Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $2,345,766 (100.0% shares, 0.0% debt)

Holdings (110)

HYG ISHARES TR 14.1%
Value ($000) $330,246 Shares 3,788,100 Est. Cost $87.17 Unrealized —
YPF YPF SOCIEDAD ANONIMA 7.9%
Value ($000) $184,792 Shares 10,147,900 Est. Cost $14.01 Unrealized —
TDG TRANSDIGM GROUP INC 5.6%
Value ($000) $130,626 Shares 270,000 Est. Cost $301.26 Unrealized +15.3%
— NUVEEN CR STRATEGIES INCM FD 4.8%
Value ($000) $112,564 Shares 14,212,653 Est. Cost $7.77 Unrealized —
— INVESCO SR INCOME TR 4.0%
Value ($000) $94,289 Shares 21,826,069 Est. Cost $4.15 Unrealized —
— INVESCO DYNAMIC CR OPP FD 3.5%
Value ($000) $82,520 Shares 7,381,007 Est. Cost $10.60 Unrealized —
— WESTERN ASSET HIGH INCM OPP 3.4%
Value ($000) $79,098 Shares 15,418,700 Est. Cost $4.84 Unrealized —
— WESTERN ASSET GLB HI INCOME 3.3%
Value ($000) $77,756 Shares 7,830,384 Est. Cost $9.19 Unrealized —
— WESTERN ASSET HIGH INCM FD I 3.3%
Value ($000) $76,638 Shares 10,917,027 Est. Cost $6.34 Unrealized —
— EATON VANCE LTD DUR INCOME F 3.2%
Value ($000) $75,843 Shares 5,995,470 Est. Cost $12.57 Unrealized —
— BLACKROCK CR ALLCTN INC TR 3.0%
Value ($000) $70,759 Shares 5,455,561 Est. Cost $12.37 Unrealized —
— VOYA PRIME RATE TR 2.7%
Value ($000) $64,288 Shares 13,505,852 Est. Cost $4.80 Unrealized —
CNX CNX RESOURCES CORPORATION 2.4%
Value ($000) $56,948 Shares 7,790,500 Est. Cost — Unrealized —
— FIRST TR HIGH INCOME L/S FD 2.1%
Value ($000) $49,755 Shares 3,312,601 Est. Cost $13.95 Unrealized —
— NEUBERGER BERMAN HGH YLD FD 1.9%
Value ($000) $44,073 Shares 3,766,921 Est. Cost $11.18 Unrealized —
— L BRANDS INC 1.6%
Value ($000) $37,850 Shares 1,450,200 Est. Cost — Unrealized —
TSLA TESLA INC 1.4%
Value ($000) $32,401 Shares 145,000 Est. Cost — Unrealized —
GEO GEO GROUP INC NEW 1.4%
Value ($000) $31,778 Shares 1,512,500 Est. Cost $16.94 Unrealized 0.0%
— NUVEEN PENNSYLVANIA QLT MUN 1.4%
Value ($000) $31,734 Shares 2,324,818 Est. Cost $13.17 Unrealized —
— NUVEEN NEW YORK AMT QLT MUNI 1.3%
Value ($000) $29,544 Shares 2,256,985 Est. Cost $12.35 Unrealized —
— GULFPORT ENERGY CORP 1.2%
Value ($000) $28,664 Shares 5,837,800 Est. Cost $4.91 Unrealized —
— BLACKROCK FLOAT RATE OME STR 1.2%
Value ($000) $27,790 Shares 2,165,991 Est. Cost $12.79 Unrealized —
— PGIM GLOBAL HIGH YIELD FD IN 1.2%
Value ($000) $27,450 Shares 1,899,631 Est. Cost $13.48 Unrealized —
— NUVEEN GLOBAL HIGH INCOME FD 1.0%
Value ($000) $23,783 Shares 1,537,344 Est. Cost $14.87 Unrealized —
— FIRST TR SR FLG RTE INCM FD 1.0%
Value ($000) $23,457 Shares 1,946,610 Est. Cost $11.84 Unrealized —
XPHDX PIONEER FLOATING RATE TR 0.8%
Value ($000) $19,474 Shares 1,821,748 Est. Cost $10.46 Unrealized —
— EATON VANCE SR INCOME TR 0.8%
