Saba Capital Management, L.P. Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$1.3B

Holdings

123

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (123 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	CSCOCISCO SYS INC	2,602,199	$99.7M	7.80%	Put
2	DSUBLACKROCK DEBT STRAT FD INC	8,118,988	$95.0M	7.43%
3	—ALPINE TOTAL DYNAMIC DIVID F	9,110,636	$86.3M	6.75%
4	ORCLORACLE CORP	1,359,853	$64.3M	5.03%	Put
5	BHCVALEANT PHARMACEUTICALS INTL	2,675,259	$55.6M	4.35%	Put
6	TEITEMPLETON EMERG MKTS INCOME	4,788,902	$53.5M	4.19%
7	ADIANALOG DEVICES INC	519,639	$46.3M	3.62%	Put
8	MBIMBIA INC	8,157,800	$45.2M	3.53%	Put
9	—CHESAPEAKE ENERGY CORP	44,450,000	$40.6M	3.18%
10	PBIPITNEY BOWES INC	3,303,649	$36.9M	2.89%	Put
11	TXNTEXAS INSTRS INC	318,899	$33.3M	2.61%	Put
12	MSFTMICROSOFT CORP	361,216	$30.9M	2.42%	Put
13	TSLATESLA INC	98,000	$30.5M	2.39%	Put
14	QCOMQUALCOMM INC	461,945	$29.6M	2.31%	Put
15	CYHCOMMUNITY HEALTH SYS INC NEW	6,828,207	$29.1M	2.28%
16	AALAMERICAN AIRLS GROUP INC	550,000	$28.6M	2.24%	Put
17	—DELAWARE ENHANCED GBL DIV &	1,839,728	$22.3M	1.75%
18	GAMGENERAL AMERN INVS INC	632,876	$21.8M	1.70%
19	—DEUTSCHE HIGH INCOME OPPORT	1,134,535	$17.0M	1.33%
20	THCTENET HEALTHCARE CORP	1,097,921	$16.6M	1.30%
21	HIOWESTERN ASSET HIGH INCM OPP	3,200,147	$16.2M	1.27%
22	APCANADARKO PETE CORP	302,100	$16.2M	1.27%	Put
23	CIKCREDIT SUISSE ASSET MGMT INC	4,895,139	$16.2M	1.27%
24	HYTBLACKROCK CORPOR HI YLD FD I	1,256,059	$13.7M	1.08%
25	MSDMORGAN STANLEY EMER MKTS DEB	1,347,922	$13.5M	1.05%
26	GNWGENWORTH FINL INC	4,221,234	$13.1M	1.03%
27	VLTINVESCO HIGH INCOME TR II	807,355	$11.9M	0.93%
28	XEADXWELLS FARGO INCOME OPPORTUNI	1,356,395	$11.4M	0.89%
29	GOOGALPHABET INC	10,580	$11.1M	0.87%
30	EHIWESTERN ASSET GLB HI INCOME	1,004,529	$10.3M	0.80%
31	USALIBERTY ALL STAR EQUITY FD	1,595,102	$10.0M	0.79%
32	—ALLIANZGI NFJ DIVID INT & PR	748,349	$9.8M	0.76%
33	ERCWELLS FARGO MULTI SECTOR INC	724,088	$9.5M	0.74%
34	AVKADVENT CLAYMORE CV SECS & IN	555,844	$8.8M	0.69%
35	—TESLA INC	8,000,000	$8.7M	0.68%
36	—ADVENT CLAY CONV SEC INC FD	1,427,681	$8.6M	0.67%
37	RIGTRANSOCEAN LTD	780,600	$8.3M	0.65%	Put
38	AVPUSDAVON PRODS INC	3,559,563	$7.7M	0.60%
39	IBMINTERNATIONAL BUSINESS MACHS	433,329	$7.4M	0.58%	Put
40	—DEUTSCHE MULTI-MKT INCOME TR	808,497	$7.2M	0.56%
41	GLOCLOUGH GLOBAL OPPORTUNITIES	646,490	$7.0M	0.55%
42	—LEGG MASON BW GLB INC OPP FD	548,902	$7.0M	0.55%
43	—AK STL HLDG CORP	1,216,064	$6.9M	0.54%
44	—SUPERVALU INC	316,866	$6.8M	0.54%
45	NHSNEUBERGER BERMAN HGH YLD FD	571,468	$6.7M	0.53%
46	HYIWESTERN ASSET HGH YLD DFNDFD	414,698	$6.3M	0.49%
47	—HERTZ GLOBAL HLDGS INC	278,975	$6.2M	0.48%
