Saba Capital Management, L.P. Q3 2018 Filing
Filed November 14, 2018
Portfolio Value
$1.9T
Holdings
90
Report Date
Q3 2018
Filing Type
13F-HR
All Holdings (90 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IEFISHARES TR | 4,076,122 | $412.4B | 21.21% | Put |
| 2 | CSCOCISCO SYS INC | 2,243,178 | $109.1B | 5.61% | Put |
| 3 | QCOMQUALCOMM INC | 1,296,378 | $93.4B | 4.80% | Put |
| 4 | XJQCXNUVEEN CR STRATEGIES INCM FD | 8,684,018 | $69.2B | 3.56% | |
| 5 | —SEADRILL LTD | 2,436,646 | $60.4B | 3.11% | |
| 6 | MSFTMICROSOFT CORP | 524,324 | $60.0B | 3.08% | Put |
| 7 | XEVVXEATON VANCE LTD DUR INCOME F | 4,552,539 | $57.7B | 2.97% | |
| 8 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 6,562,620 | $57.6B | 2.96% | |
| 9 | IBMINTERNATIONAL BUSINESS MACHS | 367,608 | $55.6B | 2.86% | Put |
| 10 | SPGSIMON PPTY GROUP INC NEW | 300,000 | $53.0B | 2.73% | Put |
| 11 | XEADXWELLS FARGO INCOME OPPORTUNI | 6,655,456 | $52.7B | 2.71% | |
| 12 | HIOWESTERN ASSET HIGH INCM OPP | 10,701,646 | $50.9B | 2.62% | |
| 13 | TSLATESLA INC | 186,700 | $49.4B | 2.54% | Put |
| 14 | GOOGLALPHABET INC | 40,000 | $48.3B | 2.48% | Put |
| 15 | TXNTEXAS INSTRS INC | 425,276 | $45.6B | 2.35% | Put |
| 16 | DSUBLACKROCK DEBT STRAT FD INC | 4,079,990 | $45.5B | 2.34% | |
| 17 | HIXWESTERN ASSET HIGH INCM FD I | 6,319,009 | $40.1B | 2.06% | |
| 18 | ORCLORACLE CORP | 703,460 | $36.3B | 1.87% | Put |
| 19 | TEITEMPLETON EMERG MKTS INCOME | 3,600,542 | $36.0B | 1.85% | |
| 20 | CYHCOMMUNITY HEALTH SYS INC NEW | 8,237,198 | $28.5B | 1.47% | |
| 21 | HLFHERBALIFE NUTRITION LTD | 493,582 | $26.9B | 1.38% | Put |
| 22 | AAPLAPPLE INC | 113,711 | $25.7B | 1.32% | Put |
| 23 | EHIWESTERN ASSET GLB HI INCOME | 2,782,600 | $25.3B | 1.30% | |
| 24 | EBAEBAY INC | 755,812 | $25.0B | 1.28% | Put |
| 25 | VVRINVESCO SR INCOME TR | 5,437,160 | $23.4B | 1.20% | |
| 26 | RIGTRANSOCEAN LTD | 1,665,800 | $23.2B | 1.20% | Put |
| 27 | —VOYA PRIME RATE TR | 4,630,804 | $23.1B | 1.19% | |
| 28 | —DELAWARE ENHANCED GBL DIV & | 2,031,927 | $22.8B | 1.17% | |
| 29 | OMFONEMAIN HLDGS INC | 648,083 | $21.8B | 1.12% | Put |
| 30 | GHYPGIM GLOBAL SHORT DURATION H | 1,566,891 | $21.7B | 1.12% | |
| 31 | HYTBLACKROCK CORPOR HI YLD FD I | 1,676,516 | $17.6B | 0.91% | |
| 32 | GELGENESIS ENERGY L P | 700,000 | $16.6B | 0.86% | Put |
| 33 | GAMGENERAL AMERN INVS INC | 434,113 | $16.1B | 0.83% | |
| 34 | SPHSUBURBAN PROPANE PARTNERS L | 526,800 | $12.4B | 0.64% | Put |
| 35 | BTZBLACKROCK CR ALLCTN INC TR | 936,265 | $11.5B | 0.59% | |
| 36 | VLTINVESCO HIGH INCOME TR II | 804,871 | $11.0B | 0.57% | |
| 37 | —NUVEEN CONNECTICUT QLTY MUN | 951,332 | $10.8B | 0.56% | |
| 38 | ISDPGIM SHORT DURATION HIGH YIE | 759,617 | $10.7B | 0.55% | |
| 39 | NHSNEUBERGER BERMAN HGH YLD FD | 896,769 | $9.8B | 0.51% | |
| 40 | GNWGENWORTH FINL INC | 2,333,509 | $9.7B | 0.50% | |
| 41 | —DEAN FOODS CO NEW | 1,346,628 | $9.6B | 0.49% | Put |
| 42 | —IVY HIGH INC OPPORTUNITIES F | 663,967 | $9.5B | 0.49% | |
| 43 | HYIWESTERN ASSET HGH YLD DFNDFD | 596,939 | $8.7B | 0.45% | |