Value ($000) $18,523 Shares 2,973,187 Est. Cost $6.12 Unrealized —
— NUVEEN OHIO QLTY MUN INCOME 0.8%
Value ($000) $17,890 Shares 1,201,057 Est. Cost $14.15 Unrealized —
— NUVEEN MICHIGAN QLT MUN INC 0.8%
Value ($000) $17,719 Shares 1,306,747 Est. Cost $13.01 Unrealized —
— PGIM HIGH YIELD BOND FUND IN 0.8%
Value ($000) $17,703 Shares 1,210,040 Est. Cost $13.54 Unrealized —
— INVESCO HIGH INCOME TR II 0.7%
Value ($000) $17,032 Shares 1,175,456 Est. Cost $13.82 Unrealized —
— EATON VANCE FLTING RATE INC 0.7%
Value ($000) $15,877 Shares 1,177,852 Est. Cost $13.43 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 0.7%
Value ($000) $15,870 Shares 5,943,707 Est. Cost $5.90 Unrealized -46.5%
— GENERAL AMERN INVS INC 0.7%
Value ($000) $15,812 Shares 445,534 Est. Cost $33.16 Unrealized —
— NUVEEN CONNECTICUT QLTY MUN 0.6%
Value ($000) $15,053 Shares 1,160,604 Est. Cost $11.97 Unrealized —
— VANECK VECTORS ETF TR 0.6%
Value ($000) $14,820 Shares 1,000,000 Est. Cost $14.49 Unrealized —
— REALOGY HLDGS CORP 0.6%
Value ($000) $14,004 Shares 1,934,200 Est. Cost $11.59 Unrealized —
GEL GENESIS ENERGY L P 0.6%
Value ($000) $13,473 Shares 615,200 Est. Cost — Unrealized —
HLF HERBALIFE NUTRITION LTD 0.5%
Value ($000) $12,730 Shares 297,700 Est. Cost — Unrealized —
— TATA MTRS LTD 0.5%
Value ($000) $12,635 Shares 1,081,800 Est. Cost $12.01 Unrealized —
— IVY HIGH INC OPPORTUNITIES F 0.5%
Value ($000) $12,446 Shares 917,141 Est. Cost $13.28 Unrealized —
— NUVEEN NEW JERSEY QULT MUN F 0.5%
Value ($000) $12,050 Shares 854,584 Est. Cost $12.92 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.5%
Value ($000) $11,891 Shares 853,011 Est. Cost $12.60 Unrealized —
— NUVEEN GEORGIA QLTY MUN INC 0.5%
Value ($000) $11,600 Shares 937,337 Est. Cost $11.57 Unrealized —
— DTF TAX-FREE INCOME INC 0.5%
Value ($000) $11,259 Shares 813,540 Est. Cost $13.57 Unrealized —
— EATON VANCE FLTG RATE INCOM 0.5%
Value ($000) $10,809 Shares 722,069 Est. Cost $14.65 Unrealized —
— NUVEEN MARYLAND QLT MUN INC 0.5%
Value ($000) $10,587 Shares 816,868 Est. Cost $11.95 Unrealized —
— BLACKROCK DEBT STRAT FD INC 0.4%
Value ($000) $10,222 Shares 949,082 Est. Cost $11.34 Unrealized —
XXHYBXX NEW AMER HIGH INCOME FD INC 0.4%
Value ($000) $10,124 Shares 1,141,415 Est. Cost $8.28 Unrealized —
XBFZX BLACKROCK CALIF MUN INCOME T 0.4%
Value ($000) $9,011 Shares 680,044 Est. Cost $12.29 Unrealized —
— CNX MIDSTREAM PARTNERS LP 0.4%
Value ($000) $8,659 Shares 616,300 Est. Cost — Unrealized —
— BLACKROCK FLOATING RATE INCO 0.4%
Value ($000) $8,636 Shares 695,350 Est. Cost $12.40 Unrealized —
XEVMX EATON VANCE CALIF MUN BD FD 0.3%
Value ($000) $7,985 Shares 723,934 Est. Cost $10.37 Unrealized —
— NUVEEN NORTH CAROLINA QLTY M 0.3%
