Saba Capital Management, L.P. Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$1.1T
Holdings
91
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (91 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —BLACKROCK DEBT STRAT FD INC | 23,746,992 | $83.8B | 7.50% | |
| 2 | GAPGAP INC DEL | 3,778,100 | $80.2B | 7.17% | Put |
| 3 | ERCWELLS FARGO MULTI SECTOR INC | 5,570,869 | $70.5B | 6.30% | |
| 4 | FTFFRANKLIN LTD DURATION INC TR | 4,032,465 | $46.8B | 4.18% | |
| 5 | RIGTRANSOCEAN LTD | 3,650,200 | $43.4B | 3.88% | Put |
| 6 | WDCWESTERN DIGITAL CORP | 796,000 | $37.6B | 3.36% | Put |
| 7 | BGBBLACKSTONE GSO STRATEGIC CR | 2,590,531 | $37.3B | 3.33% | |
| 8 | —PIMCO DYNAMIC CR INCOME FD | 1,883,389 | $36.0B | 3.22% | |
| 9 | HESHESS CORP | 566,600 | $34.1B | 3.04% | Put |
| 10 | AVKADVENT CLAYMORE CV SECS & IN | 2,243,159 | $31.3B | 2.80% | |
| 11 | QEPQEP RES INC | 1,696,200 | $29.9B | 2.67% | Put |
| 12 | MUMICRON TECHNOLOGY INC | 2,142,500 | $29.5B | 2.64% | Put |
| 13 | —DEUTSCHE HIGH INCOME OPPORT | 2,017,035 | $27.4B | 2.45% | |
| 14 | FDDFIRST TR HIGH INCOME L/S FD | 1,829,904 | $27.1B | 2.43% | |
| 15 | MCRMFS CHARTER INCOME TR | 3,155,231 | $26.7B | 2.39% | |
| 16 | PPTPUTNAM PREMIER INCOME TR | 5,240,766 | $24.6B | 2.20% | |
| 17 | —WESTERN ASSET EMRG MKT INCM | 2,263,146 | $24.5B | 2.19% | |
| 18 | FXIISHARES TR | 639,864 | $21.9B | 1.96% | |
| 19 | —ADVENT CLAY CONV SEC INC FD | 3,842,289 | $21.2B | 1.90% | |
| 20 | CRCCANADIAN NAT RES LTD | 686,600 | $21.2B | 1.89% | Put |
| 21 | MMTMFS MULTIMARKET INCOME TR | 3,284,445 | $19.9B | 1.78% | |
| 22 | —DEUTSCHE HIGH INCOME TR | 2,232,588 | $19.6B | 1.75% | |
| 23 | EDDMORGAN STANLEY EM MKTS DM DE | 2,422,753 | $18.6B | 1.66% | |
| 24 | MBIMBIA INC | 2,611,499 | $17.8B | 1.59% | Put |
| 25 | CIKCREDIT SUISSE ASSET MGMT INC | 5,909,177 | $17.3B | 1.55% | |
| 26 | —DEUTSCHE MULTI-MKT INCOME TR | 2,074,166 | $16.9B | 1.51% | |
| 27 | APCANADARKO PETE CORP | 311,147 | $16.6B | 1.48% | Put |
| 28 | BGXBLACKSTONE GSO LNG SHRT CR I | 1,123,477 | $16.2B | 1.45% | |
| 29 | XEVGXEATON VANCE SH TM DR DIVR IN | 1,077,906 | $14.6B | 1.30% | |
| 30 | RSX1USDVANECK VECTORS ETF TR | 826,120 | $14.4B | 1.29% | |
| 31 | SDRLSEADRILL LIMITED | 4,349,500 | $14.1B | 1.26% | Put |
| 32 | BITBLACKROCK MULTI-SECTOR INC T | 742,935 | $12.3B | 1.10% | |
| 33 | —ABERDEEN ASIA PACIFIC INCOM | 2,089,275 | $10.5B | 0.94% | |
| 34 | NHSNEUBERGER BERMAN HGH YLD FD | 912,895 | $10.0B | 0.89% | |
| 35 | —ALLIANZGI NFJ DIVID INT & PR | 790,405 | $9.7B | 0.87% | |
| 36 | XEMDXWESTERN ASSET EMRG MKT DEBT | 597,836 | $9.2B | 0.82% | |
| 37 | BHCVALEANT PHARMACEUTICALS INTL | 426,381 | $8.6B | 0.77% | |
| 38 | CYHCOMMUNITY HEALTH SYS INC NEW | 704,538 | $8.5B | 0.76% | |
| 39 | —ADVENT CLAYMORE ENH GRW & IN | 1,028,630 | $8.4B | 0.75% | |
| 40 | VLTINVESCO HIGH INCOME TR II | 540,418 | $7.4B | 0.66% | |
| 41 | —LEGG MASON BW GLB INC OPP FD | 569,172 | $7.4B | 0.66% | |
| 42 | —WESTERN ASSET MGD HI INCM FD | 1,333,140 | $6.3B | 0.56% | |
| 43 | —WESTERN ASSET GLB PTNRS INCO | 719,560 | $6.2B | 0.55% | |
