Saba Capital Management, L.P. Diversified Active

CIK: 0001510281 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $2,287,244 (100.0% shares, 0.0% debt)

Holdings (116)

HYG ISHARES TR 15.7%
Value ($000) $358,842 Shares 4,396,500 Est. Cost $77.04 Unrealized —
— VOYA PRIME RATE TR 6.5%
Value ($000) $147,825 Shares 36,320,674 Est. Cost $4.54 Unrealized —
CHTR CHARTER COMMUNICATIONS INC N 4.8%
Value ($000) $108,894 Shares 213,500 Est. Cost $489.07 Unrealized +3.7%
— UNITED STATES STL CORP NEW 3.9%
Value ($000) $88,469 Shares 12,253,300 Est. Cost $7.22 Unrealized —
— WESTERN ASSET GLOBAL HIGH IN 3.6%
Value ($000) $82,844 Shares 8,956,102 Est. Cost $9.09 Unrealized —
AAL AMERICAN AIRLS GROUP INC 3.4%
Value ($000) $76,969 Shares 5,889,000 Est. Cost — Unrealized —
— EATON VANCE LTD DURATION INC 2.9%
Value ($000) $65,939 Shares 5,850,821 Est. Cost $12.56 Unrealized —
— WESTERN ASSET HIGH INCM OPP 2.6%
Value ($000) $59,656 Shares 12,912,550 Est. Cost $4.84 Unrealized —
XPHDX PIONEER FLOATING RATE TR 2.5%
Value ($000) $58,244 Shares 6,124,520 Est. Cost $9.95 Unrealized —
— INVESCO DYNAMIC CR OPPORTUNI 2.4%
Value ($000) $55,546 Shares 6,241,127 Est. Cost $9.86 Unrealized —
— INVESCO SR INCOME TR 2.3%
Value ($000) $51,729 Shares 14,950,575 Est. Cost $3.99 Unrealized —
— NEUBERGER BERMAN HIGH YIELD 2.2%
Value ($000) $50,455 Shares 4,874,870 Est. Cost $10.81 Unrealized —
— WESTERN ASSET HIGH INCM FD I 2.0%
Value ($000) $46,677 Shares 7,528,629 Est. Cost $6.34 Unrealized —
UAL UNITED AIRLS HLDGS INC 2.0%
Value ($000) $45,637 Shares 1,318,600 Est. Cost $29.99 Unrealized 0.0%
— EATON VANCE FLTING RATE INC 1.9%
Value ($000) $43,546 Shares 3,819,821 Est. Cost $12.30 Unrealized —
— PGIM GLOBAL HIGH YIELD FD FO 1.8%
Value ($000) $41,844 Shares 3,289,649 Est. Cost $12.46 Unrealized —
— NUVEEN FLOATING RATE INCOME 1.8%
Value ($000) $41,376 Shares 5,237,500 Est. Cost $7.71 Unrealized —
YPF YPF SOCIEDAD ANONIMA 1.6%
Value ($000) $36,238 Shares 6,302,100 Est. Cost $4.72 Unrealized —
— BLACKROCK FLOATING RATE INCO 1.5%
Value ($000) $34,820 Shares 3,114,492 Est. Cost $12.28 Unrealized —
— EATON VANCE SR INCOME TR 1.4%
Value ($000) $32,032 Shares 6,009,697 Est. Cost $5.68 Unrealized —
— NUVEEN GLOBAL HIGH INCOME FD 1.3%
Value ($000) $30,548 Shares 2,305,481 Est. Cost $14.08 Unrealized —
— NUVEEN CR STRATEGIES INCOME 1.2%
Value ($000) $27,341 Shares 4,681,661 Est. Cost $6.98 Unrealized —
— PGIM HIGH YIELD BOND FUND IN 1.2%
Value ($000) $26,715 Shares 2,019,301 Est. Cost $12.23 Unrealized —
— TEMPLETON GLOBAL INCOME FD 1.2%
Value ($000) $26,666 Shares 4,965,654 Est. Cost $5.37 Unrealized —
— EATON VANCE SR FLTNG RTE TR 1.1%
Value ($000) $25,745 Shares 2,274,266 Est. Cost $10.53 Unrealized —
— FIRST TR HIGH INCOME L/S FD 1.1%
Value ($000) $24,882 Shares 1,875,069 Est. Cost $13.32 Unrealized —
CNX CNX RESOURCES CORPORATION 1.1%
Value ($000) $24,045 Shares 2,779,700 Est. Cost $6.65 Unrealized +51.3%