Value ($000) $7,407 Shares 555,648 Est. Cost $11.83 Unrealized —
— ROYCE GLOBAL VALUE TR INC 0.3%
Value ($000) $7,166 Shares 679,233 Est. Cost $10.63 Unrealized —
— BLACKROCK MUNI N Y INTER DUR 0.3%
Value ($000) $6,575 Shares 459,119 Est. Cost $12.90 Unrealized —
— BLACKROCK NY MUNI INC QLTY T 0.3%
Value ($000) $6,568 Shares 493,828 Est. Cost $12.63 Unrealized —
— BLACKROCK MUNIYLD MICH QLTY 0.3%
Value ($000) $5,888 Shares 428,544 Est. Cost $12.42 Unrealized —
DB DEUTSCHE BANK AG 0.2%
Value ($000) $5,723 Shares 750,000 Est. Cost $8.61 Unrealized -20.5%
CYH COMMUNITY HEALTH SYS INC NEW 0.2%
Value ($000) $5,442 Shares 2,038,200 Est. Cost $5.90 Unrealized -46.5%
— VANECK VECTORS ETF TR 0.2%
Value ($000) $5,118 Shares 345,320 Est. Cost $14.49 Unrealized —
XVMMX DELAWARE INV MN MUN INC FD I 0.2%
Value ($000) $4,687 Shares 364,477 Est. Cost $11.86 Unrealized —
— DIVIDEND & INCOME FUND 0.2%
Value ($000) $4,631 Shares 402,004 Est. Cost $11.64 Unrealized —
— MFS CALIF MUN FD 0.2%
Value ($000) $4,620 Shares 387,234 Est. Cost $11.07 Unrealized —
— EATON VANCE CA MUNI INCOME T 0.2%
Value ($000) $4,351 Shares 351,419 Est. Cost $11.46 Unrealized —
— DONNELLEY R R & SONS CO 0.2%
Value ($000) $4,235 Shares 2,149,718 Est. Cost $2.40 Unrealized —
— DONNELLEY R R & SONS CO 0.2%
Value ($000) $4,145 Shares 2,104,100 Est. Cost $2.40 Unrealized —
HSBC HSBC HLDGS PLC 0.2%
Value ($000) $4,060 Shares 500,000 Est. Cost $40.79 Unrealized —
— BLACKROCK MUNIHLDGS NY QLTY 0.2%
Value ($000) $3,894 Shares 295,929 Est. Cost $11.98 Unrealized —
— BRANDYWINEGBL GLBAL INM OPRT 0.2%
Value ($000) $3,800 Shares 323,962 Est. Cost $12.89 Unrealized —
HYG ISHARES TR 0.2%
Value ($000) $3,559 Shares 40,828 Est. Cost $87.17 Unrealized —
— BLACKROCK NY MUNICIPAL BOND 0.1%
Value ($000) $3,380 Shares 228,665 Est. Cost $13.37 Unrealized —
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.1%
Value ($000) $3,091 Shares 252,088 Est. Cost $11.95 Unrealized —
— ALLIANZGI NFJ DIVID INT & PR 0.1%
Value ($000) $2,923 Shares 235,729 Est. Cost $12.60 Unrealized —
— WESTERN ASSET CORPORATE LN F 0.1%
Value ($000) $2,851 Shares 297,879 Est. Cost $9.48 Unrealized —
— EATON VANCE NY MUNI INCOME T 0.1%
Value ($000) $2,761 Shares 213,333 Est. Cost $11.89 Unrealized —
— SEADRILL LTD 0.1%
Value ($000) $2,751 Shares 661,204 Est. Cost $20.54 Unrealized —
— FIRST TR ABERDEEN GLBL OPP F 0.1%
Value ($000) $2,650 Shares 254,833 Est. Cost $9.60 Unrealized —
HSBC HSBC HLDGS PLC 0.1%
Value ($000) $2,556 Shares 61,240 Est. Cost $40.79 Unrealized —
— NEUBERGER BRMAN CLIFRN MUNI 0.1%
Value ($000) $2,510 Shares 184,672 Est. Cost $12.24 Unrealized —
— NUVEEN ARIZONA QLTY MUN INC 0.1%
Value ($000) $2,458 Shares 188,035 Est. Cost $11.87 Unrealized —
— TATA MTRS LTD 0.1%
