Saba Capital Management, L.P. Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$1.1T
Holdings
100
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (100 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DSUBLACKROCK DEBT STRAT FD INC | 8,118,988 | $93.5B | 8.36% | |
| 2 | AALAMERICAN AIRLS GROUP INC | 1,951,408 | $82.5B | 7.38% | Put |
| 3 | ERCWELLS FARGO MULTI SECTOR INC | 6,150,514 | $82.0B | 7.33% | |
| 4 | FDDFIRST TR HIGH INCOME L/S FD | 4,608,568 | $76.8B | 6.86% | |
| 5 | GLOCLOUGH GLOBAL OPPORTUNITIES | 5,454,549 | $56.1B | 5.02% | |
| 6 | —ALPINE TOTAL DYNAMIC DIVID F | 5,567,362 | $46.0B | 4.11% | |
| 7 | AVKADVENT CLAYMORE CV SECS & IN | 2,616,294 | $41.0B | 3.66% | |
| 8 | GAMGENERAL AMERN INVS INC | 1,180,791 | $39.6B | 3.54% | |
| 9 | CYHCOMMUNITY HEALTH SYS INC NEW | 3,706,181 | $32.9B | 2.94% | |
| 10 | —ADVENT CLAY CONV SEC INC FD | 5,179,540 | $31.6B | 2.83% | |
| 11 | XGLQXCLOUGH GLOBAL EQUITY FD | 2,473,734 | $31.3B | 2.80% | |
| 12 | TSLATESLA INC | 100,000 | $27.8B | 2.49% | Put |
| 13 | —DEUTSCHE HIGH INCOME OPPORT | 1,895,375 | $27.8B | 2.48% | |
| 14 | XEMDXWESTERN ASSET EMRG MKT DEBT | 1,781,493 | $27.6B | 2.47% | |
| 15 | BHCVALEANT PHARMACEUTICALS INTL | 2,315,900 | $25.5B | 2.28% | |
| 16 | GLVCLOUGH GLOBAL DIVND AND INC | 1,780,311 | $23.6B | 2.11% | |
| 17 | FTFFRANKLIN LTD DURATION INC TR | 1,715,080 | $20.5B | 1.84% | |
| 18 | CIKCREDIT SUISSE ASSET MGMT INC | 5,945,208 | $19.6B | 1.75% | |
| 19 | APCANADARKO PETE CORP | 306,447 | $19.0B | 1.70% | Put |
| 20 | EODWELLS FARGO GLOBAL DIVIDEND | 3,085,529 | $18.0B | 1.61% | |
| 21 | —LEGG MASON BW GLB INC OPP FD | 1,374,096 | $17.6B | 1.57% | |
| 22 | —DEUTSCHE MULTI-MKT INCOME TR | 1,960,714 | $17.1B | 1.53% | |
| 23 | —ALLIANZGI NFJ DIVID INT & PR | 962,090 | $12.4B | 1.11% | |
| 24 | USALIBERTY ALL STAR EQUITY FD | 2,190,809 | $12.0B | 1.07% | |
| 25 | —ADVENT CLAYMORE ENH GRW & IN | 1,331,810 | $11.2B | 1.00% | |
| 26 | GNWGENWORTH FINL INC | 2,588,820 | $10.7B | 0.95% | |
| 27 | VLTINVESCO HIGH INCOME TR II | 726,551 | $10.5B | 0.94% | |
| 28 | RIGTRANSOCEAN LTD | 780,600 | $9.7B | 0.87% | Put |
| 29 | —DELAWARE ENHANCED GBL DIV & | 868,610 | $9.5B | 0.85% | |
| 30 | —FIRST TR STRATEGIC HIGH INC | 717,347 | $9.3B | 0.84% | |
| 31 | NHSNEUBERGER BERMAN HGH YLD FD | 758,703 | $9.0B | 0.81% | |
| 32 | —HERTZ GLOBAL HLDGS INC | 501,433 | $8.8B | 0.79% | |
| 33 | THCTENET HEALTHCARE CORP | 494,382 | $8.8B | 0.78% | |
| 34 | —PENNEY J C INC | 1,409,000 | $8.7B | 0.78% | |
| 35 | —ALPINE GLOBAL DYNAMIC DIVD F | 877,639 | $8.6B | 0.77% | |
| 36 | SDRLSEADRILL LIMITED | 5,180,800 | $8.5B | 0.76% | Put |
| 37 | —ENERGY XXI GULF COAST INC | 260,601 | $7.8B | 0.70% | |
| 38 | —NIMBLE STORAGE INC | 617,100 | $7.7B | 0.69% | Call |
| 39 | OMFONEMAIN HLDGS INC | 243,800 | $6.1B | 0.54% | |
| 40 | MCRMFS CHARTER INCOME TR | 673,976 | $5.8B | 0.52% | |
| 41 | —TESLA INC | 5,500,000 | $5.7B | 0.51% | |
| 42 | RVTROYCE VALUE TR INC | 396,064 | $5.5B | 0.50% | |
| 43 | —DEUTSCHE STRATEGIC INCOME TR | 411,347 | $5.0B | 0.45% | |
| 44 | —ALLERGAN PLC | 20,203 | $4.8B | 0.43% | |
| 45 | —DIVIDEND & INCOME FUND | 305,255 | $3.7B | 0.33% | |
| 46 | —CONSOL ENERGY INC | 215,164 | $3.6B | 0.32% | |
| 47 | EHIWESTERN ASSET GLB HI INCOME | 342,271 | $3.5B | 0.31% | |
