Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $2,286,020 (100.0% shares, 0.0% debt)

Holdings (114)

HYG ISHARES TR 22.2%
Value ($000) $507,882 Shares 5,873,500 Est. Cost — Unrealized —
TDG TRANSDIGM GROUP INC 6.2%
Value ($000) $140,736 Shares 310,000 Est. Cost $301.26 Unrealized 0.0%
— NUVEEN CR STRATEGIES INCM FD 4.8%
Value ($000) $109,864 Shares 14,212,653 Est. Cost $7.77 Unrealized —
— EATON VANCE LTD DUR INCOME F 3.7%
Value ($000) $84,469 Shares 6,677,427 Est. Cost $12.57 Unrealized —
— INVESCO SR INCOME TR 3.5%
Value ($000) $79,032 Shares 18,817,238 Est. Cost $4.13 Unrealized —
— INVESCO DYNAMIC CR OPP FD 3.2%
Value ($000) $73,159 Shares 6,742,727 Est. Cost $10.54 Unrealized —
— WESTERN ASSET HIGH INCM FD I 3.0%
Value ($000) $67,895 Shares 10,477,671 Est. Cost $6.31 Unrealized —
— WESTERN ASSET HIGH INCM OPP 2.9%
Value ($000) $67,145 Shares 13,901,700 Est. Cost $4.81 Unrealized —
— WESTERN ASSET GLB HI INCOME 2.9%
Value ($000) $66,700 Shares 7,103,284 Est. Cost $9.11 Unrealized —
YPF YPF SOCIEDAD ANONIMA 2.5%
Value ($000) $56,876 Shares 4,059,700 Est. Cost $14.01 Unrealized —
— VOYA PRIME RATE TR 2.4%
Value ($000) $54,688 Shares 11,440,985 Est. Cost $4.80 Unrealized —
SPG SIMON PPTY GROUP INC NEW 2.4%
Value ($000) $54,663 Shares 300,000 Est. Cost — Unrealized —
TSLA TESLA INC 2.4%
Value ($000) $54,572 Shares 195,000 Est. Cost — Unrealized —
— BLACKROCK CR ALLCTN INC TR 2.1%
Value ($000) $48,609 Shares 3,916,937 Est. Cost $12.13 Unrealized —
F FORD MTR CO DEL 1.9%
Value ($000) $43,900 Shares 5,000,000 Est. Cost $6.21 Unrealized -2.1%
— FIRST TR HIGH INCOME L/S FD 1.8%
Value ($000) $41,942 Shares 2,870,807 Est. Cost $13.79 Unrealized —
— L BRANDS INC 1.7%
Value ($000) $39,828 Shares 1,444,100 Est. Cost $25.66 Unrealized —
— NEUBERGER BERMAN HGH YLD FD 1.7%
Value ($000) $38,479 Shares 3,408,270 Est. Cost $11.12 Unrealized —
QCOM QUALCOMM INC 1.2%
Value ($000) $28,515 Shares 500,000 Est. Cost $52.36 Unrealized -12.6%
— PGIM GLOBAL HIGH YIELD FD IN 1.2%
Value ($000) $26,617 Shares 1,909,423 Est. Cost $13.48 Unrealized —
QCOM QUALCOMM INC 1.0%
Value ($000) $23,836 Shares 417,956 Est. Cost $52.36 Unrealized -12.6%
— GULFPORT ENERGY CORP 1.0%
Value ($000) $23,451 Shares 2,924,100 Est. Cost — Unrealized —
— PGIM HIGH YIELD BOND FUND IN 1.0%
Value ($000) $22,599 Shares 1,593,710 Est. Cost $13.54 Unrealized —
HSBC HSBC HLDGS PLC 0.9%
Value ($000) $20,290 Shares 500,000 Est. Cost $40.58 Unrealized —
— REALOGY HLDGS CORP 0.8%
Value ($000) $17,852 Shares 1,565,900 Est. Cost $12.11 Unrealized —
— IVY HIGH INC OPPORTUNITIES F 0.8%
Value ($000) $17,734 Shares 1,311,721 Est. Cost $13.28 Unrealized —
GEO GEO GROUP INC NEW 0.8%
Value ($000) $17,520 Shares 912,500 Est. Cost — Unrealized —
— VANECK VECTORS ETF TR 0.8%
Value ($000) $17,230 Shares 1,000,000 Est. Cost $14.03 Unrealized —
