Saba Capital Management, L.P. Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$1.1T
Holdings
101
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (101 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DSUBLACKROCK DEBT STRAT FD INC | 8,118,988 | $93.7B | 8.48% | |
| 2 | GLOCLOUGH GLOBAL OPPORTUNITIES | 7,478,899 | $79.3B | 7.17% | |
| 3 | FDDFIRST TR HIGH INCOME L/S FD | 4,476,541 | $77.2B | 6.98% | |
| 4 | —ALPINE TOTAL DYNAMIC DIVID F | 6,331,197 | $55.0B | 4.98% | |
| 5 | ERCWELLS FARGO MULTI SECTOR INC | 3,326,688 | $44.4B | 4.02% | |
| 6 | AVKADVENT CLAYMORE CV SECS & IN | 2,625,329 | $42.4B | 3.84% | |
| 7 | —CHESAPEAKE ENERGY CORP | 44,450,000 | $41.7B | 3.77% | |
| 8 | GAMGENERAL AMERN INVS INC | 1,141,332 | $39.2B | 3.55% | |
| 9 | TSLATESLA INC | 100,000 | $36.2B | 3.27% | Put |
| 10 | CYHCOMMUNITY HEALTH SYS INC NEW | 3,551,383 | $35.4B | 3.20% | |
| 11 | —ADVENT CLAY CONV SEC INC FD | 5,192,780 | $32.4B | 2.93% | |
| 12 | XGLQXCLOUGH GLOBAL EQUITY FD | 2,562,167 | $32.3B | 2.93% | |
| 13 | BHCVALEANT PHARMACEUTICALS INTL | 1,622,688 | $28.1B | 2.54% | |
| 14 | AALAMERICAN AIRLS GROUP INC | 550,000 | $27.7B | 2.50% | Put |
| 15 | —DEUTSCHE HIGH INCOME OPPORT | 1,728,353 | $25.7B | 2.33% | |
| 16 | GLVCLOUGH GLOBAL DIVND AND INC | 1,814,145 | $24.2B | 2.19% | |
| 17 | CIKCREDIT SUISSE ASSET MGMT INC | 5,945,208 | $20.0B | 1.81% | |
| 18 | EODWELLS FARGO GLOBAL DIVIDEND | 3,194,833 | $19.6B | 1.77% | |
| 19 | XEMDXWESTERN ASSET EMRG MKT DEBT | 1,162,573 | $18.1B | 1.64% | |
| 20 | —LEGG MASON BW GLB INC OPP FD | 1,245,560 | $16.5B | 1.49% | |
| 21 | THCTENET HEALTHCARE CORP | 810,262 | $15.7B | 1.42% | |
| 22 | GNWGENWORTH FINL INC | 3,693,407 | $13.9B | 1.26% | |
| 23 | APCANADARKO PETE CORP | 306,447 | $13.9B | 1.26% | Put |
| 24 | USALIBERTY ALL STAR EQUITY FD | 2,429,484 | $13.8B | 1.24% | |
| 25 | MSDMORGAN STANLEY EMER MKTS DEB | 1,374,349 | $13.6B | 1.23% | |
| 26 | —HERTZ GLOBAL HLDGS INC | 1,104,410 | $12.7B | 1.15% | |
| 27 | —DEUTSCHE MULTI-MKT INCOME TR | 1,405,086 | $12.4B | 1.12% | |
| 28 | —FIRST TR STRATEGIC HIGH INC | 899,876 | $12.3B | 1.11% | |
| 29 | VLTINVESCO HIGH INCOME TR II | 807,399 | $12.0B | 1.09% | |
| 30 | —DELAWARE ENHANCED GBL DIV & | 1,047,343 | $11.9B | 1.08% | |
| 31 | —ADVENT CLAYMORE ENH GRW & IN | 1,340,954 | $11.7B | 1.06% | |
| 32 | —ALLIANZGI NFJ DIVID INT & PR | 833,660 | $10.9B | 0.99% | |
| 33 | NHSNEUBERGER BERMAN HGH YLD FD | 758,703 | $9.0B | 0.82% | |
| 34 | —ALPINE GLOBAL DYNAMIC DIVD F | 753,182 | $7.7B | 0.70% | |
| 35 | AVPUSDAVON PRODS INC | 1,900,095 | $7.2B | 0.65% | |
| 36 | —TESLA INC | 5,500,000 | $6.9B | 0.63% | |
| 37 | RIGTRANSOCEAN LTD | 780,600 | $6.4B | 0.58% | Put |
| 38 | —CONSOL ENERGY INC | 415,966 | $6.2B | 0.56% | |
| 39 | —TESLA INC | 5,000,000 | $5.8B | 0.52% | |
| 40 | OMFONEMAIN HLDGS INC | 233,083 | $5.7B | 0.52% | |
| 41 | —AK STL HLDG CORP | 867,390 | $5.7B | 0.52% | |
| 42 | —PENNEY J C INC | 1,216,100 | $5.7B | 0.51% | |
| 43 | —ENERGY XXI GULF COAST INC | 260,601 | $4.8B | 0.44% | |
| 44 | SMSM ENERGY CO | 283,526 | $4.7B | 0.42% | |
| 45 | RVTROYCE VALUE TR INC | 321,167 | $4.7B | 0.42% | |
| 46 | NGDNEW GOLD INC CDA | 1,438,265 | $4.6B | 0.41% | |
| 47 | TEITEMPLETON EMERG MKTS INCOME | 383,769 | $4.3B | 0.39% | |
| 48 | —DIVIDEND & INCOME FUND | 310,255 | $3.8B | 0.35% | |