| 48 | —DELAWARE INVTS DIV & INCOME | 327,067 | $3.4B | 0.30% | |
| 49 | —SUPERVALU INC | 848,860 | $3.3B | 0.29% | |
| 50 | —SOLARCITY CORP | 3,333,000 | $3.2B | 0.29% | |
| 51 | —DEUTSCHE GLOBAL HIGH INCOME | 377,197 | $3.2B | 0.29% | |
| 52 | MMTMFS MULTIMARKET INCOME TR | 516,508 | $3.2B | 0.28% | |
| 53 | —SOLARCITY CORP | 3,475,000 | $3.1B | 0.28% | |
| 54 | AVPUSDAVON PRODS INC | 694,224 | $3.1B | 0.27% | |
| 55 | MTGMGIC INVT CORP WIS | 278,587 | $2.8B | 0.25% | |
| 56 | PPTPUTMAN HIGH INCOME SEC FUND | 324,901 | $2.8B | 0.25% | |
| 57 | EDDMORGAN STANLEY EM MKTS DM DE | 363,485 | $2.8B | 0.25% | |
| 58 | MBIMBIA INC | 317,342 | $2.7B | 0.24% | |
| 59 | RDNRADIAN GROUP INC | 129,300 | $2.3B | 0.21% | Put |
| 60 | NGDNEW GOLD INC CDA | 772,282 | $2.3B | 0.21% | |
| 61 | —RITE AID CORP | 471,700 | $2.0B | 0.18% | |
| 62 | —TESLA INC | 2,000,000 | $2.0B | 0.18% | |
| 63 | —HOSTESS BRANDS INC | 659,572 | $1.9B | 0.17% | |
| 64 | HYTBLACKROCK CORPOR HI YLD FD I | 166,826 | $1.8B | 0.16% | |
| 65 | —PACHOLDER HIGH YIELD FD INC | 207,724 | $1.6B | 0.14% | |
| 66 | HYGISHARES TR | 14,300 | $1.3B | 0.11% | |
| 67 | ODPEUROFFICE DEPOT INC | 261,500 | $1.2B | 0.11% | |
| 68 | XBOEXBLACKROCK GLOBAL OPP EQTY TR | 97,307 | $1.2B | 0.11% | |
| 69 | UISUNISYS CORP | 81,644 | $1.1B | 0.10% | |
| 70 | MSDMORGAN STANLEY EMER MKTS DEB | 99,090 | $926.0M | 0.08% | |
| 71 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 120,000 | $881.0M | 0.08% | |
| 72 | RABROOKFIELD REAL ASSETS INCOM | 34,301 | $781.0M | 0.07% | |
| 73 | —ILG INC | 37,208 | $780.0M | 0.07% | |
| 74 | XLGIXLAZARD GLB TTL RET&INCM FD I | 50,360 | $755.0M | 0.07% | |
| 75 | ECFELLSWORTH GROWTH & INCOME FD | 81,843 | $706.0M | 0.06% | |
| 76 | —AK STL HLDG CORP | 92,000 | $661.0M | 0.06% | |
| 77 | —LAZARD WORLD DIVID & INCOME | 61,223 | $652.0M | 0.06% | |
| 78 | HYIWESTERN ASSET HGH YLD DFNDFD | 34,354 | $528.0M | 0.05% | |
| 79 | —ABERDEEN ASIA PACIFIC INCOM | 77,924 | $389.0M | 0.03% | |
| 80 | THSTREEHOUSE FOODS INC | 4,529 | $383.0M | 0.03% | |
| 81 | EEAEUROPEAN EQUITY FUND | 45,222 | $376.0M | 0.03% | |
| 82 | XFEBFIRST TR ABERDEEN GLBL OPP F | 32,005 | $372.0M | 0.03% | |
| 83 | BCVBANCROFT FUND LTD | 15,970 | $336.0M | 0.03% | |
| 84 | ADXADAMS DIVERSIFIED EQUITY FD | 24,000 | $330.0M | 0.03% | |
| 85 | BITBLACKROCK MULTI-SECTOR INC T | 18,100 | $313.0M | 0.03% | |
| 86 | XEADXWELLS FARGO INCOME OPPORTUNI | 35,071 | $295.0M | 0.03% | |
| 87 | XNROXNEUBERGER BERMAN RE ES SEC F | 53,762 | $286.0M | 0.03% | |
| 88 | —VIRTUS TOTAL RETURN FD | 54,836 | $240.0M | 0.02% | |
| 89 | CIFMFS INTERMEDIATE HIGH INC FD | 88,302 | $233.0M | 0.02% | |
| 90 | —MADISON STRTG SECTOR PREM FD | 18,887 | $230.0M | 0.02% | |
| 91 | ASHRDBX ETF TR | 8,900 | $224.0M | 0.02% | |
| 92 | HIOWESTERN ASSET HIGH INCM OPP | 40,600 | $205.0M | 0.02% | |
| 93 | —ZWEIG FD | 17,066 | $190.0M | 0.02% | |
| 94 | XSCDXLMP CAP & INCOME FD INC | 11,589 | $165.0M | 0.01% | |
| 95 | —MVC CAPITAL INC | 18,000 | $162.0M | 0.01% | |
| 96 | XXHYBXXNEW AMER HIGH INCOME FD INC | 15,050 | $142.0M | 0.01% | |
| 97 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $128.0M | 0.01% | |
| 98 | SWZSWISS HELVETIA FD INC | 10,000 | $116.0M | 0.01% | |
| 99 | —DYNEGY INC NEW DEL | 1,394,423 | $55.0M | 0.00% | |
| 100 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $7.0M | 0.00% |