Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $2,107,520 (100.0% shares, 0.0% debt)

Holdings (91)

HYG ISHARES TR 15.4%
Value ($000) $325,378 Shares 3,700,000 Est. Cost — Unrealized —
— VOYA PRIME RATE TR 6.2%
Value ($000) $129,831 Shares 25,914,408 Est. Cost $4.87 Unrealized —
UBER UBER TECHNOLOGIES INC 6.1%
Value ($000) $128,746 Shares 4,329,100 Est. Cost $37.63 Unrealized -21.2%
YPF YPF SOCIEDAD ANONIMA 4.5%
Value ($000) $94,893 Shares 8,194,500 Est. Cost $10.55 Unrealized —
— EATON VANCE LTD DUR INCOME F 4.1%
Value ($000) $87,198 Shares 6,580,946 Est. Cost $12.56 Unrealized —
CNX CNX RESOURCES CORPORATION 4.0%
Value ($000) $84,341 Shares 9,530,000 Est. Cost — Unrealized —
— WESTERN ASSET GLB HI INCOME 3.7%
Value ($000) $78,460 Shares 7,830,384 Est. Cost $9.19 Unrealized —
— WESTERN ASSET HIGH INCM OPP 3.7%
Value ($000) $78,173 Shares 15,418,700 Est. Cost $4.84 Unrealized —
— WESTERN ASSET HIGH INCM FD I 3.0%
Value ($000) $62,545 Shares 9,279,685 Est. Cost $6.34 Unrealized —
— INVESCO SR INCOME TR 2.9%
Value ($000) $60,914 Shares 14,199,032 Est. Cost $4.15 Unrealized —
— CNX MIDSTREAM PARTNERS LP 2.3%
Value ($000) $49,175 Shares 2,987,600 Est. Cost — Unrealized —
— INVESCO DYNAMIC CR OPP FD 2.2%
Value ($000) $46,749 Shares 4,118,831 Est. Cost $10.60 Unrealized —
— NEUBERGER BERMAN HGH YLD FD 2.2%
Value ($000) $46,521 Shares 3,766,921 Est. Cost $11.18 Unrealized —
GEO GEO GROUP INC NEW 1.7%
Value ($000) $36,372 Shares 2,189,800 Est. Cost $12.82 Unrealized 0.0%
GEL GENESIS ENERGY L P 1.5%
Value ($000) $32,494 Shares 1,586,600 Est. Cost — Unrealized —
— GRUBHUB INC 1.5%
Value ($000) $31,616 Shares 650,000 Est. Cost $48.64 Unrealized —
— BLACKROCK FLOAT RATE OME STR 1.5%
Value ($000) $31,234 Shares 2,323,943 Est. Cost $12.83 Unrealized —
— EATON VANCE FLTING RATE INC 1.5%
Value ($000) $31,114 Shares 2,267,757 Est. Cost $13.36 Unrealized —
NGL NGL ENERGY PARTNERS LP 1.5%
Value ($000) $31,022 Shares 2,735,700 Est. Cost — Unrealized —
XPHDX PIONEER FLOATING RATE TR 1.5%
Value ($000) $30,971 Shares 2,823,285 Est. Cost $10.55 Unrealized —
— L BRANDS INC 1.4%
Value ($000) $29,083 Shares 1,605,000 Est. Cost — Unrealized —
— NUVEEN NEW YORK AMT QLT MUNI 1.4%
Value ($000) $28,876 Shares 2,127,946 Est. Cost $12.37 Unrealized —
— NUVEEN PENNSYLVANIA QLT MUN 1.3%
Value ($000) $27,951 Shares 1,975,335 Est. Cost $13.17 Unrealized —
— FIRST TR SR FLG RTE INCM FD 1.3%
Value ($000) $27,945 Shares 2,226,674 Est. Cost $11.86 Unrealized —
— FIRST TR HIGH INCOME L/S FD 1.3%
Value ($000) $27,180 Shares 1,725,740 Est. Cost $13.95 Unrealized —
— EATON VANCE FLTG RATE INCOM 1.3%
Value ($000) $26,835 Shares 1,677,194 Est. Cost $15.13 Unrealized —
— NUVEEN OHIO QLTY MUN INCOME 1.2%
Value ($000) $26,051 Shares 1,688,858 Est. Cost $14.64 Unrealized —
— PGIM GLOBAL HIGH YIELD FD IN 1.2%
Value ($000) $25,441 Shares 1,693,792 Est. Cost $13.58 Unrealized —
— NUVEEN CR STRATEGIES INCM FD 1.1%
Value ($000) $24,231 Shares 3,159,190 Est. Cost $7.77 Unrealized —
— NUVEEN GLOBAL HIGH INCOME FD 1.1%
