Saba Capital Management, L.P. Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$1.8T
Holdings
123
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (123 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IEFISHARES TR | 4,261,508 | $439.7B | 24.42% | Put |
| 2 | CSCOCISCO SYS INC | 2,265,978 | $97.2B | 5.40% | Put |
| 3 | DSUBLACKROCK DEBT STRAT FD INC | 7,796,375 | $90.6B | 5.03% | |
| 4 | —ALPINE TOTAL DYNAMIC DIVID F | 9,427,725 | $84.3B | 4.68% | |
| 5 | TEITEMPLETON EMERG MKTS INCOME | 6,259,638 | $70.7B | 3.93% | |
| 6 | GOOGLALPHABET INC | 65,600 | $68.0B | 3.78% | Put |
| 7 | BHCVALEANT PHARMACEUTICALS INTL | 4,221,500 | $67.2B | 3.73% | Put |
| 8 | ORCLORACLE CORP | 1,454,435 | $66.5B | 3.69% | Put |
| 9 | IBMINTERNATIONAL BUSINESS MACHS | 364,019 | $55.9B | 3.10% | Put |
| 10 | MBIMBIA INC | 5,333,400 | $49.4B | 2.74% | Put |
| 11 | HIOWESTERN ASSET HIGH INCM OPP | 8,082,341 | $38.9B | 2.16% | |
| 12 | XEADXWELLS FARGO INCOME OPPORTUNI | 4,573,034 | $36.8B | 2.04% | |
| 13 | INTCINTEL CORP | 680,255 | $35.4B | 1.97% | Put |
| 14 | HYTBLACKROCK CORPOR HI YLD FD I | 2,987,005 | $31.6B | 1.76% | |
| 15 | PBIPITNEY BOWES INC | 2,755,000 | $30.0B | 1.67% | Put |
| 16 | CYHCOMMUNITY HEALTH SYS INC NEW | 7,375,578 | $29.2B | 1.62% | |
| 17 | TSLATESLA INC | 98,000 | $26.1B | 1.45% | Put |
| 18 | —ALLIANZGI NFJ DIVID INT & PR | 1,963,872 | $24.9B | 1.38% | |
| 19 | XJQCXNUVEEN CR STRATEGIES INCM FD | 2,934,462 | $23.3B | 1.29% | |
| 20 | —DELAWARE ENHANCED GBL DIV & | 1,907,485 | $22.1B | 1.23% | |
| 21 | GAMGENERAL AMERN INVS INC | 632,876 | $21.2B | 1.18% | |
| 22 | QCOMQUALCOMM INC | 349,326 | $19.4B | 1.07% | Put |
| 23 | HIXWESTERN ASSET HIGH INCM FD I | 2,637,288 | $17.3B | 0.96% | |
| 24 | XEVVXEATON VANCE LTD DUR INCOME F | 1,313,592 | $17.1B | 0.95% | |
| 25 | CIKCREDIT SUISSE ASSET MGMT INC | 5,122,201 | $16.3B | 0.91% | |
| 26 | THCTENET HEALTHCARE CORP | 613,605 | $14.9B | 0.83% | |
| 27 | UNITUNITI GROUP INC | 882,500 | $14.3B | 0.80% | Put |
| 28 | MSFTMICROSOFT CORP | 145,782 | $13.3B | 0.74% | Put |
| 29 | GOOGALPHABET INC | 12,443 | $12.8B | 0.71% | |
| 30 | GNWGENWORTH FINL INC | 4,372,434 | $12.4B | 0.69% | |
| 31 | EHIWESTERN ASSET GLB HI INCOME | 1,229,882 | $11.6B | 0.64% | |
| 32 | MSDMORGAN STANLEY EMER MKTS DEB | 1,191,053 | $11.2B | 0.62% | |
| 33 | VLTINVESCO HIGH INCOME TR II | 804,871 | $11.2B | 0.62% | |
| 34 | —IVY HIGH INC OPPORTUNITIES F | 777,043 | $11.0B | 0.61% | |
| 35 | HYIWESTERN ASSET HGH YLD DFNDFD | 716,190 | $10.5B | 0.58% | |
| 36 | AAPLAPPLE INC | 59,827 | $10.0B | 0.56% | Put |
| 37 | —PRUDENTIAL GLB SHT DUR HG YL | 696,448 | $9.7B | 0.54% | |
| 38 | —TESLA INC | 8,000,000 | $7.9B | 0.44% | |
| 39 | BWGBRANDYWINEGBL GLBAL INM OPRT | 548,002 | $7.1B | 0.39% | |
| 40 | —DEUTSCHE MULTI-MKT INCOME TR | 796,597 | $7.0B | 0.39% | |
| 41 | BRWTEMPLETON GLOBAL INCOME FD | 1,021,348 | $6.5B | 0.36% | |
| 42 | NHSNEUBERGER BERMAN HGH YLD FD | 571,468 | $6.4B | 0.35% | |
| 43 | —SUPERVALU INC | 410,725 | $6.3B | 0.35% | |
| 44 | XRXCHFXEROX CORP | 201,813 | $5.8B | 0.32% | Put |
| 45 | —PARKER DRILLING CO | 9,015,494 | $5.7B | 0.32% | |
| 46 | —HERTZ GLOBAL HLDGS INC | 286,456 | $5.7B | 0.32% | |
| 47 | AVPUSDAVON PRODS INC | 1,849,447 | $5.3B | 0.29% | |
| 48 | —ADVENT CLAY CONV SEC INC FD | 933,347 | $5.2B | 0.29% | |
