Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $1,023,835 (100.0% shares, 0.0% debt)

Holdings (95)

BLACKROCK DEBT STRAT FD INC 8.6%
Value ($000) $88,525 Shares 24,253,369 Est. Cost $3.81 Unrealized
WELLS FARGO MULTI SECTOR INC 7.3%
Value ($000) $74,403 Shares 5,736,527 Est. Cost $12.49 Unrealized
FRANKLIN LTD DURATION INC TR 4.8%
Value ($000) $48,753 Shares 4,032,541 Est. Cost $11.58 Unrealized
GAP GAP INC DEL 4.7%
Value ($000) $47,898 Shares 2,153,700 Est. Cost $15.10 Unrealized +14.6%
FIRST TR HIGH INCOME L/S FD 4.6%
Value ($000) $47,172 Shares 3,025,790 Est. Cost $15.29 Unrealized
WDC WESTERN DIGITAL CORP 4.4%
Value ($000) $45,389 Shares 776,300 Est. Cost $28.61 Unrealized +15.8%
BLACKSTONE GSO STRATEGIC CR 4.3%
Value ($000) $44,411 Shares 2,976,577 Est. Cost $15.99 Unrealized
ADVENT CLAYMORE CV SECS & IN 3.5%
Value ($000) $35,496 Shares 2,434,545 Est. Cost $13.66 Unrealized
QEP RES INC 3.2%
Value ($000) $32,721 Shares 1,675,400 Est. Cost $14.11 Unrealized
DEUTSCHE HIGH INCOME OPPORT 2.8%
Value ($000) $28,636 Shares 2,023,745 Est. Cost $14.21 Unrealized
ADVENT CLAY CONV SEC INC FD 2.6%
Value ($000) $26,629 Shares 4,631,132 Est. Cost $5.49 Unrealized
MFS CHARTER INCOME TR 2.5%
Value ($000) $25,386 Shares 2,938,201 Est. Cost $8.46 Unrealized
WESTERN ASSET EMRG MKT INCM 2.2%
Value ($000) $22,992 Shares 1,997,533 Est. Cost $11.40 Unrealized
CNQ CANADIAN NAT RES LTD 2.1%
Value ($000) $21,998 Shares 686,600 Est. Cost Unrealized
PUTNAM PREMIER INCOME TR 2.1%
Value ($000) $21,984 Shares 4,495,713 Est. Cost $5.09 Unrealized
FXI ISHARES TR 1.9%
Value ($000) $19,306 Shares 507,924 Est. Cost $35.47 Unrealized
ANADARKO PETE CORP 1.9%
Value ($000) $19,140 Shares 302,100 Est. Cost $48.59 Unrealized
RIG TRANSOCEAN LTD 1.8%
Value ($000) $18,933 Shares 1,776,100 Est. Cost Unrealized
LEGG MASON BW GLB INC OPP FD 1.8%
Value ($000) $18,614 Shares 1,370,696 Est. Cost $14.14 Unrealized
CREDIT SUISSE ASSET MGMT INC 1.8%
Value ($000) $18,555 Shares 5,909,177 Est. Cost $2.97 Unrealized
MFS MULTIMARKET INCOME TR 1.7%
Value ($000) $17,863 Shares 2,933,214 Est. Cost $5.98 Unrealized
MBI MBIA INC 1.7%
Value ($000) $17,832 Shares 2,289,100 Est. Cost $3.21 Unrealized +6.8%
BLACKSTONE GSO LNG SHRT CR I 1.7%
Value ($000) $17,408 Shares 1,120,205 Est. Cost $15.18 Unrealized
DEUTSCHE MULTI-MKT INCOME TR 1.6%
Value ($000) $16,764 Shares 1,960,714 Est. Cost $8.30 Unrealized
ALLIANZGI NFJ DIVID INT & PR 1.6%
Value ($000) $16,312 Shares 1,290,469 Est. Cost $12.41 Unrealized
CYH COMMUNITY HEALTH SYS INC NEW 1.5%
Value ($000) $15,293 Shares 1,325,175 Est. Cost $13.26 Unrealized -13.1%
MORGAN STANLEY EM MKTS DM DE 1.5%
Value ($000) $14,886 Shares 1,853,858 Est. Cost $12.74 Unrealized
DEUTSCHE HIGH INCOME TR 1.4%
Value ($000) $14,126 Shares 1,533,817 Est. Cost $8.59 Unrealized
SEADRILL LIMITED 1.3%
Value ($000) $13,067 Shares 5,513,500 Est. Cost $2.37 Unrealized
EATON VANCE SH TM DR DIVR IN 1.2%
Value ($000) $12,523 Shares 913,452 Est. Cost $13.40 Unrealized