Value ($000) $23,854 Shares 1,456,260 Est. Cost $14.96 Unrealized —
RIG TRANSOCEAN LTD 1.1%
Value ($000) $23,213 Shares 3,374,000 Est. Cost — Unrealized —
— EATON VANCE SR INCOME TR 0.9%
Value ($000) $18,259 Shares 2,848,469 Est. Cost $6.12 Unrealized —
— GENERAL AMERN INVS INC 0.8%
Value ($000) $16,505 Shares 437,323 Est. Cost $33.16 Unrealized —
— NUVEEN MICHIGAN QLT MUN INC 0.8%
Value ($000) $16,378 Shares 1,158,240 Est. Cost $13.01 Unrealized —
— BLACKROCK MUNIHLDGS NY QLTY 0.7%
Value ($000) $13,803 Shares 1,012,671 Est. Cost $13.13 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 0.6%
Value ($000) $11,598 Shares 3,999,331 Est. Cost $5.90 Unrealized -41.3%
— BLACKROCK MUNIHLDNGS CALI QL 0.5%
Value ($000) $11,255 Shares 804,508 Est. Cost $14.02 Unrealized —
— NUVEEN NEW JERSEY QULT MUN F 0.5%
Value ($000) $10,884 Shares 742,429 Est. Cost $12.92 Unrealized —
— NUVEEN MARYLAND QLT MUN INC 0.5%
Value ($000) $10,724 Shares 797,291 Est. Cost $11.95 Unrealized —
— PGIM HIGH YIELD BOND FUND IN 0.5%
Value ($000) $10,549 Shares 685,005 Est. Cost $13.54 Unrealized —
— BLACKROCK DEBT STRAT FD INC 0.5%
Value ($000) $10,218 Shares 912,312 Est. Cost $11.33 Unrealized —
XBFZX BLACKROCK CALIF MUN INCOME T 0.5%
Value ($000) $9,990 Shares 736,705 Est. Cost $12.40 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.5%
Value ($000) $9,776 Shares 681,257 Est. Cost $12.60 Unrealized —
— BRANDYWINEGBL GLBAL INM OPRT 0.5%
Value ($000) $9,698 Shares 767,846 Est. Cost $12.73 Unrealized —
— BLACKROCK FLOATING RATE INCO 0.4%
Value ($000) $9,204 Shares 715,146 Est. Cost $12.41 Unrealized —
— BLACKROCK MUNIYLD MICH QLTY 0.4%
Value ($000) $8,902 Shares 627,124 Est. Cost $12.94 Unrealized —
TSLA TESLA INC 0.4%
Value ($000) $8,367 Shares 20,000 Est. Cost — Unrealized —
— BLACKROCK MUNI N Y INTER DUR 0.4%
Value ($000) $8,000 Shares 522,205 Est. Cost $13.19 Unrealized —
— ROYCE GLOBAL VALUE TR INC 0.4%
Value ($000) $7,538 Shares 644,850 Est. Cost $10.63 Unrealized —
— BLACKROCK CR ALLCTN INC TR 0.3%
Value ($000) $7,359 Shares 526,385 Est. Cost $12.37 Unrealized —
CXW CORECIVIC INC 0.3%
Value ($000) $6,952 Shares 400,000 Est. Cost $14.86 Unrealized 0.0%
USAC USA COMPRESSION PARTNERS LP 0.3%
Value ($000) $6,937 Shares 382,400 Est. Cost — Unrealized —
XXHYBXX NEW AMER HIGH INCOME FD INC 0.3%
Value ($000) $6,238 Shares 683,271 Est. Cost $8.28 Unrealized —
— NUVEEN GEORGIA QLTY MUN INC 0.3%
Value ($000) $6,196 Shares 491,344 Est. Cost $11.57 Unrealized —
— NUVEEN SR INCOME FD 0.3%
Value ($000) $5,924 Shares 993,958 Est. Cost $5.96 Unrealized —
— WESTERN ASSET CORPORATE LN F 0.3%
Value ($000) $5,848 Shares 590,125 Est. Cost $9.73 Unrealized —
— DIVIDEND & INCOME FUND 0.3%
Value ($000) $5,411 Shares 402,004 Est. Cost $11.64 Unrealized —
— BLACKROCK NY MUNI INC QLTY T 0.3%
Value ($000) $5,280 Shares 383,977 Est. Cost $12.75 Unrealized —
— BLACKROCK NY MUNICIPAL BOND 0.2%
Value ($000) $5,133 Shares 339,707 Est. Cost $13.90 Unrealized —
— IVY HIGH INC OPPORTUNITIES F 0.2%
Value ($000) $4,485 Shares 322,675 Est. Cost $13.28 Unrealized —