Value ($000) $2,422 Shares 207,379 Est. Cost $12.01 Unrealized —
NGD NEW GOLD INC CDA 0.1%
Value ($000) $2,313 Shares 2,406,489 Est. Cost $1.74 Unrealized -54.3%
— ARES DYNAMIC CR ALLOCATION F 0.1%
Value ($000) $2,224 Shares 146,986 Est. Cost $13.80 Unrealized —
— GULFPORT ENERGY CORP 0.1%
Value ($000) $2,045 Shares 416,400 Est. Cost $4.91 Unrealized —
— MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $1,882 Shares 201,982 Est. Cost $9.87 Unrealized —
— BLACKROCK MUNIYIELD PA QLTY 0.1%
Value ($000) $1,772 Shares 126,384 Est. Cost $12.55 Unrealized —
— NUVEEN TEXAS QLTY MUN INCME 0.1%
Value ($000) $1,694 Shares 123,837 Est. Cost $12.42 Unrealized —
— BLACKROCK NY MUN INCOME TR I 0.1%
Value ($000) $1,571 Shares 113,583 Est. Cost $12.65 Unrealized —
— APOLLO TACTICAL INCOME FD IN 0.1%
Value ($000) $1,242 Shares 84,173 Est. Cost $13.77 Unrealized —
— STANDARD DIVERSIFIED INC 0.0%
Value ($000) $1,154 Shares 64,282 Est. Cost $17.95 Unrealized —
GEO GEO GROUP INC NEW 0.0%
Value ($000) $1,103 Shares 52,500 Est. Cost $16.94 Unrealized 0.0%
— REALOGY HLDGS CORP 0.0%
Value ($000) $932 Shares 128,769 Est. Cost $11.59 Unrealized —
DB DEUTSCHE BANK AG 0.0%
Value ($000) $779 Shares 102,090 Est. Cost $8.61 Unrealized -20.5%
— EATON VANCE SR FLTNG RTE TR 0.0%
Value ($000) $769 Shares 58,731 Est. Cost $12.70 Unrealized —
UNFI UNITED NAT FOODS INC 0.0%
Value ($000) $718 Shares 80,000 Est. Cost $11.50 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $680 Shares 1,406 Est. Cost $301.26 Unrealized +15.3%
— BLACKROCK MUNIYIELD NY QLTY 0.0%
Value ($000) $534 Shares 42,031 Est. Cost $11.52 Unrealized —
— NUVEEN VIRGINIA QLTY MUNCPL 0.0%
Value ($000) $524 Shares 40,185 Est. Cost $11.72 Unrealized —
— ALLIANCEBERNSTEIN NATL MUNI 0.0%
Value ($000) $487 Shares 36,178 Est. Cost $13.46 Unrealized —
— BLACKROCK MUNIHLDNGS CALI QL 0.0%
Value ($000) $440 Shares 32,229 Est. Cost $12.33 Unrealized —
— DELAWARE INVT NAT MUNI INC F 0.0%
Value ($000) $390 Shares 29,543 Est. Cost $12.68 Unrealized —
— BANCROFT FUND LTD 0.0%
Value ($000) $389 Shares 17,379 Est. Cost $18.02 Unrealized —
— HOSTESS BRANDS INC 0.0%
Value ($000) $385 Shares 202,693 Est. Cost $2.82 Unrealized —
YPF YPF SOCIEDAD ANONIMA 0.0%
Value ($000) $319 Shares 17,498 Est. Cost $14.01 Unrealized —
— DEAN FOODS CO NEW 0.0%
Value ($000) $195 Shares 211,320 Est. Cost $0.92 Unrealized —
— NUVEEN NEW JERSEY MUN VALUE 0.0%
Value ($000) $139 Shares 10,443 Est. Cost $12.31 Unrealized —
XMQTX BLACKROCK MUNIY QUALITY FD I 0.0%
Value ($000) $126 Shares 10,000 Est. Cost $12.60 Unrealized —
— MFS INVT GRADE MUN TR 0.0%
Value ($000) $124 Shares 12,906 Est. Cost $9.61 Unrealized —
— FRANKLIN UNVL TR 0.0%
Value ($000) $74 Shares 10,058 Est. Cost $7.29 Unrealized —