5.44 Unrealized
CNQ CANADIAN NAT RES LTD 1.9%
Value ($000) $21,167 Shares 686,600 Est. Cost Unrealized
MFS MULTIMARKET INCOME TR 1.8%
Value ($000) $19,871 Shares 3,284,445 Est. Cost $5.98 Unrealized
DEUTSCHE HIGH INCOME TR 1.8%
Value ($000) $19,602 Shares 2,232,588 Est. Cost $8.59 Unrealized
MORGAN STANLEY EM MKTS DM DE 1.7%
Value ($000) $18,583 Shares 2,422,753 Est. Cost $12.74 Unrealized
CREDIT SUISSE ASSET MGMT INC 1.5%
Value ($000) $17,314 Shares 5,909,177 Est. Cost $2.97 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 1.5%
Value ($000) $16,904 Shares 2,074,166 Est. Cost $8.30 Unrealized
BLACKSTONE GSO LNG SHRT CR I 1.5%
Value ($000) $16,234 Shares 1,123,477 Est. Cost $15.18 Unrealized
ANADARKO PETE CORP 1.4%
Value ($000) $15,671 Shares 294,300 Est. Cost $48.59 Unrealized
MBI MBIA INC 1.4%
Value ($000) $15,375 Shares 2,251,100 Est. Cost $3.21 Unrealized +0.9%
EATON VANCE SH TM DR DIVR IN 1.3%
Value ($000) $14,552 Shares 1,077,906 Est. Cost $13.40 Unrealized
VANECK VECTORS ETF TR 1.3%
Value ($000) $14,391 Shares 826,120 Est. Cost $17.42 Unrealized
SEADRILL LIMITED 1.3%
Value ($000) $14,092 Shares 4,349,500 Est. Cost $3.31 Unrealized
BLACKROCK MULTI-SECTOR INC T 1.1%
Value ($000) $12,296 Shares 742,935 Est. Cost $17.06 Unrealized
ABERDEEN ASIA PACIFIC INCOM 0.9%
Value ($000) $10,467 Shares 2,089,275 Est. Cost $5.79 Unrealized
NEUBERGER BERMAN HGH YLD FD 0.9%
Value ($000) $9,996 Shares 912,895 Est. Cost $12.89 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.9%
Value ($000) $9,746 Shares 790,405 Est. Cost $12.26 Unrealized
WESTERN ASSET EMRG MKT DEBT 0.8%
Value ($000) $9,195 Shares 597,836 Est. Cost $16.09 Unrealized
VALEANT PHARMACEUTICALS INTL 0.8%
Value ($000) $8,587 Shares 426,381 Est. Cost $21.91 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 0.8%
Value ($000) $8,490 Shares 704,538 Est. Cost $14.79 Unrealized -0.9%
ADVENT CLAYMORE ENH GRW & IN 0.8%
Value ($000) $8,424 Shares 1,028,630 Est. Cost $8.23 Unrealized
INVESCO HIGH INCOME TR II 0.7%
Value ($000) $7,436 Shares 540,418 Est. Cost $14.00 Unrealized
LEGG MASON BW GLB INC OPP FD 0.7%
Value ($000) $7,376 Shares 569,172 Est. Cost $14.94 Unrealized
WESTERN ASSET MGD HI INCM FD 0.6%
Value ($000) $6,292 Shares 1,333,140 Est. Cost $5.63 Unrealized
WESTERN ASSET GLB PTNRS INCO 0.6%
Value ($000) $6,167 Shares 719,560 Est. Cost $10.07 Unrealized
CALIFORNIA RES CORP 0.5%
Value ($000) $5,098 Shares 417,845 Est. Cost $12.20 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.4%
Value ($000) $4,773 Shares 416,155 Est. Cost $11.53 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.4%
Value ($000) $4,570 Shares 1,850,260 Est. Cost $2.66 Unrealized
NOBLE CORP PLC 0.4%
Value ($000) $4,485 Shares 544,400 Est. Cost Unrealized
BANCROFT FUND LTD 0.4%
Value ($000) $4,464 Shares 238,599 Est. Cost $17.97 Unrealized
MTG MGIC INVT CORP WIS 0.4%
Value ($000) $4,159 Shares 699,066 Est. Cost $6.81 Unrealized 0.0%
GAP GAP INC DEL 0.4%
Value ($000) $4,023 Shares 189,600 Est. Cost $15.10 Unrealized 0.0%
DELAWARE INVTS DIV & INCOME 0.4%
Value ($000) $3,983 Shares 399,947 Est. Cost $9.70 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.3%
Value ($000) $3,119 Shares 283,780 Est. Cost $12.17 Unrealized
DEUTSCHE GLOBAL HIGH INCOME 0.3%
Value ($000) $3,077 Shares 377,997 Est. Cost $7.61 Unrealized
APOLLO TACTICAL INCOME FD IN 0.3%
Value ($000) $2,836 Shares 196,552 Est. Cost $17.16 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.3%
Value ($000) $2,798 Shares 364,765 Est. Cost $8.28 Unrealized
MBI MBIA INC 0.2%
Value ($000) $2,462 Shares 360,399 Est. Cost $3.21 Unrealized +0.9%
VIRTUS GLOBAL MULTI-SEC INC 0.2%
Value ($000) $2,014 Shares 132,868 Est. Cost $14.17 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.2%