— INVESCO HIGH INCOME TR II 0.7%
Value ($000) $16,856 Shares 1,175,456 Est. Cost $13.82 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 0.7%
Value ($000) $16,674 Shares 4,470,274 Est. Cost $6.80 Unrealized -39.6%
— BLACKROCK DEBT STRAT FD INC 0.7%
Value ($000) $16,315 Shares 1,521,964 Est. Cost $11.34 Unrealized —
— NUVEEN GLOBAL HIGH INCOME FD 0.7%
Value ($000) $15,830 Shares 1,044,205 Est. Cost $14.58 Unrealized —
— GENERAL AMERN INVS INC 0.6%
Value ($000) $14,841 Shares 445,534 Est. Cost $33.16 Unrealized —
— NUVEEN NEW YORK AMT QLT MUNI 0.6%
Value ($000) $14,841 Shares 1,166,728 Est. Cost $11.65 Unrealized —
— TATA MTRS LTD 0.6%
Value ($000) $13,247 Shares 1,054,700 Est. Cost $12.57 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.6%
Value ($000) $12,935 Shares 945,549 Est. Cost $12.60 Unrealized —
GEL GENESIS ENERGY L P 0.5%
Value ($000) $12,179 Shares 522,700 Est. Cost — Unrealized —
XPHDX PIONEER FLOATING RATE TR 0.5%
Value ($000) $12,120 Shares 1,165,356 Est. Cost $10.33 Unrealized —
— NUVEEN CONNECTICUT QLTY MUN 0.5%
Value ($000) $11,773 Shares 977,039 Est. Cost $11.79 Unrealized —
— NUVEEN NEW JERSEY QULT MUN F 0.5%
Value ($000) $11,555 Shares 834,303 Est. Cost $12.89 Unrealized —
— FIRST TR SR FLG RTE INCM FD 0.5%
Value ($000) $11,519 Shares 974,498 Est. Cost $11.63 Unrealized —
— NUVEEN PENNSYLVANIA QLT MUN 0.5%
Value ($000) $10,924 Shares 826,961 Est. Cost $12.31 Unrealized —
— NUVEEN GEORGIA QLTY MUN INC 0.5%
Value ($000) $10,835 Shares 908,974 Est. Cost $11.54 Unrealized —
— EATON VANCE SR INCOME TR 0.4%
Value ($000) $10,098 Shares 1,641,958 Est. Cost $6.03 Unrealized —
XXHYBXX NEW AMER HIGH INCOME FD INC 0.4%
Value ($000) $9,675 Shares 1,138,221 Est. Cost $8.28 Unrealized —
— NUVEEN MICHIGAN QLT MUN INC 0.4%
Value ($000) $8,915 Shares 673,350 Est. Cost $12.50 Unrealized —
— NUVEEN MARYLAND QLT MUN INC 0.4%
Value ($000) $8,280 Shares 664,021 Est. Cost $11.72 Unrealized —
— NUVEEN OHIO QLTY MUN INCOME 0.4%
Value ($000) $8,130 Shares 561,489 Est. Cost $13.30 Unrealized —
— EATON VANCE FLTG RATE INCOM 0.4%
Value ($000) $8,075 Shares 545,209 Est. Cost $14.55 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 0.3%
Value ($000) $7,602 Shares 2,038,200 Est. Cost $6.80 Unrealized -39.6%
— NUVEEN NORTH CAROLINA QLTY M 0.3%
Value ($000) $7,101 Shares 555,648 Est. Cost $11.83 Unrealized —
XBFZX BLACKROCK CALIF MUN INCOME T 0.3%
Value ($000) $6,559 Shares 511,256 Est. Cost $11.97 Unrealized —
— EATON VANCE CA MUNI INCOME T 0.3%
Value ($000) $6,494 Shares 541,180 Est. Cost $11.46 Unrealized —
— ROYCE GLOBAL VALUE TR INC 0.3%
Value ($000) $6,494 Shares 645,533 Est. Cost $10.63 Unrealized —
— BLACKROCK MUNI N Y INTER DUR 0.3%
Value ($000) $6,247 Shares 457,688 Est. Cost $12.90 Unrealized —
F FORD MTR CO DEL 0.3%
Value ($000) $6,171 Shares 702,810 Est. Cost $6.21 Unrealized -2.1%