— EATON VANCE FLTG RATE INCOM 1.0%
Value ($000) $23,715 Shares 1,714,749 Est. Cost $15.06 Unrealized —
— NUVEEN PENNSYLVANIA QLT MUN 1.0%
Value ($000) $22,313 Shares 1,644,310 Est. Cost $13.17 Unrealized —
— FIRST TR SR FLG RTE INCM FD 1.0%
Value ($000) $21,986 Shares 2,018,958 Est. Cost $11.80 Unrealized —
— NUVEEN FLTNG RTE INCM OPP FD 1.0%
Value ($000) $21,833 Shares 2,781,281 Est. Cost $7.72 Unrealized —
— BRANDYWINEGBL GLBAL INM OPRT 0.9%
Value ($000) $21,608 Shares 1,872,468 Est. Cost $11.82 Unrealized —
HLF HERBALIFE NUTRITION LTD 0.9%
Value ($000) $21,091 Shares 468,900 Est. Cost $37.23 Unrealized +4.3%
— NUVEEN OHIO QLTY MUN INCOME 0.9%
Value ($000) $20,311 Shares 1,353,173 Est. Cost $14.64 Unrealized —
— ROYCE GLOBAL VALUE TR INC 0.7%
Value ($000) $16,697 Shares 1,443,110 Est. Cost $10.54 Unrealized —
— WESTERN ASSET EMERGING MKTS 0.7%
Value ($000) $15,480 Shares 1,256,511 Est. Cost $10.76 Unrealized —
TDG TRANSDIGM GROUP INC 0.7%
Value ($000) $14,941 Shares 33,800 Est. Cost $452.74 Unrealized -30.5%
— NUVEEN MICH QUALITY MUN INCO 0.6%
Value ($000) $14,604 Shares 1,067,537 Est. Cost $13.01 Unrealized —
— BLACKSTONE GSO STRATEGIC CR 0.6%
Value ($000) $14,358 Shares 1,257,307 Est. Cost $10.41 Unrealized —
— NUVEEN SR INCOME FD 0.6%
Value ($000) $14,087 Shares 2,997,161 Est. Cost $5.06 Unrealized —
— GENERAL AMERN INVS INC 0.6%
Value ($000) $13,914 Shares 437,323 Est. Cost $33.16 Unrealized —
— NUVEEN NEW YORK AMT QLT MUNI 0.6%
Value ($000) $13,016 Shares 1,010,529 Est. Cost $12.37 Unrealized —
XXHYBXX NEW AMER HIGH INCOME FD INC 0.6%
Value ($000) $12,850 Shares 1,649,549 Est. Cost $7.61 Unrealized —
— MORGAN STANLEY EMER MKTS DEB 0.5%
Value ($000) $12,362 Shares 1,456,059 Est. Cost $8.68 Unrealized —
— BLACKROCK FLOATING RATE INCO 0.5%
Value ($000) $12,073 Shares 1,099,583 Est. Cost $11.73 Unrealized —
— APOLLO TACTICAL INCOME FD IN 0.5%
Value ($000) $11,926 Shares 960,265 Est. Cost $11.91 Unrealized —
— APOLLO SR FLOATING RATE FD I 0.5%
Value ($000) $11,551 Shares 929,260 Est. Cost $12.02 Unrealized —
— NUVEEN SHT DUR CR OPP FD 0.5%
Value ($000) $10,952 Shares 928,906 Est. Cost $12.18 Unrealized —
RIG TRANSOCEAN LTD 0.5%
Value ($000) $10,750 Shares 5,874,000 Est. Cost $3.90 Unrealized -60.2%
XBFZX BLACKROCK CALIF MUN INCOME T 0.4%
Value ($000) $10,115 Shares 768,042 Est. Cost $12.50 Unrealized —
CLF CLEVELAND CLIFFS INC 0.4%
Value ($000) $8,819 Shares 1,597,700 Est. Cost $6.19 Unrealized -21.5%
— FIRST EAGLE SENIOR LOAN FUND 0.4%
Value ($000) $8,645 Shares 701,149 Est. Cost $12.33 Unrealized —
— DONNELLEY R R & SONS CO 0.4%
Value ($000) $8,227 Shares 6,913,391 Est. Cost $1.05 Unrealized —
— WESTERN ASSET CORPORATE LN F 0.4%
Value ($000) $8,080 Shares 945,028 Est. Cost $9.10 Unrealized —
— NUVEEN NEW JERSEY QULT MUN F 0.3%
Value ($000) $7,881 Shares 594,776 Est. Cost $12.92 Unrealized —
POST POST HLDGS INC 0.3%
Value ($000) $7,737 Shares 88,300 Est. Cost $64.99 Unrealized -10.4%