Value ($000) $1,926 Shares 129,546 Est. Cost $15.97 Unrealized
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $1,843 Shares 39,000 Est. Cost $28.61 Unrealized 0.0%
NUVEEN CR STRATEGIES INCM FD 0.2%
Value ($000) $1,777 Shares 219,910 Est. Cost $7.91 Unrealized
GNW GENWORTH FINL INC 0.2%
Value ($000) $1,729 Shares 670,072 Est. Cost $8.86 Unrealized -63.5%
OFFICE DEPOT INC 0.1%
Value ($000) $1,540 Shares 465,300 Est. Cost $4.97 Unrealized
IVY HIGH INC OPPORTUNITIES F 0.1%
Value ($000) $1,516 Shares 110,919 Est. Cost $13.46 Unrealized
WESTERN ASSET GLOBAL CP DEFI 0.1%
Value ($000) $1,508 Shares 88,521 Est. Cost $18.07 Unrealized
UIS UNISYS CORP 0.1%
Value ($000) $1,491 Shares 204,781 Est. Cost $10.07 Unrealized -23.9%
FIRST TR STRATEGIC HIGH INC 0.1%
Value ($000) $1,459 Shares 121,987 Est. Cost $11.37 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $1,292 Shares 151,136 Est. Cost $8.66 Unrealized
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $1,283 Shares 180,157 Est. Cost $6.68 Unrealized
INTERVAL LEISURE GROUP INC 0.1%
Value ($000) $1,241 Shares 78,043 Est. Cost $15.36 Unrealized
RDN RADIAN GROUP INC 0.1%
Value ($000) $1,078 Shares 103,500 Est. Cost $9.38 Unrealized +3.8%
ANADARKO PETE CORP 0.1%
Value ($000) $897 Shares 16,847 Est. Cost $48.59 Unrealized
HYG ISHARES TR 0.1%
Value ($000) $847 Shares 10,000 Est. Cost $80.56 Unrealized
WELLS FARGO INCOME OPPORTUNI 0.1%
Value ($000) $762 Shares 96,471 Est. Cost $9.11 Unrealized
ELLSWORTH GROWTH & INCOME FD 0.1%
Value ($000) $721 Shares 91,857 Est. Cost $7.60 Unrealized
VIRTUS TOTAL RETURN FD 0.1%
Value ($000) $683 Shares 147,879 Est. Cost $4.24 Unrealized
MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $649 Shares 70,135 Est. Cost $8.91 Unrealized
NEUBERGER BERMAN RE ES SEC F 0.1%
Value ($000) $641 Shares 112,880 Est. Cost $5.49 Unrealized
INVESCO DYNAMIC CR OPP FD 0.1%
Value ($000) $567 Shares 51,414 Est. Cost $10.76 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $507 Shares 1,394,423 Est. Cost $0.79 Unrealized
FIRST TRUST MORTGAGE INCM FD 0.0%
Value ($000) $489 Shares 33,890 Est. Cost $15.28 Unrealized
QEP RES INC 0.0%
Value ($000) $441 Shares 25,000 Est. Cost $14.11 Unrealized
EATON VANCE SR INCOME TR 0.0%
Value ($000) $425 Shares 70,749 Est. Cost $5.79 Unrealized
BAC BANK AMER CORP 0.0%
Value ($000) $425 Shares 32,000 Est. Cost $11.34 Unrealized 0.0%
WESTERN ASSET HGH YLD DFNDFD 0.0%
Value ($000) $414 Shares 27,557 Est. Cost $17.59 Unrealized
FIRST TR ABERDEEN GLBL OPP F 0.0%
Value ($000) $366 Shares 32,005 Est. Cost $10.97 Unrealized
MADISON STRTG SECTOR PREM FD 0.0%
Value ($000) $361 Shares 31,417 Est. Cost $11.27 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $253 Shares 27,143 Est. Cost $12.82 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $246 Shares 18,712 Est. Cost $15.04 Unrealized
FRONTIER COMMUNICATIONS CORP 0.0%
Value ($000) $213 Shares 43,300 Est. Cost Unrealized
ASHR DBX ETF TR 0.0%
Value ($000) $211 Shares 8,900 Est. Cost $24.49 Unrealized
NUVEEN GLOBAL EQUITY INCOME 0.0%
Value ($000) $207 Shares 17,700 Est. Cost $10.96 Unrealized
NUVEEN DIVERSIFIED DIV INCM 0.0%
Value ($000) $184 Shares 15,767 Est. Cost $11.19 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $150 Shares 15,555 Est. Cost $11.90 Unrealized
MVC CAPITAL INC 0.0%
Value ($000) $145 Shares 18,000 Est. Cost $8.06 Unrealized
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $129 Shares 17,285 Est. Cost $7.51 Unrealized
RDN RADIAN GROUP INC 0.0%
Value ($000) $104 Shares 10,000 Est. Cost $9.38 Unrealized +3.8%
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $4 Shares 795,108 Est. Cost $0.06 Unrealized