Saba Capital Management, L.P. Q1 2018 Filing

Filed May 15, 2018

Portfolio Value

$1.8B

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	$439.7M	24.42%	Put
2	CSCOCISCO SYS INC	2,265,978	$97.2M	5.40%	Put
3	DSUBLACKROCK DEBT STRAT FD INC	7,796,375	$90.6M	5.03%
4	—ALPINE TOTAL DYNAMIC DIVID F	9,427,725	$84.3M	4.68%
5	TEITEMPLETON EMERG MKTS INCOME	6,259,638	$70.7M	3.93%
6	GOOGLALPHABET INC	65,600	$68.0M	3.78%	Put
7	BHCVALEANT PHARMACEUTICALS INTL	4,221,500	$67.2M	3.73%	Put
8	ORCLORACLE CORP	1,454,435	$66.5M	3.69%	Put
9	IBMINTERNATIONAL BUSINESS MACHS	364,019	$55.9M	3.10%	Put
10	MBIMBIA INC	5,333,400	$49.4M	2.74%	Put
11	HIOWESTERN ASSET HIGH INCM OPP	8,082,341	$38.9M	2.16%
12	XEADXWELLS FARGO INCOME OPPORTUNI	4,573,034	$36.8M	2.04%
13	INTCINTEL CORP	680,255	$35.4M	1.97%	Put
14	HYTBLACKROCK CORPOR HI YLD FD I	2,987,005	$31.6M	1.76%
15	PBIPITNEY BOWES INC	2,755,000	$30.0M	1.67%	Put
16	CYHCOMMUNITY HEALTH SYS INC NEW	7,375,578	$29.2M	1.62%
17	TSLATESLA INC	98,000	$26.1M	1.45%	Put
18	—ALLIANZGI NFJ DIVID INT & PR	1,963,872	$24.9M	1.38%
19	XJQCXNUVEEN CR STRATEGIES INCM FD	2,934,462	$23.3M	1.29%
20	—DELAWARE ENHANCED GBL DIV &	1,907,485	$22.1M	1.23%
21	GAMGENERAL AMERN INVS INC	632,876	$21.2M	1.18%
22	QCOMQUALCOMM INC	349,326	$19.4M	1.07%	Put
23	HIXWESTERN ASSET HIGH INCM FD I	2,637,288	$17.3M	0.96%
24	XEVVXEATON VANCE LTD DUR INCOME F	1,313,592	$17.1M	0.95%
25	CIKCREDIT SUISSE ASSET MGMT INC	5,122,201	$16.3M	0.91%
26	THCTENET HEALTHCARE CORP	613,605	$14.9M	0.83%
27	UNITUNITI GROUP INC	882,500	$14.3M	0.80%	Put
28	MSFTMICROSOFT CORP	145,782	$13.3M	0.74%	Put
29	GOOGALPHABET INC	12,443	$12.8M	0.71%
30	GNWGENWORTH FINL INC	4,372,434	$12.4M	0.69%
31	EHIWESTERN ASSET GLB HI INCOME	1,229,882	$11.6M	0.64%
32	MSDMORGAN STANLEY EMER MKTS DEB	1,191,053	$11.2M	0.62%
33	VLTINVESCO HIGH INCOME TR II	804,871	$11.2M	0.62%
34	—IVY HIGH INC OPPORTUNITIES F	777,043	$11.0M	0.61%
35	HYIWESTERN ASSET HGH YLD DFNDFD	716,190	$10.5M	0.58%
36	AAPLAPPLE INC	59,827	$10.0M	0.56%	Put
37	—PRUDENTIAL GLB SHT DUR HG YL	696,448	$9.7M	0.54%
38	—TESLA INC	8,000,000	$7.9M	0.44%
39	BWGBRANDYWINEGBL GLBAL INM OPRT	548,002	$7.1M	0.39%
40	—DEUTSCHE MULTI-MKT INCOME TR	796,597	$7.0M	0.39%
41	BRWTEMPLETON GLOBAL INCOME FD	1,021,348	$6.5M	0.36%
42	NHSNEUBERGER BERMAN HGH YLD FD	571,468	$6.4M	0.35%
43	—SUPERVALU INC	410,725	$6.3M	0.35%
44	XRXCHFXEROX CORP	201,813	$5.8M	0.32%	Put
45	—PARKER DRILLING CO	9,015,494	$5.7M	0.32%
46	—HERTZ GLOBAL HLDGS INC	286,456	$5.7M	0.32%
47	AVPUSDAVON PRODS INC	1,849,447	$5.3M	0.29%
48	—ADVENT CLAY CONV SEC INC FD	933,347	$5.2M	0.29%
