Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $2,154,034 (100.0% shares, 0.0% debt)

Holdings (94)

HYG ISHARES TR 18.2%
Value ($000) $391,419 Shares 4,490,300 Est. Cost $87.17 Unrealized —
— INVESCO SR INCOME TR 4.3%
Value ($000) $91,669 Shares 21,826,069 Est. Cost $4.15 Unrealized —
— EATON VANCE LTD DUR INCOME F 4.0%
Value ($000) $86,853 Shares 6,948,234 Est. Cost $12.56 Unrealized —
— INVESCO DYNAMIC CR OPP FD 3.8%
Value ($000) $81,265 Shares 7,381,007 Est. Cost $10.60 Unrealized —
YPF YPF SOCIEDAD ANONIMA 3.7%
Value ($000) $79,505 Shares 9,090,604 Est. Cost $9.95 Unrealized —
— WESTERN ASSET HIGH INCM OPP 3.6%
Value ($000) $77,864 Shares 15,418,700 Est. Cost $4.84 Unrealized —
— WESTERN ASSET GLB HI INCOME 3.6%
Value ($000) $77,756 Shares 7,830,384 Est. Cost $9.19 Unrealized —
— VOYA PRIME RATE TR 3.6%
Value ($000) $76,682 Shares 16,280,588 Est. Cost $4.78 Unrealized —
— WESTERN ASSET HIGH INCM FD I 3.4%
Value ($000) $74,017 Shares 10,917,027 Est. Cost $6.34 Unrealized —
CNX CNX RESOURCES CORPORATION 2.9%
Value ($000) $62,301 Shares 8,581,400 Est. Cost — Unrealized —
— BLACKROCK CR ALLCTN INC TR 2.9%
Value ($000) $62,218 Shares 4,568,125 Est. Cost $12.37 Unrealized —
— NUVEEN CR STRATEGIES INCM FD 2.8%
Value ($000) $60,672 Shares 8,111,271 Est. Cost $7.77 Unrealized —
— NEUBERGER BERMAN HGH YLD FD 2.1%
Value ($000) $45,467 Shares 3,766,921 Est. Cost $11.18 Unrealized —
— FIRST TR HIGH INCOME L/S FD 2.1%
Value ($000) $45,262 Shares 2,985,625 Est. Cost $13.95 Unrealized —
GEO GEO GROUP INC NEW 1.7%
Value ($000) $37,077 Shares 2,138,200 Est. Cost $16.94 Unrealized -13.0%
TDG TRANSDIGM GROUP INC 1.7%
Value ($000) $36,447 Shares 70,000 Est. Cost $301.26 Unrealized +30.1%
UBER UBER TECHNOLOGIES INC 1.5%
Value ($000) $32,938 Shares 1,081,000 Est. Cost $37.63 Unrealized 0.0%
— L BRANDS INC 1.5%
Value ($000) $31,345 Shares 1,600,000 Est. Cost — Unrealized —
— NUVEEN NEW YORK AMT QLT MUNI 1.4%
Value ($000) $31,161 Shares 2,315,058 Est. Cost $12.37 Unrealized —
— NUVEEN PENNSYLVANIA QLT MUN 1.4%
Value ($000) $29,262 Shares 2,090,154 Est. Cost $13.17 Unrealized —
— EATON VANCE FLTING RATE INC 1.3%
Value ($000) $28,279 Shares 2,139,122 Est. Cost $13.34 Unrealized —
— NUVEEN GLOBAL HIGH INCOME FD 1.3%
Value ($000) $27,759 Shares 1,784,024 Est. Cost $14.96 Unrealized —
— FIRST TR SR FLG RTE INCM FD 1.3%
Value ($000) $27,355 Shares 2,279,549 Est. Cost $11.86 Unrealized —
— BLACKROCK FLOAT RATE OME STR 1.3%
Value ($000) $27,323 Shares 2,165,061 Est. Cost $12.79 Unrealized —
— NUVEEN OHIO QLTY MUN INCOME 1.3%
Value ($000) $27,194 Shares 1,723,307 Est. Cost $14.64 Unrealized —
TSLA TESLA INC 1.2%
Value ($000) $25,292 Shares 105,000 Est. Cost — Unrealized —
XPHDX PIONEER FLOATING RATE TR 1.2%
Value ($000) $25,269 Shares 2,399,737 Est. Cost $10.48 Unrealized —
— PGIM GLOBAL HIGH YIELD FD IN 1.1%
Value ($000) $22,730 Shares 1,581,751 Est. Cost $13.48 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 1.0%
Value ($000) $20,550 Shares 5,708,242 Est. Cost $5.90 Unrealized -55.8%
— EATON VANCE FLTG RATE INCOM 0.9%
Value ($000) $20,334 Shares 1,336,866 Est. Cost $14.91 Unrealized —
— EATON VANCE SR INCOME TR 0.8%
