Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $1,901,171 (100.0% shares, 0.0% debt)

Holdings (147)

HYG ISHARES TR 16.2%
Value ($000) $308,280 Shares 4,000,000 Est. Cost $77.04 Unrealized
VOYA PRIME RATE TR 7.0%
Value ($000) $132,778 Shares 35,789,338 Est. Cost $4.55 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 4.3%
Value ($000) $81,983 Shares 187,900 Est. Cost $489.07 Unrealized 0.0%
EATON VANCE LTD DUR INCOME F 3.5%
Value ($000) $66,334 Shares 6,275,718 Est. Cost $12.56 Unrealized
WESTERN ASSET GLOBAL HIGH IN 3.3%
Value ($000) $62,468 Shares 8,351,378 Est. Cost $9.08 Unrealized
WESTERN ASSET HIGH INCM OPP 2.9%
Value ($000) $54,362 Shares 12,912,550 Est. Cost $4.84 Unrealized
INVESCO DYNAMIC CR OPPORTUNI 2.2%
Value ($000) $41,654 Shares 5,219,785 Est. Cost $10.04 Unrealized
YPF YPF SOCIEDAD ANONIMA 2.1%
Value ($000) $39,584 Shares 9,492,500 Est. Cost $4.72 Unrealized
WESTERN ASSET HIGH INCM FD I 2.0%
Value ($000) $37,345 Shares 7,454,061 Est. Cost $6.34 Unrealized
NEUBERGER BERMAN HIGH YIELD 2.0%
Value ($000) $37,276 Shares 4,294,509 Est. Cost $10.87 Unrealized
INVESCO SR INCOME TR 1.9%
Value ($000) $36,626 Shares 11,374,540 Est. Cost $4.15 Unrealized
PGIM GLOBAL HIGH YIELD FD FO 1.8%
Value ($000) $34,236 Shares 3,095,445 Est. Cost $12.44 Unrealized
FIRST TR HIGH INCOME L/S FD 1.7%
Value ($000) $32,438 Shares 2,665,400 Est. Cost $13.32 Unrealized
CNX CNX RESOURCES CORPORATION 1.7%
Value ($000) $31,371 Shares 5,896,700 Est. Cost $6.65 Unrealized 0.0%
NUVEEN CR STRATEGIES INCOME 1.5%
Value ($000) $28,762 Shares 5,072,582 Est. Cost $6.98 Unrealized
BLACKROCK FLOATING RATE INCO 1.4%
Value ($000) $26,737 Shares 2,671,028 Est. Cost $12.46 Unrealized
UNITED STATES STL CORP NEW 1.4%
Value ($000) $26,543 Shares 4,206,600 Est. Cost Unrealized
NUVEEN PENNSYLVANIA QLT MUN 1.4%
Value ($000) $26,159 Shares 1,965,337 Est. Cost $13.17 Unrealized
PGIM HIGH YIELD BOND FUND IN 1.3%
Value ($000) $23,895 Shares 2,063,512 Est. Cost $12.23 Unrealized
XPHDX PIONEER FLOATING RATE TR 1.2%
Value ($000) $22,606 Shares 2,955,011 Est. Cost $10.42 Unrealized
NUVEEN NEW YORK AMT QLT MUNI 1.2%
Value ($000) $22,077 Shares 1,766,193 Est. Cost $12.37 Unrealized
NUVEEN OHIO QLTY MUN INCOME 1.1%
Value ($000) $21,836 Shares 1,482,385 Est. Cost $14.64 Unrealized
HYD VANECK VECTORS ETF TR 1.1%
Value ($000) $21,636 Shares 414,006 Est. Cost $52.26 Unrealized
NUVEEN FLOATING RATE INCOME 1.1%
Value ($000) $21,164 Shares 2,803,197 Est. Cost $7.55 Unrealized
EATON VANCE FLTG RATE INCOM 1.0%
Value ($000) $19,923 Shares 1,713,049 Est. Cost $15.06 Unrealized
POST POST HLDGS INC 1.0%
Value ($000) $19,523 Shares 235,300 Est. Cost $64.99 Unrealized 0.0%
NUVEEN GLOBAL HIGH INCOME FD 1.0%
Value ($000) $19,394 Shares 1,734,745 Est. Cost $14.36 Unrealized
FIRST TR SR FLG RTE INCM FD 0.9%
Value ($000) $18,025 Shares 1,895,399 Est. Cost $11.86 Unrealized