XVMMX DELAWARE INV MN MUN INC FD I 0.2%
Value ($000) $4,404 Shares 335,178 Est. Cost $11.86 Unrealized —
— INVESCO HIGH INCOME TR II 0.2%
Value ($000) $3,843 Shares 269,144 Est. Cost $13.82 Unrealized —
XEVMX EATON VANCE CALIF MUN BD FD 0.2%
Value ($000) $3,503 Shares 311,384 Est. Cost $10.37 Unrealized —
— ALLIANZGI NFJ DIVID INT & PR 0.1%
Value ($000) $3,064 Shares 235,729 Est. Cost $12.60 Unrealized —
— BLACKROCK MUNIYIELD PA QLTY 0.1%
Value ($000) $2,958 Shares 206,998 Est. Cost $13.21 Unrealized —
— NUVEEN SHT DUR CR OPP FD 0.1%
Value ($000) $2,889 Shares 190,195 Est. Cost $15.19 Unrealized —
— EATON VANCE NY MUNI INCOME T 0.1%
Value ($000) $2,497 Shares 186,423 Est. Cost $11.89 Unrealized —
— BLACKROCK MUNIYIELD QLTY FD 0.1%
Value ($000) $2,351 Shares 174,179 Est. Cost $13.57 Unrealized —
— ARES DYNAMIC CR ALLOCATION F 0.1%
Value ($000) $2,256 Shares 146,986 Est. Cost $13.80 Unrealized —
— DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $2,229 Shares 310,000 Est. Cost — Unrealized —
YPF YPF SOCIEDAD ANONIMA 0.1%
Value ($000) $2,155 Shares 186,067 Est. Cost $10.55 Unrealized —
— THL CR SR LN FD 0.1%
Value ($000) $2,119 Shares 139,708 Est. Cost $15.17 Unrealized —
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.1%
Value ($000) $2,113 Shares 169,589 Est. Cost $11.95 Unrealized —
— MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $1,955 Shares 201,982 Est. Cost $9.87 Unrealized —
— GRUBHUB INC 0.1%
Value ($000) $1,841 Shares 37,850 Est. Cost $48.64 Unrealized —
— EATON VANCE SR FLTNG RTE TR 0.1%
Value ($000) $1,772 Shares 130,807 Est. Cost $13.17 Unrealized —
— SEADRILL LTD 0.1%
Value ($000) $1,679 Shares 661,204 Est. Cost $20.54 Unrealized —
— NUVEEN FLTNG RTE INCM OPP FD 0.1%
Value ($000) $1,334 Shares 133,574 Est. Cost $9.99 Unrealized —
— NEUBERGER BRMAN CLIFRN MUNI 0.0%
Value ($000) $947 Shares 67,891 Est. Cost $12.24 Unrealized —
— NUVEEN ARIZONA QLTY MUN INC 0.0%
Value ($000) $897 Shares 66,628 Est. Cost $11.87 Unrealized —
CCIF VERTICAL CAP INCOME FUND 0.0%
Value ($000) $841 Shares 80,752 Est. Cost $10.41 Unrealized —
— APOLLO TACTICAL INCOME FD IN 0.0%
Value ($000) $761 Shares 50,411 Est. Cost $13.77 Unrealized —
— STANDARD DIVERSIFIED INC 0.0%
Value ($000) $697 Shares 47,569 Est. Cost $17.95 Unrealized —
CXW CORECIVIC INC 0.0%
Value ($000) $555 Shares 31,905 Est. Cost $14.86 Unrealized 0.0%
UNFI UNITED NAT FOODS INC 0.0%
Value ($000) $552 Shares 63,023 Est. Cost $10.52 Unrealized -23.3%
GEO GEO GROUP INC NEW 0.0%
Value ($000) $527 Shares 31,746 Est. Cost $12.82 Unrealized 0.0%
— DONNELLEY R R & SONS CO 0.0%
Value ($000) $317 Shares 80,251 Est. Cost $2.40 Unrealized —
— HOSTESS BRANDS INC 0.0%
Value ($000) $308 Shares 156,293 Est. Cost $2.82 Unrealized —
— EAGLE GRWTH & INCOME OPPTY F 0.0%
Value ($000) $182 Shares 10,677 Est. Cost $15.95 Unrealized —
— NUVEEN NEW JERSEY MUN VALUE 0.0%
Value ($000) $152 Shares 10,869 Est. Cost $12.48 Unrealized —
— DONNELLEY R R & SONS CO 0.0%
Value ($000) $4 Shares 1,000 Est. Cost $2.40 Unrealized —