| 44 | —CALIFORNIA RES CORP | 417,845 | $5.1B | 0.46% | |
| 45 | —DEUTSCHE STRATEGIC INCOME TR | 416,155 | $4.8B | 0.43% | |
| 46 | CIFMFS INTERMEDIATE HIGH INC FD | 1,850,260 | $4.6B | 0.41% | |
| 47 | NENOBLE CORP PLC | 544,400 | $4.5B | 0.40% | Put |
| 48 | BCVBANCROFT FUND LTD | 238,599 | $4.5B | 0.40% | |
| 49 | MTGMGIC INVT CORP WIS | 699,066 | $4.2B | 0.37% | |
| 50 | —DELAWARE INVTS DIV & INCOME | 399,947 | $4.0B | 0.36% | |
| 51 | —WESTERN ASSET WORLDWIDE INCO | 283,780 | $3.1B | 0.28% | |
| 52 | —DEUTSCHE GLOBAL HIGH INCOME | 377,997 | $3.1B | 0.28% | |
| 53 | —APOLLO TACTICAL INCOME FD IN | 196,552 | $2.8B | 0.25% | |
| 54 | PPTPUTMAN HIGH INCOME SEC FUND | 364,765 | $2.8B | 0.25% | |
| 55 | VGIVIRTUS GLOBAL MULTI-SEC INC | 132,868 | $2.0B | 0.18% | |
| 56 | —BROOKFIELD MTG OPP INC FD IN | 129,546 | $1.9B | 0.17% | |
| 57 | XJQCXNUVEEN CR STRATEGIES INCM FD | 219,910 | $1.8B | 0.16% | |
| 58 | GNWGENWORTH FINL INC | 670,072 | $1.7B | 0.15% | |
| 59 | ODPEUROFFICE DEPOT INC | 465,300 | $1.5B | 0.14% | |
| 60 | —IVY HIGH INC OPPORTUNITIES F | 110,919 | $1.5B | 0.14% | |
| 61 | GDOWESTERN ASSET GLOBAL CP DEFI | 88,521 | $1.5B | 0.13% | |
| 62 | UISUNISYS CORP | 204,781 | $1.5B | 0.13% | |
| 63 | —FIRST TR STRATEGIC HIGH INC | 121,987 | $1.5B | 0.13% | |
| 64 | XXHYBXXNEW AMER HIGH INCOME FD INC | 151,136 | $1.3B | 0.12% | |
| 65 | —PACHOLDER HIGH YIELD FD INC | 180,157 | $1.3B | 0.11% | |
| 66 | —INTERVAL LEISURE GROUP INC | 78,043 | $1.2B | 0.11% | |
| 67 | RDNRADIAN GROUP INC | 113,500 | $1.2B | 0.11% | Put |
| 68 | HYGISHARES TR | 10,000 | $847.0M | 0.08% | |
| 69 | XEADXWELLS FARGO INCOME OPPORTUNI | 96,471 | $762.0M | 0.07% | |
| 70 | ECFELLSWORTH GROWTH & INCOME FD | 91,857 | $721.0M | 0.06% | |
| 71 | —VIRTUS TOTAL RETURN FD | 147,879 | $683.0M | 0.06% | |
| 72 | MSDMORGAN STANLEY EMER MKTS DEB | 70,135 | $649.0M | 0.06% | |
| 73 | XNROXNEUBERGER BERMAN RE ES SEC F | 112,880 | $641.0M | 0.06% | |
| 74 | —INVESCO DYNAMIC CR OPP FD | 51,414 | $567.0M | 0.05% | |
| 75 | —DYNEGY INC NEW DEL | 1,394,423 | $507.0M | 0.05% | |
| 76 | FMYFIRST TRUST MORTGAGE INCM FD | 33,890 | $489.0M | 0.04% | |
| 77 | BACBANK AMER CORP | 32,000 | $425.0M | 0.04% | |
| 78 | EVFEATON VANCE SR INCOME TR | 70,749 | $425.0M | 0.04% | |
| 79 | HYIWESTERN ASSET HGH YLD DFNDFD | 27,557 | $414.0M | 0.04% | |
| 80 | XFEBFIRST TR ABERDEEN GLBL OPP F | 32,005 | $366.0M | 0.03% | |
| 81 | —MADISON STRTG SECTOR PREM FD | 31,417 | $361.0M | 0.03% | |
| 82 | GLOCLOUGH GLOBAL OPPORTUNITIES | 27,143 | $253.0M | 0.02% | |
| 83 | XSCDXLMP CAP & INCOME FD INC | 18,712 | $246.0M | 0.02% | |
| 84 | —FRONTIER COMMUNICATIONS CORP | 43,300 | $213.0M | 0.02% | Put |
| 85 | ASHRDBX ETF TR | 8,900 | $211.0M | 0.02% | |
| 86 | —NUVEEN GLOBAL EQUITY INCOME | 17,700 | $207.0M | 0.02% | |
| 87 | —NUVEEN DIVERSIFIED DIV INCM | 15,767 | $184.0M | 0.02% | |
| 88 | —DELAWARE ENHANCED GBL DIV & | 15,555 | $150.0M | 0.01% | |
| 89 | —MVC CAPITAL INC | 18,000 | $145.0M | 0.01% | |
| 90 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $129.0M | 0.01% | |
| 91 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $4.0M | 0.00% |