48	EODWELLS FARGO GLOBAL DIVIDEND	1,004,965	$6.0M	0.47%
49	HIXWESTERN ASSET HIGH INCM FD I	782,480	$5.5M	0.43%
50	—DYNEGY INC NEW DEL	431,811	$5.1M	0.40%
51	SMSM ENERGY CO	226,173	$5.0M	0.39%
52	—ROWAN COMPANIES PLC	304,578	$4.8M	0.37%
53	SGRYSURGERY PARTNERS INC	337,789	$4.1M	0.32%
54	—PENNEY J C INC	1,375,960	$3.9M	0.30%	Put
55	—ALPINE GLOBAL DYNAMIC DIVD F	350,377	$3.8M	0.30%
56	GLVCLOUGH GLOBAL DIVND AND INC	268,049	$3.6M	0.28%
57	—TESLA INC	3,000,000	$3.5M	0.27%
58	XGLQXCLOUGH GLOBAL EQUITY FD	258,662	$3.5M	0.27%
59	—PRUDENTIAL GLB SHT DUR HG YL	234,813	$3.4M	0.26%
60	—PARKER DRILLING CO	3,326,089	$3.3M	0.26%
61	NGDNEW GOLD INC CDA	987,387	$3.2M	0.25%
62	—SOLARCITY CORP	3,475,000	$3.2M	0.25%
63	—DEUTSCHE STRATEGIC INCOME TR	256,525	$3.2M	0.25%
64	—FIRST TR STRATEGIC HIGH INC	245,732	$3.2M	0.25%
65	XEMDXWESTERN ASSET EMRG MKT DEBT	200,398	$3.1M	0.24%
66	INTCINTEL CORP	1,069,979	$3.0M	0.24%	Put
67	OMFONEMAIN HLDGS INC	115,163	$3.0M	0.23%
68	SHLDEURSEARS HLDGS CORP	792,540	$2.8M	0.22%
69	—INVESCO DYNAMIC CR OPP FD	237,128	$2.8M	0.22%
70	RDNRADIAN GROUP INC	129,300	$2.7M	0.21%	Put
71	UISUNISYS CORP	318,892	$2.6M	0.20%
72	—OCEAN RIG UDW INC	96,794	$2.6M	0.20%
73	—DELAWARE INVTS DIV & INCOME	230,754	$2.5M	0.19%
74	—VOYA PRIME RATE TR	405,097	$2.1M	0.16%
75	THSTREEHOUSE FOODS INC	30,352	$1.5M	0.12%
76	—ENERGY XXI GULF COAST INC	260,601	$1.5M	0.12%
77	IGRCBRE CLARION GLOBAL REAL EST	178,120	$1.4M	0.11%
78	—DIVIDEND & INCOME FUND	103,556	$1.4M	0.11%
79	—ENSCO PLC	205,000	$1.2M	0.09%
80	—PRUDENTIAL SHT DURATION HG Y	81,613	$1.2M	0.09%
81	EVFEATON VANCE SR INCOME TR	182,829	$1.2M	0.09%
82	—ADVENT CLAYMORE ENH GRW & IN	141,640	$1.2M	0.09%
83	—OCWEN FINL CORP	370,340	$1.2M	0.09%
84	RRDEURDONNELLEY R R & SONS CO	122,099	$1.1M	0.09%
85	RGTROYCE GLOBAL VALUE TR INC	105,133	$1.1M	0.09%
86	—DEAN FOODS CO NEW	92,900	$1.1M	0.08%
87	MCRMFS CHARTER INCOME TR	126,486	$1.1M	0.08%
88	XJQCXNUVEEN CR STRATEGIES INCM FD	114,151	$938K	0.07%
89	CUCAAVIS BUDGET GROUP	21,230	$932K	0.07%
90	EDDMORGAN STANLEY EM MKTS DM DE	118,345	$911K	0.07%
91	BBG1USDBARRETT BILL CORP	177,358	$910K	0.07%
92	HYGISHARES TR	10,000	$873K	0.07%
93	XEVVXEATON VANCE LTD DUR INCOME F	63,299	$864K	0.07%
94	JGHNUVEEN GLOBAL HIGH INCOME FD	49,359	$835K	0.07%
95	IEFISHARES TR	3,600,000	$832K	0.07%	Put
96	ECFELLSWORTH GROWTH & INCOME FD	79,071	$744K	0.06%
97	—DASEKE INC	354,368	$723K	0.06%
98	—LAZARD WORLD DIVID & INCOME	61,223	$712K	0.06%
99	GOOGLALPHABET INC	65,000	$694K	0.05%	Put
100	—FRONTIER COMMUNICATIONS CORP	99,098	$670K	0.05%

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