| 44 | GOOGALPHABET INC | 5,894 | $7.0B | 0.36% | |
| 45 | —DEUTSCHE MULTI-MKT INCOME TR | 766,597 | $6.9B | 0.35% | |
| 46 | MSDMORGAN STANLEY EMER MKTS DEB | 710,804 | $6.2B | 0.32% | |
| 47 | XXHYBXXNEW AMER HIGH INCOME FD INC | 691,052 | $5.9B | 0.30% | |
| 48 | NGDNEW GOLD INC CDA | 6,505,498 | $5.2B | 0.27% | |
| 49 | XHNWXPIONEER DIV HIGH INCOME TRUS | 349,538 | $5.1B | 0.26% | |
| 50 | RGTROYCE GLOBAL VALUE TR INC | 452,640 | $4.8B | 0.24% | |
| 51 | XRXCHFXEROX CORP | 175,936 | $4.7B | 0.24% | Put |
| 52 | —ALLIANZGI NFJ DIVID INT & PR | 346,011 | $4.5B | 0.23% | |
| 53 | RRDEURDONNELLEY R R & SONS CO | 656,866 | $3.5B | 0.18% | |
| 54 | BWGBRANDYWINEGBL GLBAL INM OPRT | 323,962 | $3.5B | 0.18% | |
| 55 | —PARKER DRILLING CO | 1,087,568 | $3.2B | 0.17% | |
| 56 | —DEUTSCHE STRATEGIC INCOME TR | 246,525 | $3.1B | 0.16% | |
| 57 | FDDFIRST TR HIGH INCOME L/S FD | 161,214 | $2.4B | 0.12% | |
| 58 | AVPUSDAVON PRODS INC | 1,019,349 | $2.2B | 0.12% | |
| 59 | —ROWAN COMPANIES PLC | 106,495 | $2.0B | 0.10% | Put |
| 60 | XXCHNXXCHINA FD INC | 96,494 | $1.9B | 0.10% | |
| 61 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 158,757 | $1.9B | 0.10% | |
| 62 | TLIWESTERN ASSET CORPORATE LN F | 174,003 | $1.7B | 0.09% | |
| 63 | —DIVIDEND & INCOME FUND | 134,376 | $1.6B | 0.08% | |
| 64 | —BLACKROCK NY MUN INCOME TR I | 112,034 | $1.4B | 0.07% | |
| 65 | —BLACKROCK MUNI N Y INTER DUR | 98,274 | $1.2B | 0.06% | |
| 66 | SHLDEURSEARS HLDGS CORP | 1,127,464 | $1.1B | 0.06% | |
| 67 | —BLACKROCK NY MUNICIPAL BOND | 63,725 | $820.0M | 0.04% | |
| 68 | —EATON VANCE N Y MUN BD FD II | 78,149 | $814.0M | 0.04% | |
| 69 | NEANUVEEN FLTNG RTE INCM OPP FD | 75,051 | $774.0M | 0.04% | |
| 70 | —NEUBERGER BRMAN NY MUNI FD I | 62,968 | $719.0M | 0.04% | |
| 71 | JMMNUVEEN MULTI MKT INCOME FD | 102,048 | $715.0M | 0.04% | |
| 72 | —OCWEN FINL CORP | 172,768 | $681.0M | 0.04% | |
| 73 | CEVEATON VANCE CA MUNI INCOME T | 50,419 | $566.0M | 0.03% | |
| 74 | NPFINUVEEN PFD & INCM SECURTIES | 59,698 | $525.0M | 0.03% | |
| 75 | CHKEURCHESAPEAKE ENERGY CORP | 107,281 | $482.0M | 0.02% | |
| 76 | BCVBANCROFT FUND LTD | 15,970 | $366.0M | 0.02% | |
| 77 | —LAZARD WORLD DIVID & INCOME | 29,148 | $304.0M | 0.02% | |
| 78 | —HOSTESS BRANDS INC | 238,772 | $253.0M | 0.01% | |
| 79 | —SIMPLY GOOD FOODS CO | 29,700 | $251.0M | 0.01% | |
| 80 | NEANUVEEN SR INCOME FD | 36,556 | $225.0M | 0.01% | |
| 81 | CIKCREDIT SUISSE ASSET MGMT INC | 58,265 | $185.0M | 0.01% | |
| 82 | —ALLIANCE CALIF MUN INCOME FD | 13,535 | $184.0M | 0.01% | |
| 83 | USALIBERTY ALL STAR EQUITY FD | 25,821 | $176.0M | 0.01% | |
| 84 | XFEBFIRST TR ABERDEEN GLBL OPP F | 16,112 | $155.0M | 0.01% | |
| 85 | CNSLEURCONSOLIDATED COMM HLDGS INC | 11,670 | $152.0M | 0.01% | |
| 86 | —LINDBLAD EXPEDITIONS HLDGS I | 36,822 | $151.0M | 0.01% | |
| 87 | PHTPIONEER HIGH INCOME TR | 10,000 | $93.0M | 0.00% | |
| 88 | FTFRANKLIN UNVL TR | 10,058 | $67.0M | 0.00% | |
| 89 | —DASEKE INC | 67,703 | $54.0M | 0.00% | |
| 90 | —COMMUNITY HEALTH SYS INC NEW | 1,981,077 | $12.0M | 0.00% |