— BLACKROCK MUNIHLDGS NY QLTY 0.3%
Value ($000) $7,635 Shares 574,945 Est. Cost $13.12 Unrealized —
— BLACKROCK NY MUNICIPAL BOND 0.3%
Value ($000) $7,609 Shares 484,356 Est. Cost $14.33 Unrealized —
— NUVEEN MARYLAND QLT MUN INC 0.3%
Value ($000) $7,480 Shares 580,740 Est. Cost $11.95 Unrealized —
— WELLS FARGO INCOME OPPORTUNI 0.3%
Value ($000) $7,018 Shares 999,659 Est. Cost $6.38 Unrealized —
— WESTERN ASST INFLTN LKD INM 0.3%
Value ($000) $6,880 Shares 584,024 Est. Cost $11.78 Unrealized —
— BLACKROCK MUNIYLD MICH QLTY 0.3%
Value ($000) $5,981 Shares 441,096 Est. Cost $12.94 Unrealized —
— SOURCE CAP INC 0.3%
Value ($000) $5,891 Shares 178,066 Est. Cost $30.69 Unrealized —
CCIF VERTICAL CAP INCOME FD 0.3%
Value ($000) $5,757 Shares 594,684 Est. Cost $9.63 Unrealized —
— BLACKROCK DEBT STRATEGIES FD 0.2%
Value ($000) $5,657 Shares 606,299 Est. Cost $10.30 Unrealized —
— ROYCE VALUE TR INC 0.2%
Value ($000) $5,580 Shares 444,979 Est. Cost $12.54 Unrealized —
— NUVEEN GEORGIA QLTY MUN INC 0.2%
Value ($000) $5,401 Shares 442,745 Est. Cost $11.57 Unrealized —
— BLACKROCK MUNIHLDNGS CALI QL 0.2%
Value ($000) $5,254 Shares 371,829 Est. Cost $13.93 Unrealized —
CYH COMMUNITY HEALTH SYS INC NEW 0.2%
Value ($000) $5,149 Shares 1,710,545 Est. Cost $5.90 Unrealized -45.5%
— ARES DYNAMIC CR ALLOCATION F 0.2%
Value ($000) $4,928 Shares 413,085 Est. Cost $11.86 Unrealized —
— IVY HIGH INCOME OPPORTUNITIE 0.2%
Value ($000) $4,306 Shares 383,086 Est. Cost $12.25 Unrealized —
NGL NGL ENERGY PARTNERS LP 0.2%
Value ($000) $4,246 Shares 1,088,700 Est. Cost — Unrealized —
YPF YPF SOCIEDAD ANONIMA 0.2%
Value ($000) $4,114 Shares 715,529 Est. Cost $4.72 Unrealized —
UBER UBER TECHNOLOGIES INC 0.2%
Value ($000) $3,985 Shares 128,200 Est. Cost $32.91 Unrealized -5.3%
— BLACKROCK MUNIYIELD PA QLTY 0.2%
Value ($000) $3,610 Shares 266,010 Est. Cost $13.31 Unrealized —
— DIVIDEND & INCOME FD INC 0.2%
Value ($000) $3,441 Shares 338,019 Est. Cost $11.64 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.1%
Value ($000) $3,060 Shares 228,522 Est. Cost $12.60 Unrealized —
— LIVE OAK ACQUISITION CORP 0.1%
Value ($000) $3,006 Shares 300,000 Est. Cost $10.02 Unrealized —
— YUNHONG INTL 0.1%
Value ($000) $2,973 Shares 295,998 Est. Cost $9.73 Unrealized —
— BLACKROCK LTD DURATION INC T 0.1%
Value ($000) $2,537 Shares 182,131 Est. Cost $12.62 Unrealized —
— ALLIANZGI DIVIDEND INT & PRM 0.1%
Value ($000) $2,498 Shares 223,408 Est. Cost $12.60 Unrealized —
— ALLIANCEBERNSTEIN GLOBAL HIG 0.1%
Value ($000) $2,440 Shares 241,579 Est. Cost $9.26 Unrealized —
XEVMX EATON VANCE CALIF MUN BD FD 0.1%
Value ($000) $2,382 Shares 214,044 Est. Cost $10.43 Unrealized —
CLF CLEVELAND CLIFFS INC 0.1%
Value ($000) $2,285 Shares 413,978 Est. Cost $6.19 Unrealized -21.5%
— UNITED STATES STL CORP NEW 0.1%
Value ($000) $2,124 Shares 294,182 Est. Cost $7.22 Unrealized —
— DIAMONDPEAK HLDGS COR 0.1%
Value ($000) $2,072 Shares 201,175 Est. Cost $10.40 Unrealized —