EATON VANCE FLTING RATE INC 0.9%
Value ($000) $17,903 Shares 1,746,602 Est. Cost $13.36 Unrealized
BLACKSTONE GSO STRATEGIC CR 0.9%
Value ($000) $16,365 Shares 1,572,029 Est. Cost $10.41 Unrealized
NUVEEN MICHIGAN QLT MUN INC 0.8%
Value ($000) $15,506 Shares 1,155,438 Est. Cost $13.01 Unrealized
WELLS FARGO INCOME OPPORTUNI 0.8%
Value ($000) $15,458 Shares 2,422,908 Est. Cost $6.38 Unrealized
EATON VANCE SR FLTNG RTE TR 0.8%
Value ($000) $15,227 Shares 1,541,223 Est. Cost $10.16 Unrealized
XBFZX BLACKROCK CALIF MUN INCOME T 0.8%
Value ($000) $14,626 Shares 1,152,553 Est. Cost $12.50 Unrealized
BLACKROCK MUNIHLDGS NY QLTY 0.7%
Value ($000) $13,007 Shares 1,032,341 Est. Cost $13.12 Unrealized
HLF HERBALIFE NUTRITION LTD 0.7%
Value ($000) $12,571 Shares 431,100 Est. Cost $37.23 Unrealized 0.0%
NUVEEN FLTNG RTE INCM OPP FD 0.7%
Value ($000) $12,486 Shares 1,680,440 Est. Cost $7.63 Unrealized
BLACKROCK MUNIHLDNGS CALI QL 0.7%
Value ($000) $12,396 Shares 929,896 Est. Cost $13.93 Unrealized
EATON VANCE SR INCOME TR 0.6%
Value ($000) $12,330 Shares 2,674,715 Est. Cost $6.12 Unrealized
BRANDYWINEGBL GLBAL INM OPRT 0.6%
Value ($000) $12,294 Shares 1,166,380 Est. Cost $11.98 Unrealized
BLACKROCK DEBT STRATEGIES FD 0.6%
Value ($000) $12,009 Shares 1,421,179 Est. Cost $10.30 Unrealized
GENERAL AMERN INVS INC 0.6%
Value ($000) $11,996 Shares 437,323 Est. Cost $33.16 Unrealized
WESTERN ASSET EMERGING MKTS 0.6%
Value ($000) $11,528 Shares 1,094,757 Est. Cost $10.53 Unrealized
NGL NGL ENERGY PARTNERS LP 0.6%
Value ($000) $11,440 Shares 4,399,700 Est. Cost Unrealized
RIG TRANSOCEAN LTD 0.6%
Value ($000) $11,329 Shares 9,766,900 Est. Cost $3.90 Unrealized 0.0%
BLACKROCK LTD DURATION INC T 0.6%
Value ($000) $11,149 Shares 883,469 Est. Cost $12.62 Unrealized
TDG TRANSDIGM GROUP INC 0.6%
Value ($000) $10,823 Shares 33,800 Est. Cost $452.74 Unrealized 0.0%
BLACKROCK MULTI-SECTOR INC T 0.5%
Value ($000) $9,934 Shares 823,043 Est. Cost $12.07 Unrealized
XXHYBXX NEW AMER HIGH INCOME FD INC 0.5%
Value ($000) $9,890 Shares 1,425,001 Est. Cost $7.58 Unrealized
NUVEEN NEW JERSEY QULT MUN F 0.5%
Value ($000) $9,805 Shares 729,536 Est. Cost $12.92 Unrealized
NUVEEN MARYLAND QLT MUN INC 0.5%
Value ($000) $9,290 Shares 735,534 Est. Cost $11.95 Unrealized
YPF YPF SOCIEDAD ANONIMA 0.5%
Value ($000) $9,009 Shares 2,160,341 Est. Cost $4.72 Unrealized
BLACKROCK FLOATING RATE INCO 0.5%
Value ($000) $8,629 Shares 879,611 Est. Cost $11.92 Unrealized
BLACKROCK MUNIYLD MICH QLTY 0.4%
Value ($000) $8,346 Shares 629,913 Est. Cost $12.94 Unrealized
KKR INCOME OPPORTUNITIES FD 0.4%
Value ($000) $7,779 Shares 729,762 Est. Cost $10.66 Unrealized
BLACKROCK MUNI N Y INTER DUR 0.4%
Value ($000) $7,650 Shares 522,205 Est. Cost $13.19 Unrealized
BLACKROCK MUNIHLDGS NJ QLTY 0.4%
Value ($000) $7,571 Shares 574,018 Est. Cost $12.60 Unrealized