VALEANT PHARMACEUTICALS INTL 1.1%
Value ($000) $10,982 Shares 447,351 Est. Cost $22.04 Unrealized
HESS CORP 1.0%
Value ($000) $10,311 Shares 192,300 Est. Cost $53.60 Unrealized
NEUBERGER BERMAN HGH YLD FD 0.9%
Value ($000) $9,706 Shares 818,403 Est. Cost $12.89 Unrealized
INVESCO HIGH INCOME TR II 0.9%
Value ($000) $9,208 Shares 630,225 Est. Cost $14.09 Unrealized
ABERDEEN ASIA PACIFIC INCOM 0.9%
Value ($000) $8,985 Shares 1,754,944 Est. Cost $5.79 Unrealized
ADVENT CLAYMORE ENH GRW & IN 0.8%
Value ($000) $8,599 Shares 1,028,630 Est. Cost $8.23 Unrealized
WESTERN ASSET EMRG MKT DEBT 0.8%
Value ($000) $8,062 Shares 495,790 Est. Cost $16.09 Unrealized
GENERAL AMERN INVS INC 0.7%
Value ($000) $7,490 Shares 229,412 Est. Cost $32.65 Unrealized
BLACKROCK MULTI-SECTOR INC T 0.7%
Value ($000) $7,163 Shares 419,605 Est. Cost $17.06 Unrealized
LIBERTY ALL STAR EQUITY FD 0.6%
Value ($000) $6,505 Shares 1,255,787 Est. Cost $5.18 Unrealized
CALIFORNIA RES CORP 0.5%
Value ($000) $5,223 Shares 417,845 Est. Cost $12.20 Unrealized
DEUTSCHE STRATEGIC INCOME TR 0.5%
Value ($000) $5,044 Shares 416,155 Est. Cost $11.53 Unrealized
MFS INTERMEDIATE HIGH INC FD 0.4%
Value ($000) $4,382 Shares 1,705,180 Est. Cost $2.66 Unrealized
MTG MGIC INVT CORP WIS 0.4%
Value ($000) $4,140 Shares 517,448 Est. Cost $6.81 Unrealized +9.2%
WESTERN ASSET GLB HI INCOME 0.4%
Value ($000) $4,106 Shares 402,926 Est. Cost $10.19 Unrealized
WESTERN ASSET HIGH INCM OPP 0.4%
Value ($000) $4,028 Shares 797,572 Est. Cost $5.05 Unrealized
DEUTSCHE GLOBAL HIGH INCOME 0.3%
Value ($000) $3,179 Shares 377,997 Est. Cost $7.61 Unrealized
WESTERN ASSET WORLDWIDE INCO 0.3%
Value ($000) $2,980 Shares 256,714 Est. Cost $12.17 Unrealized
DELAWARE INVTS DIV & INCOME 0.3%
Value ($000) $2,935 Shares 296,509 Est. Cost $9.70 Unrealized
PUTMAN HIGH INCOME SEC FUND 0.3%
Value ($000) $2,829 Shares 352,793 Est. Cost $8.28 Unrealized
MBI MBIA INC 0.3%
Value ($000) $2,808 Shares 360,399 Est. Cost $3.21 Unrealized +6.8%
APOLLO TACTICAL INCOME FD IN 0.2%
Value ($000) $2,383 Shares 153,767 Est. Cost $17.16 Unrealized
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $2,204 Shares 37,700 Est. Cost $28.61 Unrealized +15.8%
FIRST TR STRATEGIC HIGH INC 0.2%
Value ($000) $1,933 Shares 156,638 Est. Cost $11.58 Unrealized
DIVIDEND & INCOME FUND 0.2%
Value ($000) $1,687 Shares 150,333 Est. Cost $11.22 Unrealized
RDN RADIAN GROUP INC 0.2%
Value ($000) $1,565 Shares 115,500 Est. Cost $9.38 Unrealized +13.8%
OFFICE DEPOT INC 0.1%
Value ($000) $1,497 Shares 419,220 Est. Cost $4.97 Unrealized
UIS UNISYS CORP 0.1%
Value ($000) $1,293 Shares 132,781 Est. Cost $10.07 Unrealized -7.8%
PACHOLDER HIGH YIELD FD INC 0.1%
Value ($000) $1,227 Shares 172,057 Est. Cost $6.68 Unrealized
THC TENET HEALTHCARE CORP 0.1%
Value ($000) $1,212 Shares 53,490 Est. Cost $26.03 Unrealized 0.0%
INTERVAL LEISURE GROUP INC 0.1%
Value ($000) $1,075 Shares 62,583 Est. Cost $15.36 Unrealized
ANADARKO PETE CORP 0.1%