DB DEUTSCHE BANK AG 0.3%
Value ($000) $6,090 Shares 750,000 Est. Cost $8.61 Unrealized -10.3%
— BLACKROCK MUNIYLD MICH QLTY 0.3%
Value ($000) $5,942 Shares 444,795 Est. Cost $12.42 Unrealized —
— ROWAN COMPANIES PLC 0.2%
Value ($000) $5,503 Shares 510,000 Est. Cost $10.79 Unrealized —
— ALLIANCEBERNSTEIN GBL HGH IN 0.2%
Value ($000) $5,449 Shares 470,159 Est. Cost $10.89 Unrealized —
YPF YPF SOCIEDAD ANONIMA 0.2%
Value ($000) $4,886 Shares 348,770 Est. Cost $14.01 Unrealized —
— BLACKROCK CORPOR HI YLD FD I 0.2%
Value ($000) $4,820 Shares 469,834 Est. Cost $10.50 Unrealized —
— WELLS FARGO INCOME OPPORTUNI 0.2%
Value ($000) $4,755 Shares 603,418 Est. Cost $8.09 Unrealized —
XVMMX DELAWARE INV MN MUN INC FD I 0.2%
Value ($000) $4,701 Shares 372,099 Est. Cost $11.86 Unrealized —
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.2%
Value ($000) $4,657 Shares 374,926 Est. Cost $11.95 Unrealized —
XEVMX EATON VANCE CALIF MUN BD FD 0.2%
Value ($000) $4,492 Shares 425,822 Est. Cost $9.90 Unrealized —
— MFS CALIF MUN FD 0.2%
Value ($000) $4,411 Shares 387,234 Est. Cost $11.07 Unrealized —
— SEADRILL LTD 0.2%
Value ($000) $4,364 Shares 525,184 Est. Cost $24.78 Unrealized —
— BLACKROCK NY MUNI INC QLTY T 0.2%
Value ($000) $3,908 Shares 304,154 Est. Cost $12.21 Unrealized —
— BLACKROCK MUNIHLDGS NY QLTY 0.2%
Value ($000) $3,813 Shares 295,180 Est. Cost $11.98 Unrealized —
— BRANDYWINEGBL GLBAL INM OPRT 0.2%
Value ($000) $3,606 Shares 323,962 Est. Cost $12.89 Unrealized —
— FIRST TR ABERDEEN GLBL OPP F 0.2%
Value ($000) $3,566 Shares 354,833 Est. Cost $9.60 Unrealized —
— BLACKROCK MUNIYIELD NY QLTY 0.2%
Value ($000) $3,512 Shares 285,324 Est. Cost $11.52 Unrealized —
— DTF TAX-FREE INCOME INC 0.2%
Value ($000) $3,464 Shares 261,792 Est. Cost $12.99 Unrealized —
— BLACKROCK NY MUNICIPAL BOND 0.1%
Value ($000) $3,100 Shares 220,482 Est. Cost $13.32 Unrealized —
— WESTERN ASSET CORPORATE LN F 0.1%
Value ($000) $3,072 Shares 324,437 Est. Cost $9.48 Unrealized —
— ALLIANZGI NFJ DIVID INT & PR 0.1%
Value ($000) $2,843 Shares 235,729 Est. Cost $12.60 Unrealized —
— NUVEEN ARIZONA QLTY MUN INC 0.1%
Value ($000) $2,685 Shares 209,269 Est. Cost $11.87 Unrealized —
— VANECK VECTORS ETF TR 0.1%
Value ($000) $2,522 Shares 146,400 Est. Cost $14.03 Unrealized —
— NEUBERGER BRMAN CLIFRN MUNI 0.1%
Value ($000) $2,432 Shares 186,638 Est. Cost $12.24 Unrealized —
NGD NEW GOLD INC CDA 0.1%
Value ($000) $2,410 Shares 2,799,594 Est. Cost $1.74 Unrealized -43.7%
— ARES DYNAMIC CR ALLOCATION F 0.1%
Value ($000) $2,181 Shares 146,986 Est. Cost $13.80 Unrealized —
— BLACKROCK MUNIHLDNGS CALI QL 0.1%
Value ($000) $2,029 Shares 153,147 Est. Cost $12.33 Unrealized —
HSBC HSBC HLDGS PLC 0.1%
Value ($000) $2,029 Shares 50,000 Est. Cost $40.58 Unrealized —
— EATON VANCE NY MUNI INCOME T 0.1%