BLACKROCK MUNIYIELD QLTY FD 0.4%
Value ($000) $7,408 Shares 579,656 Est. Cost $13.02 Unrealized
ROYCE GLOBAL VALUE TR INC 0.4%
Value ($000) $7,179 Shares 892,940 Est. Cost $9.91 Unrealized
NUVEEN SR INCOME FD 0.4%
Value ($000) $7,169 Shares 1,621,869 Est. Cost $5.36 Unrealized
BROOKFIELD REAL ASSETS INCOM 0.4%
Value ($000) $7,069 Shares 481,540 Est. Cost $14.68 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.4%
Value ($000) $6,888 Shares 15,786 Est. Cost $489.07 Unrealized 0.0%
TEMPLETON GLOBAL INCOME FD 0.3%
Value ($000) $6,481 Shares 1,211,436 Est. Cost $5.35 Unrealized
APOLLO TACTICAL INCOME FD IN 0.3%
Value ($000) $6,380 Shares 563,149 Est. Cost $11.55 Unrealized
XPHTX PIONEER HIGH INCOME TR 0.3%
Value ($000) $6,121 Shares 953,353 Est. Cost $6.42 Unrealized
CLF CLEVELAND CLIFFS INC 0.3%
Value ($000) $6,095 Shares 1,543,000 Est. Cost $6.19 Unrealized 0.0%
ARLP ALLIANCE RES PARTNER L P 0.3%
Value ($000) $5,984 Shares 1,930,100 Est. Cost Unrealized
NUVEEN GEORGIA QLTY MUN INC 0.3%
Value ($000) $5,822 Shares 490,044 Est. Cost $11.57 Unrealized
ABERDEEN INCOME CR STRATEGIE 0.3%
Value ($000) $5,792 Shares 788,026 Est. Cost $7.35 Unrealized
KBH KB HOME 0.3%
Value ($000) $5,757 Shares 318,072 Est. Cost $29.18 Unrealized 0.0%
CYH COMMUNITY HEALTH SYS INC NEW 0.3%
Value ($000) $5,713 Shares 1,710,545 Est. Cost $5.90 Unrealized -31.3%
WELLS FARGO MULTI SECTOR INC 0.3%
Value ($000) $5,623 Shares 583,943 Est. Cost $9.63 Unrealized
ALLIANCEBERNSTEIN GLOBAL HIG 0.3%
Value ($000) $5,530 Shares 597,225 Est. Cost $9.26 Unrealized
NUVEEN SHT DUR CR OPP FD 0.3%
Value ($000) $5,483 Shares 503,962 Est. Cost $12.51 Unrealized
SOURCE CAP INC 0.3%
Value ($000) $5,465 Shares 178,066 Est. Cost $30.69 Unrealized
APOLLO SR FLOATING RATE FD I 0.3%
Value ($000) $5,445 Shares 469,002 Est. Cost $11.61 Unrealized
BLACKROCK NY MUNICIPAL BOND 0.3%
Value ($000) $5,239 Shares 373,391 Est. Cost $13.92 Unrealized
IVY HIGH INCOME OPPORTUNITIE 0.3%
Value ($000) $5,235 Shares 503,407 Est. Cost $12.25 Unrealized
XEVMX EATON VANCE CALIF MUN BD FD 0.3%
Value ($000) $5,224 Shares 495,173 Est. Cost $10.43 Unrealized
BLACKROCK MUNIYIELD PA QLTY 0.3%
Value ($000) $5,177 Shares 385,776 Est. Cost $13.31 Unrealized
WESTERN ASSET CORPORATE LN F 0.3%
Value ($000) $5,056 Shares 712,073 Est. Cost $9.28 Unrealized
THL CR SR LN FD 0.2%
Value ($000) $4,576 Shares 395,890 Est. Cost $12.83 Unrealized
DONNELLEY R R & SONS CO 0.2%
Value ($000) $4,527 Shares 4,723,003 Est. Cost $0.98 Unrealized
ARES DYNAMIC CR ALLOCATION F 0.2%
Value ($000) $4,460 Shares 413,376 Est. Cost $11.86 Unrealized
CNX CNX RESOURCES CORPORATION 0.2%
Value ($000) $4,414 Shares 829,642 Est. Cost $6.65 Unrealized 0.0%
BLACKSTONE GSO LNG SHRT CR I 0.2%
Value ($000) $4,375 Shares 415,068 Est. Cost $10.54 Unrealized
CNX MIDSTREAM PARTNERS LP 0.2%