BZH BEAZER HOMES USA INC 0.1%
Value ($000) $2,047 Shares 203,276 Est. Cost $12.38 Unrealized -35.5%
XVMMX DELAWARE INVTS MINN MUN INCO 0.1%
Value ($000) $1,830 Shares 144,654 Est. Cost $11.86 Unrealized —
XNBOX NEUBERGER BRMAN NY MUNI FD I 0.1%
Value ($000) $1,642 Shares 141,804 Est. Cost $11.95 Unrealized —
— EATON VANCE NEW YORK MUN INC 0.1%
Value ($000) $1,634 Shares 129,392 Est. Cost $11.89 Unrealized —
SABR SABRE CORP 0.1%
Value ($000) $1,546 Shares 191,854 Est. Cost $16.72 Unrealized -57.6%
— INVESCO HIGH INCOME TR II 0.1%
Value ($000) $1,487 Shares 124,451 Est. Cost $13.82 Unrealized —
— ABERDEEN ASIA-PACIFIC INCOME 0.1%
Value ($000) $1,324 Shares 347,623 Est. Cost $3.38 Unrealized —
AMKR AMKOR TECHNOLOGY INC 0.1%
Value ($000) $1,293 Shares 105,000 Est. Cost $9.62 Unrealized 0.0%
CNX CNX RESOURCES CORPORATION 0.1%
Value ($000) $1,219 Shares 140,869 Est. Cost $6.65 Unrealized +51.3%
UAL UNITED AIRLS HLDGS INC 0.1%
Value ($000) $1,211 Shares 35,000 Est. Cost $29.99 Unrealized 0.0%
— DFP HEALTHCARE ACQUISITNS CO 0.1%
Value ($000) $1,144 Shares 107,458 Est. Cost $9.85 Unrealized —
— FOLEY TRASIMENE ACQUISTN COR 0.0%
Value ($000) $1,067 Shares 100,000 Est. Cost $10.67 Unrealized —
— BNY MELLON HIGH YIELD STRATE 0.0%
Value ($000) $1,043 Shares 407,367 Est. Cost $2.27 Unrealized —
TDG TRANSDIGM GROUP INC 0.0%
Value ($000) $1,036 Shares 2,343 Est. Cost $452.74 Unrealized -30.5%
— GIGCAPITAL3 INC 0.0%
Value ($000) $1,004 Shares 100,000 Est. Cost $10.04 Unrealized —
— BLACKROCK NY MUNI INC QLTY T 0.0%
Value ($000) $974 Shares 73,820 Est. Cost $12.75 Unrealized —
— NEUBERGER BRMAN CLIFRN MUNI 0.0%
Value ($000) $755 Shares 58,723 Est. Cost $12.24 Unrealized —
RIG TRANSOCEAN LTD 0.0%
Value ($000) $748 Shares 408,476 Est. Cost $3.90 Unrealized -60.2%
— STANDARD DIVERSIFIED INC 0.0%
Value ($000) $614 Shares 47,569 Est. Cost $17.95 Unrealized —
— FORTRESS VALUE ACQUISITION C 0.0%
Value ($000) $515 Shares 50,000 Est. Cost $10.30 Unrealized —
— SUSTAINABLE OPPORTNTS ACQ CO 0.0%
Value ($000) $505 Shares 50,000 Est. Cost $10.10 Unrealized —
— CREDIT SUISSE ASSET MGMT INC 0.0%
Value ($000) $402 Shares 148,393 Est. Cost $2.39 Unrealized —
POST POST HLDGS INC 0.0%
Value ($000) $293 Shares 3,345 Est. Cost $64.99 Unrealized -10.4%
JWS/U JAWS ACQUISITION CORP 0.0%
Value ($000) $261 Shares 25,000 Est. Cost $10.44 Unrealized —
OII OCEANEERING INTL INC 0.0%
Value ($000) $219 Shares 34,349 Est. Cost $10.44 Unrealized -49.5%
— HOSTESS BRANDS INC 0.0%
Value ($000) $152 Shares 181,293 Est. Cost $2.51 Unrealized —
— ABERDEEN TOTAL DYNAMIC DIVD 0.0%
Value ($000) $150 Shares 19,502 Est. Cost $6.57 Unrealized —
— BLACKROCK MUNIYIELD QUALITY 0.0%
Value ($000) $146 Shares 11,186 Est. Cost $13.02 Unrealized —
XFEOX FIRST TR/ABERDEEN EMERG OPT 0.0%
Value ($000) $127 Shares 10,732 Est. Cost $9.88 Unrealized —
— CITIC CAPITAL ACQUISITION CO 0.0%
Value ($000) $111 Shares 11,070 Est. Cost $9.94 Unrealized —