49	IGRCBRE CLARION GLOBAL REAL EST	632,953	$4.6M	0.26%
50	RGTROYCE GLOBAL VALUE TR INC	419,874	$4.6M	0.26%
51	AVKADVENT CLAYMORE CV SECS & IN	280,643	$4.2M	0.23%
52	NGDNEW GOLD INC CDA	1,492,287	$3.9M	0.21%
53	—DFB HEALTHCARE ACQUISTION CO	369,000	$3.7M	0.21%
54	CHKEURCHESAPEAKE ENERGY CORP	1,197,281	$3.6M	0.20%
55	—NEBULA ACQUISITION CORP	352,698	$3.6M	0.20%
56	—SOLARCITY CORP	3,475,000	$3.2M	0.18%
57	XAWFXALLIANCEBERNSTEIN GBL HGH IN	269,575	$3.2M	0.18%
58	—DYNEGY INC NEW DEL	235,011	$3.2M	0.18%
59	SHLDEURSEARS HLDGS CORP	1,179,665	$3.1M	0.17%
60	—DEUTSCHE STRATEGIC INCOME TR	256,525	$3.1M	0.17%
61	—TESLA INC	3,000,000	$3.1M	0.17%
62	SMSM ENERGY CO	168,196	$3.0M	0.17%
63	—FIRST TR STRATEGIC HIGH INC	230,732	$2.8M	0.16%
64	—ALPINE GLOBAL DYNAMIC DIVD F	260,583	$2.7M	0.15%
65	—NUVEEN CONNECTICUT QLTY MUN	230,509	$2.7M	0.15%
66	OMFONEMAIN HLDGS INC	86,163	$2.6M	0.14%
67	UISUNISYS CORP	207,732	$2.2M	0.12%
68	THSTREEHOUSE FOODS INC	56,752	$2.2M	0.12%
69	—VOYA PRIME RATE TR	405,097	$2.1M	0.12%
70	SNEURSANCHEZ ENERGY CORP	649,664	$2.0M	0.11%
71	EODWELLS FARGO GLOBAL DIVIDEND	352,309	$2.0M	0.11%
72	BTZBLACKROCK CR ALLCTN INC TR	156,121	$2.0M	0.11%
73	—PRUDENTIAL SHT DURATION HG Y	134,668	$1.9M	0.11%
74	XEMDXWESTERN ASSET EMRG MKT DEBT	124,139	$1.8M	0.10%
75	NENOBLE CORP PLC	478,905	$1.8M	0.10%
76	—DIVIDEND & INCOME FUND	138,076	$1.7M	0.10%
77	—DEAN FOODS CO NEW	177,371	$1.5M	0.08%
78	RRDEURDONNELLEY R R & SONS CO	171,846	$1.5M	0.08%
79	XXCHNXXCHINA FD INC	66,794	$1.5M	0.08%
80	GLOCLOUGH GLOBAL OPPORTUNITIES	129,898	$1.4M	0.08%
81	—PIONEER ENERGY SVCS CORP	416,055	$1.1M	0.06%
82	SWN1EURSOUTHWESTERN ENERGY CO	253,569	$1.1M	0.06%
83	—PENNEY J C INC	351,725	$1.1M	0.06%
84	GPOR1EURGULFPORT ENERGY CORP	107,466	$1.0M	0.06%
85	—ROWAN COMPANIES PLC	89,778	$1.0M	0.06%
86	—ENERGY XXI GULF COAST INC	260,601	$1.0M	0.06%
87	—ADVENT CLAYMORE ENH GRW & IN	125,512	$994K	0.06%
88	—DELAWARE INVTS DIV & INCOME	92,338	$974K	0.05%
89	—HIGHPOINT RES CORP	187,741	$954K	0.05%
90	—OCWEN FINL CORP	230,086	$948K	0.05%
91	EDDMORGAN STANLEY EM MKTS DM DE	118,345	$925K	0.05%
92	—ENSCO PLC	205,400	$902K	0.05%
93	BITBLACKROCK MULTI-SECTOR INC T	51,467	$864K	0.05%
94	MCRMFS CHARTER INCOME TR	100,092	$813K	0.05%
95	JGHNUVEEN GLOBAL HIGH INCOME FD	49,359	$796K	0.04%
96	CUCAAVIS BUDGET GROUP	15,845	$742K	0.04%
97	ECFELLSWORTH GRWTH AND INCOME L	79,071	$723K	0.04%
98	—LAZARD WORLD DIVID & INCOME	61,223	$704K	0.04%
99	—DASEKE INC	567,270	$652K	0.04%
100	VVRINVESCO SR INCOME TR	142,151	$625K	0.03%

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