Value ($000) $3,897 Shares 481,200 Est. Cost Unrealized
CREDIT SUISSE HIGH YLD BND F 0.2%
Value ($000) $3,657 Shares 1,998,202 Est. Cost $1.83 Unrealized
BNY MELLON HIGH YIELD STRATE 0.2%
Value ($000) $3,303 Shares 1,455,172 Est. Cost $2.27 Unrealized
UBER UBER TECHNOLOGIES INC 0.2%
Value ($000) $3,258 Shares 116,700 Est. Cost $32.91 Unrealized 0.0%
XVMMX DELAWARE INVTS MINN MUN INCO 0.2%
Value ($000) $3,178 Shares 256,946 Est. Cost $11.86 Unrealized
DIVIDEND & INCOME FUND 0.2%
Value ($000) $3,017 Shares 343,204 Est. Cost $11.64 Unrealized
INVESCO HIGH INCOME TR II 0.1%
Value ($000) $2,793 Shares 260,825 Est. Cost $13.82 Unrealized
YUNHONG INTL 0.1%
Value ($000) $2,668 Shares 275,000 Est. Cost $9.70 Unrealized
RIG TRANSOCEAN LTD 0.1%
Value ($000) $2,420 Shares 2,086,611 Est. Cost $3.90 Unrealized 0.0%
BZH BEAZER HOMES USA INC 0.1%
Value ($000) $2,321 Shares 360,420 Est. Cost $12.38 Unrealized 0.0%
MFS MULTIMARKET INCOME TR 0.1%
Value ($000) $2,302 Shares 457,692 Est. Cost $5.03 Unrealized
ALLIANZGI NFJ DIVID INT & PR 0.1%
Value ($000) $2,265 Shares 235,729 Est. Cost $12.60 Unrealized
EATON VANCE NY MUNI INCOME T 0.1%
Value ($000) $2,140 Shares 172,586 Est. Cost $11.89 Unrealized
L BRANDS INC 0.1%
Value ($000) $2,139 Shares 185,000 Est. Cost $11.55 Unrealized
DIAMONDPEAK HLDGS COR 0.1%
Value ($000) $2,092 Shares 201,175 Est. Cost $10.40 Unrealized
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $2,065 Shares 522,800 Est. Cost $6.19 Unrealized 0.0%
HLF HERBALIFE NUTRITION LTD 0.1%
Value ($000) $2,064 Shares 70,777 Est. Cost $37.23 Unrealized 0.0%
BARINGS GLOBAL SHORT DURATIO 0.1%
Value ($000) $2,048 Shares 183,967 Est. Cost $11.13 Unrealized
DFP HEALTHCARE ACQUISITNS CO 0.1%
Value ($000) $2,043 Shares 207,458 Est. Cost $9.85 Unrealized
BLACKROCK NY MUNI INC QLTY T 0.1%
Value ($000) $1,931 Shares 154,503 Est. Cost $12.75 Unrealized
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.1%
Value ($000) $1,910 Shares 165,093 Est. Cost $11.95 Unrealized
CREDIT SUISSE ASSET MGMT INC 0.1%
Value ($000) $1,874 Shares 783,964 Est. Cost $2.39 Unrealized
MFS CHARTER INCOME TR 0.1%
Value ($000) $1,814 Shares 245,185 Est. Cost $7.40 Unrealized
SABR SABRE CORP 0.1%
Value ($000) $1,767 Shares 298,054 Est. Cost $16.72 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.1%
Value ($000) $1,740 Shares 5,433 Est. Cost $452.74 Unrealized 0.0%
MORGAN STANLEY EMER MKTS DEB 0.1%
Value ($000) $1,558 Shares 203,612 Est. Cost $9.87 Unrealized
BLACKSTONE GSO FLTING RTE FU 0.1%
Value ($000) $1,507 Shares 128,371 Est. Cost $11.74 Unrealized
UBER UBER TECHNOLOGIES INC 0.1%
Value ($000) $1,319 Shares 47,227 Est. Cost $32.91 Unrealized 0.0%
CCIF VERTICAL CAP INCOME FD 0.1%
Value ($000) $1,260 Shares 150,307 Est. Cost $9.47 Unrealized
VIRTUS GLOBAL MULTI-SEC INC 0.1%
Value ($000) $1,240 Shares 128,486 Est. Cost $9.65 Unrealized