Value ($000) $1,964 Shares 159,189 Est. Cost $11.54 Unrealized —
DB DEUTSCHE BANK AG 0.1%
Value ($000) $1,842 Shares 226,790 Est. Cost $8.61 Unrealized -10.3%
— MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $1,816 Shares 201,982 Est. Cost $9.87 Unrealized —
— NUVEEN TEXAS QLTY MUN INCME 0.1%
Value ($000) $1,735 Shares 129,850 Est. Cost $12.42 Unrealized —
— BLACKROCK FLOAT RATE OME STR 0.1%
Value ($000) $1,725 Shares 138,003 Est. Cost $12.15 Unrealized —
— BLACKROCK MUNIYIELD PA QLTY 0.1%
Value ($000) $1,720 Shares 126,384 Est. Cost $12.55 Unrealized —
— NUVEEN VIRGINIA QLTY MUNCPL 0.1%
Value ($000) $1,680 Shares 132,263 Est. Cost $11.72 Unrealized —
— BLACKROCK NY MUN INCOME TR I 0.1%
Value ($000) $1,663 Shares 122,305 Est. Cost $12.65 Unrealized —
— DIVIDEND & INCOME FUND 0.1%
Value ($000) $1,532 Shares 134,876 Est. Cost $11.88 Unrealized —
— DELAWARE ENHANCED GBL DIV & 0.1%
Value ($000) $1,487 Shares 153,742 Est. Cost $11.08 Unrealized —
— REALOGY HLDGS CORP 0.1%
Value ($000) $1,310 Shares 114,953 Est. Cost $12.11 Unrealized —
— APOLLO TACTICAL INCOME FD IN 0.1%
Value ($000) $1,237 Shares 84,173 Est. Cost $13.77 Unrealized —
— AVON PRODS INC 0.1%
Value ($000) $1,190 Shares 404,768 Est. Cost $2.14 Unrealized —
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $1,135 Shares 2,500 Est. Cost $301.26 Unrealized 0.0%
— DONNELLEY R R & SONS CO 0.0%
Value ($000) $1,060 Shares 224,568 Est. Cost $6.09 Unrealized —
— TATA MTRS LTD 0.0%
Value ($000) $976 Shares 77,671 Est. Cost $12.57 Unrealized —
— DELAWARE INVT NAT MUNI INC F 0.0%
Value ($000) $874 Shares 68,907 Est. Cost $12.68 Unrealized —
— EATON VANCE FLTING RATE INC 0.0%
Value ($000) $861 Shares 65,270 Est. Cost $12.66 Unrealized —
— BLACKROCK FLOATING RATE INCO 0.0%
Value ($000) $860 Shares 70,466 Est. Cost $12.20 Unrealized —
— EATON VANCE SR FLTNG RTE TR 0.0%
Value ($000) $838 Shares 64,325 Est. Cost $12.70 Unrealized —
— OCWEN FINL CORP 0.0%
Value ($000) $581 Shares 319,463 Est. Cost $2.00 Unrealized —
— ROWAN COMPANIES PLC 0.0%
Value ($000) $566 Shares 52,450 Est. Cost $10.79 Unrealized —
— BROOKFIELD REAL ASSETS INCOM 0.0%
Value ($000) $450 Shares 20,836 Est. Cost $19.06 Unrealized —
— BANCROFT FUND LTD 0.0%
Value ($000) $372 Shares 17,379 Est. Cost $18.02 Unrealized —
— HOSTESS BRANDS INC 0.0%
Value ($000) $264 Shares 202,693 Est. Cost $2.82 Unrealized —
— THL CR SR LN FD 0.0%
Value ($000) $173 Shares 11,245 Est. Cost $14.86 Unrealized —
XBNYX BLACKROCK N Y MUN INCOME TR 0.0%
Value ($000) $147 Shares 11,276 Est. Cost $12.24 Unrealized —
— LAZARD WORLD DIVID & INCOME 0.0%
Value ($000) $143 Shares 14,423 Est. Cost $10.12 Unrealized —
— NUVEEN NEW JERSEY MUN VALUE 0.0%
Value ($000) $138 Shares 10,443 Est. Cost $12.31 Unrealized —
— FRANKLIN UNVL TR 0.0%
Value ($000) $71 Shares 10,058 Est. Cost $7.29 Unrealized —