| 49 | IGRCBRE CLARION GLOBAL REAL EST | 632,953 | $4.6B | 0.26% | |
| 50 | RGTROYCE GLOBAL VALUE TR INC | 419,874 | $4.6B | 0.26% | |
| 51 | AVKADVENT CLAYMORE CV SECS & IN | 280,643 | $4.2B | 0.23% | |
| 52 | NGDNEW GOLD INC CDA | 1,492,287 | $3.9B | 0.21% | |
| 53 | —DFB HEALTHCARE ACQUISTION CO | 369,000 | $3.7B | 0.21% | |
| 54 | CHKEURCHESAPEAKE ENERGY CORP | 1,197,281 | $3.6B | 0.20% | |
| 55 | —NEBULA ACQUISITION CORP | 352,698 | $3.6B | 0.20% | |
| 56 | —SOLARCITY CORP | 3,475,000 | $3.2B | 0.18% | |
| 57 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 269,575 | $3.2B | 0.18% | |
| 58 | —DYNEGY INC NEW DEL | 235,011 | $3.2B | 0.18% | |
| 59 | SHLDEURSEARS HLDGS CORP | 1,179,665 | $3.1B | 0.17% | |
| 60 | —DEUTSCHE STRATEGIC INCOME TR | 256,525 | $3.1B | 0.17% | |
| 61 | —TESLA INC | 3,000,000 | $3.1B | 0.17% | |
| 62 | SMSM ENERGY CO | 168,196 | $3.0B | 0.17% | |
| 63 | —FIRST TR STRATEGIC HIGH INC | 230,732 | $2.8B | 0.16% | |
| 64 | —ALPINE GLOBAL DYNAMIC DIVD F | 260,583 | $2.7B | 0.15% | |
| 65 | —NUVEEN CONNECTICUT QLTY MUN | 230,509 | $2.7B | 0.15% | |
| 66 | OMFONEMAIN HLDGS INC | 86,163 | $2.6B | 0.14% | |
| 67 | UISUNISYS CORP | 207,732 | $2.2B | 0.12% | |
| 68 | THSTREEHOUSE FOODS INC | 56,752 | $2.2B | 0.12% | |
| 69 | —VOYA PRIME RATE TR | 405,097 | $2.1B | 0.12% | |
| 70 | SNEURSANCHEZ ENERGY CORP | 649,664 | $2.0B | 0.11% | |
| 71 | EODWELLS FARGO GLOBAL DIVIDEND | 352,309 | $2.0B | 0.11% | |
| 72 | BTZBLACKROCK CR ALLCTN INC TR | 156,121 | $2.0B | 0.11% | |
| 73 | —PRUDENTIAL SHT DURATION HG Y | 134,668 | $1.9B | 0.11% | |
| 74 | XEMDXWESTERN ASSET EMRG MKT DEBT | 124,139 | $1.8B | 0.10% | |
| 75 | NENOBLE CORP PLC | 478,905 | $1.8B | 0.10% | |
| 76 | —DIVIDEND & INCOME FUND | 138,076 | $1.7B | 0.10% | |
| 77 | —DEAN FOODS CO NEW | 177,371 | $1.5B | 0.08% | |
| 78 | RRDEURDONNELLEY R R & SONS CO | 171,846 | $1.5B | 0.08% | |
| 79 | XXCHNXXCHINA FD INC | 66,794 | $1.5B | 0.08% | |
| 80 | GLOCLOUGH GLOBAL OPPORTUNITIES | 129,898 | $1.4B | 0.08% | |
| 81 | —PIONEER ENERGY SVCS CORP | 416,055 | $1.1B | 0.06% | |
| 82 | SWN1EURSOUTHWESTERN ENERGY CO | 253,569 | $1.1B | 0.06% | |
| 83 | —PENNEY J C INC | 351,725 | $1.1B | 0.06% | |
| 84 | GPOR1EURGULFPORT ENERGY CORP | 107,466 | $1.0B | 0.06% | |
| 85 | —ROWAN COMPANIES PLC | 89,778 | $1.0B | 0.06% | |
| 86 | —ENERGY XXI GULF COAST INC | 260,601 | $1.0B | 0.06% | |
| 87 | —ADVENT CLAYMORE ENH GRW & IN | 125,512 | $994.0M | 0.06% | |
| 88 | —DELAWARE INVTS DIV & INCOME | 92,338 | $974.0M | 0.05% | |
| 89 | —HIGHPOINT RES CORP | 187,741 | $954.0M | 0.05% | |
| 90 | —OCWEN FINL CORP | 230,086 | $948.0M | 0.05% | |
| 91 | EDDMORGAN STANLEY EM MKTS DM DE | 118,345 | $925.0M | 0.05% | |
| 92 | —ENSCO PLC | 205,400 | $902.0M | 0.05% | |
| 93 | BITBLACKROCK MULTI-SECTOR INC T | 51,467 | $864.0M | 0.05% | |
| 94 | MCRMFS CHARTER INCOME TR | 100,092 | $813.0M | 0.05% | |
| 95 | JGHNUVEEN GLOBAL HIGH INCOME FD | 49,359 | $796.0M | 0.04% | |
| 96 | CUCAAVIS BUDGET GROUP | 15,845 | $742.0M | 0.04% | |
| 97 | ECFELLSWORTH GRWTH AND INCOME L | 79,071 | $723.0M | 0.04% | |
| 98 | —LAZARD WORLD DIVID & INCOME | 61,223 | $704.0M | 0.04% | |
| 99 | —DASEKE INC | 567,270 | $652.0M | 0.04% | |
| 100 | VVRINVESCO SR INCOME TR | 142,151 | $625.0M | 0.03% |
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