ABERDEEN ASIA-PACIFIC INCOME 0.1%
Value ($000) $1,175 Shares 347,623 Est. Cost $3.38 Unrealized
CAR AVIS BUDGET GROUP 0.1%
Value ($000) $1,155 Shares 83,106 Est. Cost $28.44 Unrealized 0.0%
BLACKROCK MUNIYIELD NY QLTY 0.1%
Value ($000) $1,062 Shares 86,814 Est. Cost $12.23 Unrealized
RIVERNORTH / DOUBLELINE STRA 0.1%
Value ($000) $1,045 Shares 81,643 Est. Cost $12.80 Unrealized
POST POST HLDGS INC 0.1%
Value ($000) $1,003 Shares 12,090 Est. Cost $64.99 Unrealized 0.0%
L BRANDS INC 0.0%
Value ($000) $890 Shares 77,032 Est. Cost $11.55 Unrealized
NEUBERGER BRMAN CLIFRN MUNI 0.0%
Value ($000) $868 Shares 65,982 Est. Cost $12.24 Unrealized
UNFI UNITED NAT FOODS INC 0.0%
Value ($000) $862 Shares 93,871 Est. Cost $9.67 Unrealized -18.0%
MD MEDNAX INC 0.0%
Value ($000) $625 Shares 53,700 Est. Cost $20.62 Unrealized 0.0%
ANGEL OAK FINL STRATEGIES IN 0.0%
Value ($000) $593 Shares 34,689 Est. Cost $17.09 Unrealized
STANDARD DIVERSIFIED INC 0.0%
Value ($000) $519 Shares 47,569 Est. Cost $17.95 Unrealized
HANCOCK JOHN INVS TR 0.0%
Value ($000) $498 Shares 39,621 Est. Cost $12.57 Unrealized
XENWX EATON VANCE NEW YORK MUN BD 0.0%
Value ($000) $458 Shares 39,587 Est. Cost $11.57 Unrealized
FRANKLIN LTD DURATION INCOME 0.0%
Value ($000) $426 Shares 54,276 Est. Cost $7.85 Unrealized
BLACKROCK MUNIYIELD CALIF FD 0.0%
Value ($000) $387 Shares 29,225 Est. Cost $13.24 Unrealized
HYG ISHARES TR 0.0%
Value ($000) $369 Shares 4,790 Est. Cost $77.04 Unrealized
OII OCEANEERING INTL INC 0.0%
Value ($000) $356 Shares 121,105 Est. Cost $10.44 Unrealized 0.0%
ALLIANZGI DIVERSIFIED INCOME 0.0%
Value ($000) $333 Shares 18,529 Est. Cost $17.97 Unrealized
SEADRILL LTD 0.0%
Value ($000) $284 Shares 661,204 Est. Cost $20.54 Unrealized
ABERDEEN TOTAL DYNAMIC DIVD 0.0%
Value ($000) $274 Shares 41,674 Est. Cost $6.57 Unrealized
MD MEDNAX INC 0.0%
Value ($000) $224 Shares 19,233 Est. Cost $20.62 Unrealized 0.0%
NUVEEN ARIZONA QLTY MUN INC 0.0%
Value ($000) $143 Shares 11,560 Est. Cost $11.87 Unrealized
USAC USA COMPRESSION PARTNERS LP 0.0%
Value ($000) $143 Shares 25,400 Est. Cost Unrealized
NUVEEN NEW JERSEY MUN VALUE 0.0%
Value ($000) $130 Shares 10,169 Est. Cost $12.48 Unrealized
CITIC CAPITAL ACQUISITION CO 0.0%
Value ($000) $110 Shares 11,070 Est. Cost $9.94 Unrealized
XHTAX INVESCO HIGH INCOME 2024 TAR 0.0%
Value ($000) $107 Shares 14,546 Est. Cost $7.36 Unrealized
XFEOX FIRST TR/ABERDEEN EMERG OPT 0.0%
Value ($000) $106 Shares 10,732 Est. Cost $9.88 Unrealized
XHNWX PIONEER DIVERSIFIED HIGH INC 0.0%
Value ($000) $105 Shares 10,000 Est. Cost $10.50 Unrealized
HOSTESS BRANDS INC 0.0%
Value ($000) $103 Shares 181,293 Est. Cost $2.51 Unrealized
TCW STRATEGIC INCOME FD INC 0.0%
Value ($000) $94 Shares 18,198 Est. Cost $5.17 Unrealized
ELLSWORTH GROWTH & INCOME FD 0.0%
Value ($000) $86 Shares 10,000 Est. Cost $8.60 Unrealized