Value ($000) $17,975 Shares 2,937,141 Est. Cost $6.12 Unrealized —
— NUVEEN MICHIGAN QLT MUN INC 0.8%
Value ($000) $16,951 Shares 1,214,284 Est. Cost $13.01 Unrealized —
— INVESCO HIGH INCOME TR II 0.8%
Value ($000) $16,833 Shares 1,175,456 Est. Cost $13.82 Unrealized —
— CNX MIDSTREAM PARTNERS LP 0.8%
Value ($000) $16,765 Shares 1,189,000 Est. Cost — Unrealized —
— GENERAL AMERN INVS INC 0.7%
Value ($000) $15,897 Shares 437,323 Est. Cost $33.16 Unrealized —
— REALOGY HLDGS CORP 0.7%
Value ($000) $15,087 Shares 2,258,600 Est. Cost $9.48 Unrealized —
— BLACKROCK MUNIHLDGS NY QLTY 0.6%
Value ($000) $13,700 Shares 1,006,590 Est. Cost $13.13 Unrealized —
GEL GENESIS ENERGY L P 0.6%
Value ($000) $13,208 Shares 615,200 Est. Cost — Unrealized —
— PGIM HIGH YIELD BOND FUND IN 0.6%
Value ($000) $12,728 Shares 851,360 Est. Cost $13.54 Unrealized —
TEVA TEVA PHARMACEUTICAL INDS LTD 0.6%
Value ($000) $12,218 Shares 1,775,900 Est. Cost $6.87 Unrealized —
— DTF TAX-FREE INCOME INC 0.6%
Value ($000) $12,064 Shares 833,701 Est. Cost $13.59 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.5%
Value ($000) $11,802 Shares 829,405 Est. Cost $12.60 Unrealized —
BTU PEABODY ENERGY CORP NEW 0.5%
Value ($000) $11,040 Shares 750,000 Est. Cost $18.49 Unrealized 0.0%
— NUVEEN NEW JERSEY QULT MUN F 0.5%
Value ($000) $10,743 Shares 742,429 Est. Cost $12.92 Unrealized —
— NUVEEN MARYLAND QLT MUN INC 0.5%
Value ($000) $10,644 Shares 797,291 Est. Cost $11.95 Unrealized —
— NUVEEN CONNECTICUT QLTY MUN 0.5%
Value ($000) $10,112 Shares 753,483 Est. Cost $11.97 Unrealized —
XBFZX BLACKROCK CALIF MUN INCOME T 0.5%
Value ($000) $10,082 Shares 736,705 Est. Cost $12.40 Unrealized —
— BLACKROCK DEBT STRAT FD INC 0.4%
Value ($000) $9,054 Shares 842,191 Est. Cost $11.34 Unrealized —
— BLACKROCK MUNIHLDNGS CALI QL 0.4%
Value ($000) $8,820 Shares 624,655 Est. Cost $14.03 Unrealized —
— BLACKROCK MUNIYLD MICH QLTY 0.4%
Value ($000) $8,675 Shares 617,415 Est. Cost $12.92 Unrealized —
— BLACKROCK FLOATING RATE INCO 0.4%
Value ($000) $8,576 Shares 698,954 Est. Cost $12.40 Unrealized —
— NUVEEN GEORGIA QLTY MUN INC 0.4%
Value ($000) $8,415 Shares 678,064 Est. Cost $11.57 Unrealized —
XXHYBXX NEW AMER HIGH INCOME FD INC 0.4%
Value ($000) $8,400 Shares 951,338 Est. Cost $8.28 Unrealized —
RIG TRANSOCEAN LTD 0.4%
Value ($000) $8,324 Shares 1,862,200 Est. Cost — Unrealized —
— DONNELLEY R R & SONS CO 0.4%
Value ($000) $7,980 Shares 2,116,700 Est. Cost $2.40 Unrealized —
— BLACKROCK NY MUNI INC QLTY T 0.4%
Value ($000) $7,599 Shares 553,086 Est. Cost $12.75 Unrealized —
— IVY HIGH INC OPPORTUNITIES F 0.3%
Value ($000) $7,389 Shares 538,946 Est. Cost $13.28 Unrealized —
— BLACKROCK MUNI N Y INTER DUR 0.3%
Value ($000) $6,754 Shares 459,121 Est. Cost $12.90 Unrealized —
— ROYCE GLOBAL VALUE TR INC 0.3%
Value ($000) $6,703 Shares 662,354 Est. Cost $10.63 Unrealized —
— DIVIDEND & INCOME FUND 0.2%
Value ($000) $4,804 Shares 402,004 Est. Cost $11.64 Unrealized —
XEVMX EATON VANCE CALIF MUN BD FD 0.2%
Value ($000) $4,436 Shares 391,529 Est. Cost $10.37 Unrealized —
— NUVEEN NORTH CAROLINA QLTY M 0.2%
Value ($000) $4,425 Shares 327,536 Est. Cost $11.83 Unrealized —