| 49 | —SUPERVALU INC | 1,152,860 | $3.8B | 0.34% | |
| 50 | —ROWAN COMPANIES PLC | 342,052 | $3.5B | 0.32% | |
| 51 | FTFFRANKLIN LTD DURATION INC TR | 283,039 | $3.3B | 0.30% | |
| 52 | —SOLARCITY CORP | 3,475,000 | $3.3B | 0.30% | |
| 53 | —DEUTSCHE GLOBAL HIGH INCOME | 377,197 | $3.3B | 0.30% | |
| 54 | —DELAWARE INVTS DIV & INCOME | 306,317 | $3.2B | 0.29% | |
| 55 | EHIWESTERN ASSET GLB HI INCOME | 318,007 | $3.2B | 0.29% | |
| 56 | PPTPUTMAN HIGH INCOME SEC FUND | 324,901 | $2.9B | 0.26% | |
| 57 | —DEUTSCHE STRATEGIC INCOME TR | 200,716 | $2.5B | 0.23% | |
| 58 | —SOLARCITY CORP | 2,333,000 | $2.3B | 0.21% | |
| 59 | —DYNEGY INC NEW DEL | 272,346 | $2.3B | 0.20% | |
| 60 | MBIMBIA INC | 224,342 | $2.1B | 0.19% | |
| 61 | RDNRADIAN GROUP INC | 129,300 | $2.1B | 0.19% | Put |
| 62 | —HOSTESS BRANDS INC | 659,572 | $1.9B | 0.17% | |
| 63 | EDDMORGAN STANLEY EM MKTS DM DE | 241,723 | $1.9B | 0.17% | |
| 64 | IGAVOYA GLBL ADV & PREM OPP FD | 174,755 | $1.9B | 0.17% | |
| 65 | HYTBLACKROCK CORPOR HI YLD FD I | 167,750 | $1.8B | 0.17% | |
| 66 | BBG1USDBARRETT BILL CORP | 532,035 | $1.6B | 0.15% | |
| 67 | —PACHOLDER HIGH YIELD FD INC | 203,224 | $1.6B | 0.15% | |
| 68 | —FRONTIER COMMUNICATIONS CORP | 1,340,139 | $1.6B | 0.14% | |
| 69 | —TESLA INC | 1,250,000 | $1.4B | 0.13% | |
| 70 | —OCWEN FINL CORP | 494,461 | $1.3B | 0.12% | |
| 71 | SDRLSEADRILL LIMITED | 3,605,900 | $1.3B | 0.12% | Put |
| 72 | SHLDEURSEARS HLDGS CORP | 124,325 | $1.1B | 0.10% | |
| 73 | HYGISHARES TR | 11,300 | $999.0M | 0.09% | |
| 74 | XLGIXLAZARD GLB TTL RET&INCM FD I | 50,360 | $823.0M | 0.07% | |
| 75 | MCRMFS CHARTER INCOME TR | 93,815 | $811.0M | 0.07% | |
| 76 | RABROOKFIELD REAL ASSETS INCOM | 34,301 | $795.0M | 0.07% | |
| 77 | UISUNISYS CORP | 60,944 | $780.0M | 0.07% | |
| 78 | ECFELLSWORTH GROWTH & INCOME FD | 80,143 | $731.0M | 0.07% | |
| 79 | XBOEXBLACKROCK ENHANCED GBL DIV T | 54,728 | $725.0M | 0.07% | |
| 80 | —PRUDENTIAL GLB SHT DUR HG YL | 47,225 | $702.0M | 0.06% | |
| 81 | —LAZARD WORLD DIVID & INCOME | 61,223 | $675.0M | 0.06% | |
| 82 | HYIWESTERN ASSET HGH YLD DFNDFD | 43,354 | $662.0M | 0.06% | |
| 83 | —ENSCO PLC | 116,570 | $602.0M | 0.05% | |
| 84 | —PARKER DRILLING CO | 430,824 | $582.0M | 0.05% | |
| 85 | —PIONEER ENERGY SVCS CORP | 240,025 | $492.0M | 0.04% | |
| 86 | EEAEUROPEAN EQUITY FUND | 45,222 | $415.0M | 0.04% | |
| 87 | —VIRTUS TOTAL RETURN FUND INC | 31,366 | $384.0M | 0.03% | |
| 88 | JGHNUVEEN GLOBAL HIGH INCOME FD | 22,704 | $383.0M | 0.03% | |
| 89 | BCVBANCROFT FUND LTD | 15,970 | $345.0M | 0.03% | |
| 90 | BITBLACKROCK MULTI-SECTOR INC T | 18,100 | $328.0M | 0.03% | |
| 91 | XNROXNEUBERGER BERMAN RE ES SEC F | 53,762 | $290.0M | 0.03% | |
| 92 | ASHRDBX ETF TR | 8,900 | $243.0M | 0.02% | |
| 93 | XFEBFIRST TR ABERDEEN GLBL OPP F | 16,112 | $188.0M | 0.02% | |
| 94 | —MVC CAPITAL INC | 18,000 | $177.0M | 0.02% | |
| 95 | XSCDXLMP CAP & INCOME FD INC | 11,589 | $165.0M | 0.01% | |
| 96 | XXHYBXXNEW AMER HIGH INCOME FD INC | 15,050 | $143.0M | 0.01% | |
| 97 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $130.0M | 0.01% | |
| 98 | XIGDXVOYA GLBL EQTY DIV & PREM OP | 14,560 | $110.0M | 0.01% | |
| 99 | —DYNEGY INC NEW DEL | 1,394,423 | $95.0M | 0.01% | |
| 100 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $16.0M | 0.00% |
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