Value ($000) $1,067 Shares 16,847 Est. Cost $48.59 Unrealized
ROYCE VALUE TR INC 0.1%
Value ($000) $1,014 Shares 80,095 Est. Cost $12.66 Unrealized
GNW GENWORTH FINL INC 0.1%
Value ($000) $942 Shares 189,972 Est. Cost $8.86 Unrealized -56.6%
MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $860 Shares 89,090 Est. Cost $9.07 Unrealized
NUVEEN CR STRATEGIES INCM FD 0.1%
Value ($000) $822 Shares 96,899 Est. Cost $7.91 Unrealized
ALPINE TOTAL DYNAMIC DIVID F 0.1%
Value ($000) $807 Shares 105,739 Est. Cost $7.63 Unrealized
BROOKFIELD MTG OPP INC FD IN 0.1%
Value ($000) $784 Shares 52,239 Est. Cost $15.97 Unrealized
VIRTUS TOTAL RETURN FD 0.1%
Value ($000) $701 Shares 147,879 Est. Cost $4.24 Unrealized
LAZARD GLB TTL RET&INCM FD I 0.1%
Value ($000) $690 Shares 49,360 Est. Cost $13.98 Unrealized
ELLSWORTH GROWTH & INCOME FD 0.1%
Value ($000) $670 Shares 81,843 Est. Cost $7.60 Unrealized
BANCROFT FUND LTD 0.1%
Value ($000) $631 Shares 30,055 Est. Cost $17.97 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.1%
Value ($000) $601 Shares 65,227 Est. Cost $8.66 Unrealized
LAZARD WORLD DIVID & INCOME 0.1%
Value ($000) $592 Shares 58,623 Est. Cost $10.10 Unrealized
HESS CORP 0.1%
Value ($000) $536 Shares 10,000 Est. Cost $53.60 Unrealized
VIRTUS GLOBAL MULTI-SEC INC 0.1%
Value ($000) $528 Shares 33,247 Est. Cost $14.17 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) $488 Shares 25,000 Est. Cost $14.11 Unrealized
NEUBERGER BERMAN RE ES SEC F 0.0%
Value ($000) $486 Shares 85,333 Est. Cost $5.49 Unrealized
SEADRILL LIMITED 0.0%
Value ($000) $462 Shares 195,000 Est. Cost $2.37 Unrealized
FIRST TR ABERDEEN GLBL OPP F 0.0%
Value ($000) $377 Shares 32,005 Est. Cost $10.97 Unrealized
IVY HIGH INC OPPORTUNITIES F 0.0%
Value ($000) $318 Shares 22,142 Est. Cost $13.46 Unrealized
CLOUGH GLOBAL OPPORTUNITIES 0.0%
Value ($000) $235 Shares 24,268 Est. Cost $12.82 Unrealized
DYNEGY INC NEW DEL 0.0%
Value ($000) $223 Shares 1,394,423 Est. Cost $0.79 Unrealized
MADISON STRTG SECTOR PREM FD 0.0%
Value ($000) $222 Shares 18,887 Est. Cost $11.27 Unrealized
ASHR DBX ETF TR 0.0%
Value ($000) $219 Shares 8,900 Est. Cost $24.49 Unrealized
NUVEEN GLOBAL EQUITY INCOME 0.0%
Value ($000) $211 Shares 17,700 Est. Cost $10.96 Unrealized
NOBLE CORP PLC 0.0%
Value ($000) $204 Shares 32,253 Est. Cost $6.32 Unrealized
WELLS FARGO INCOME OPPORTUNI 0.0%
Value ($000) $163 Shares 19,455 Est. Cost $9.11 Unrealized
LMP CAP & INCOME FD INC 0.0%
Value ($000) $158 Shares 11,589 Est. Cost $15.04 Unrealized
DELAWARE ENHANCED GBL DIV & 0.0%
Value ($000) $157 Shares 15,555 Est. Cost $11.90 Unrealized
MVC CAPITAL INC 0.0%
Value ($000) $149 Shares 18,000 Est. Cost $8.06 Unrealized
RDN RADIAN GROUP INC 0.0%
Value ($000) $136 Shares 10,000 Est. Cost $9.38 Unrealized +13.8%
NUVEEN MULTI MKT INCOME FD 0.0%
Value ($000) $130 Shares 17,285 Est. Cost $7.51 Unrealized
COMMUNITY HEALTH SYS INC NEW 0.0%
Value ($000) $7 Shares 795,108 Est. Cost $0.06 Unrealized