XVMMX DELAWARE INV MN MUN INC FD I 0.2%
Value ($000) $4,393 Shares 335,178 Est. Cost $11.86 Unrealized —
— BLACKROCK NY MUNICIPAL BOND 0.2%
Value ($000) $3,832 Shares 260,476 Est. Cost $13.54 Unrealized —
— BRANDYWINEGBL GLBAL INM OPRT 0.2%
Value ($000) $3,623 Shares 299,388 Est. Cost $12.89 Unrealized —
— FIRST TR ABERDEEN GLBL OPP F 0.1%
Value ($000) $2,940 Shares 278,391 Est. Cost $9.68 Unrealized —
— ALLIANZGI NFJ DIVID INT & PR 0.1%
Value ($000) $2,881 Shares 235,729 Est. Cost $12.60 Unrealized —
— EATON VANCE NY MUNI INCOME T 0.1%
Value ($000) $2,741 Shares 204,519 Est. Cost $11.89 Unrealized —
BTU PEABODY ENERGY CORP NEW 0.1%
Value ($000) $2,576 Shares 175,000 Est. Cost $18.49 Unrealized 0.0%
— BLACKROCK MUNIYIELD QLTY FD 0.1%
Value ($000) $2,573 Shares 189,601 Est. Cost $13.57 Unrealized —
— BLACKROCK MUNIYIELD PA QLTY 0.1%
Value ($000) $2,491 Shares 175,322 Est. Cost $13.01 Unrealized —
— WESTERN ASSET CORPORATE LN F 0.1%
Value ($000) $2,374 Shares 250,202 Est. Cost $9.48 Unrealized —
— ARES DYNAMIC CR ALLOCATION F 0.1%
Value ($000) $2,190 Shares 146,986 Est. Cost $13.80 Unrealized —
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.1%
Value ($000) $2,183 Shares 174,518 Est. Cost $11.95 Unrealized —
— MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $1,856 Shares 201,982 Est. Cost $9.87 Unrealized —
— NUVEEN ARIZONA QLTY MUN INC 0.1%
Value ($000) $1,733 Shares 128,744 Est. Cost $11.87 Unrealized —
— DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $1,724 Shares 310,000 Est. Cost — Unrealized —
— NEUBERGER BRMAN CLIFRN MUNI 0.1%
Value ($000) $1,591 Shares 113,714 Est. Cost $12.24 Unrealized —
— REALOGY HLDGS CORP 0.1%
Value ($000) $1,508 Shares 225,742 Est. Cost $9.48 Unrealized —
— SEADRILL LTD 0.1%
Value ($000) $1,389 Shares 661,204 Est. Cost $20.54 Unrealized —
UBER UBER TECHNOLOGIES INC 0.1%
Value ($000) $1,274 Shares 41,800 Est. Cost $37.63 Unrealized 0.0%
— DONNELLEY R R & SONS CO 0.1%
Value ($000) $1,202 Shares 318,798 Est. Cost $2.40 Unrealized —
YPF YPF SOCIEDAD ANONIMA 0.1%
Value ($000) $1,093 Shares 118,197 Est. Cost $9.95 Unrealized —
— APOLLO TACTICAL INCOME FD IN 0.0%
Value ($000) $911 Shares 60,106 Est. Cost $13.77 Unrealized —
— EATON VANCE SR FLTNG RTE TR 0.0%
Value ($000) $766 Shares 58,731 Est. Cost $12.70 Unrealized —
— STANDARD DIVERSIFIED INC 0.0%
Value ($000) $714 Shares 64,282 Est. Cost $17.95 Unrealized —
UNFI UNITED NAT FOODS INC 0.0%
Value ($000) $519 Shares 45,018 Est. Cost $11.50 Unrealized -17.0%
— HOSTESS BRANDS INC 0.0%
Value ($000) $347 Shares 202,693 Est. Cost $2.82 Unrealized —
TEVA TEVA PHARMACEUTICAL INDS LTD 0.0%
Value ($000) $276 Shares 40,187 Est. Cost $6.87 Unrealized —
— BANCROFT FUND LTD 0.0%
Value ($000) $229 Shares 9,706 Est. Cost $18.02 Unrealized —
— EAGLE GRWTH & INCOME OPPTY F 0.0%
Value ($000) $204 Shares 12,792 Est. Cost $15.95 Unrealized —
— DEAN FOODS CO NEW 0.0%
Value ($000) $194 Shares 167,380 Est. Cost $0.92 Unrealized —
— NUVEEN NEW JERSEY MUN VALUE 0.0%
Value ($000) $163 Shares 11,908 Est. Cost $12.48 Unrealized —
— FRANKLIN UNVL TR 0.0%
Value ($000) $76 Shares 10,058 Est. Cost $7.29 Unrealized —