Saba Capital Management, L.P. Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$1.0T
Holdings
100
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (100 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —BLACKROCK DEBT STRAT FD INC | 23,464,835 | $81.4B | 7.93% | |
| 2 | ERCWELLS FARGO MULTI SECTOR INC | 5,004,086 | $61.1B | 5.96% | |
| 3 | —PIMCO DYNAMIC CR INCOME FD | 2,991,045 | $52.2B | 5.08% | |
| 4 | FTFFRANKLIN LTD DURATION INC TR | 3,985,886 | $45.2B | 4.40% | |
| 5 | RIGTRANSOCEAN LTD | 4,816,700 | $44.0B | 4.29% | Put |
| 6 | HESHESS CORP | 723,100 | $38.1B | 3.71% | Put |
| 7 | BGBBLACKSTONE GSO STRATEGIC CR | 2,604,700 | $35.5B | 3.46% | |
| 8 | PPTPUTNAM PREMIER INCOME TR | 5,825,123 | $27.6B | 2.69% | |
| 9 | —DEUTSCHE HIGH INCOME OPPORT | 1,982,061 | $26.4B | 2.57% | |
| 10 | QEPQEP RES INC | 1,680,600 | $23.7B | 2.31% | Put |
| 11 | —WESTERN ASSET EMRG MKT INCM | 2,205,610 | $22.6B | 2.21% | |
| 12 | FXIISHARES TR | 639,864 | $21.6B | 2.11% | |
| 13 | BITBLACKROCK MULTI-SECTOR INC T | 1,317,454 | $20.8B | 2.03% | |
| 14 | MBIMBIA INC | 2,311,556 | $20.5B | 1.99% | Put |
| 15 | MMTMFS MULTIMARKET INCOME TR | 3,470,560 | $20.2B | 1.97% | |
| 16 | NENOBLE CORP PLC | 1,858,400 | $19.2B | 1.87% | Put |
| 17 | —ADVENT CLAY CONV SEC INC FD | 3,491,175 | $19.0B | 1.85% | |
| 18 | —DEUTSCHE HIGH INCOME TR | 2,232,588 | $18.9B | 1.84% | |
| 19 | EDDMORGAN STANLEY EM MKTS DM DE | 2,450,870 | $18.7B | 1.82% | |
| 20 | CRCCANADIAN NAT RES LTD | 661,700 | $17.9B | 1.74% | Put |
| 21 | —DEUTSCHE MULTI-MKT INCOME TR | 2,185,155 | $17.3B | 1.69% | |
| 22 | FDDFIRST TR HIGH INCOME L/S FD | 1,179,145 | $17.2B | 1.68% | |
| 23 | —MARKET VECTORS ETF TR | 1,030,420 | $16.9B | 1.64% | |
| 24 | MCRMFS CHARTER INCOME TR | 2,067,309 | $16.8B | 1.64% | |
| 25 | BGXBLACKSTONE GSO LNG SHRT CR I | 1,189,071 | $16.2B | 1.58% | |
| 26 | CIKCREDIT SUISSE ASSET MGMT INC | 5,561,125 | $16.0B | 1.56% | |
| 27 | RDNRADIAN GROUP INC | 1,207,433 | $15.0B | 1.46% | Put |
| 28 | AVKADVENT CLAYMORE CV SECS & IN | 1,132,814 | $15.0B | 1.46% | |
| 29 | APCANADARKO PETE CORP | 311,647 | $14.5B | 1.41% | Put |
| 30 | XEVGXEATON VANCE SH TM DR DIVR IN | 1,084,102 | $14.5B | 1.41% | |
| 31 | —ABERDEEN ASIA PACIFIC INCOM | 2,664,994 | $13.3B | 1.30% | |
| 32 | CHKEURCHESAPEAKE ENERGY CORP | 3,020,300 | $12.4B | 1.21% | Put |
| 33 | —MANAGED HIGH YIELD PLUS FD I | 6,229,242 | $11.1B | 1.08% | |
| 34 | NHSNEUBERGER BERMAN HGH YLD FD | 921,243 | $9.8B | 0.95% | |
| 35 | —GLOBAL HIGH INCOME FUND INC | 1,123,257 | $9.8B | 0.95% | |
| 36 | —ALLIANZGI NFJ DIVID INT & PR | 763,837 | $9.4B | 0.91% | |
| 37 | VLTINVESCO HIGH INCOME TR II | 706,177 | $9.3B | 0.91% | |
| 38 | —WESTERN ASSET MGD HI INCM FD | 1,951,845 | $8.6B | 0.84% | |
| 39 | XEMDXWESTERN ASSET EMRG MKT DEBT | 583,408 | $8.5B | 0.83% | |
| 40 | —ADVENT CLAYMORE ENH GRW & IN | 1,024,549 | $8.4B | 0.82% | |
| 41 | HYIWESTERN ASSET HGH YLD DFNDFD | 513,971 | $7.2B | 0.70% | |
| 42 | SDRLSEADRILL LIMITED | 1,982,200 | $6.5B | 0.64% | Put |
| 43 | FCXFREEPORT-MCMORAN INC | 621,700 | $6.4B | 0.63% | Put |
| 44 | XEADXWELLS FARGO INCOME OPPORTUNI | 821,230 | $6.2B | 0.61% | |
| 45 | —WESTERN ASSET GLB PTNRS INCO | 719,560 | $5.8B | 0.56% | |
| 46 | —LEGG MASON BW GLB INC OPP FD | 456,460 | $5.6B | 0.55% | |
| 47 | DVNDEVON ENERGY CORP NEW | 194,896 | $5.3B | 0.52% | Put |
| 48 | —BROOKFIELD MTG OPP INC FD IN | 333,297 | $4.9B | 0.48% | |
| 49 | XEVVXEATON VANCE LTD DUR INCOME F | 366,801 | $4.8B | 0.47% | |
| 50 | CIFMFS INTERMEDIATE HIGH INC FD | 2,035,207 | $4.8B | 0.46% | |
| 51 | —DEUTSCHE STRATEGIC INCOME TR | 416,155 | $4.6B | 0.45% | |
| 52 | —FRONTIER COMMUNICATIONS CORP | 782,400 | $4.4B | 0.43% | Put |
| 53 | BCVBANCROFT FUND LTD | 232,694 | $4.2B | 0.41% | |
| 54 | BTZBLACKROCK CR ALLCTN INC TR | 311,399 | $3.9B | 0.38% | |
| 55 | —DELAWARE INVTS DIV & INCOME | 399,947 | $3.7B | 0.36% | |
| 56 | —HCP INC | 99,477 | $3.2B | 0.32% | |
| 57 | BHCVALEANT PHARMACEUTICALS INTL | 122,831 | $3.2B | 0.31% | |
| 58 | —IVY HIGH INC OPPORTUNITIES F | 253,110 | $3.2B | 0.31% | |
| 59 | —APOLLO TACTICAL INCOME FD IN | 219,431 | $3.0B | 0.29% | |
| 60 | CYHCOMMUNITY HEALTH SYS INC NEW | 160,088 | $3.0B | 0.29% | |
| 61 | —WESTERN ASSET WORLDWIDE INCO | 283,780 | $2.9B | 0.29% | |
| 62 | —DEUTSCHE GLOBAL HIGH INCOME | 377,997 | $2.9B | 0.28% | |
| 63 | PPTPUTMAN HIGH INCOME SEC FUND | 385,576 | $2.8B | 0.27% | |
| 64 | GDOWESTERN ASSET GLOBAL CP DEFI | 158,800 | $2.6B | 0.26% | |
| 65 | EHIWESTERN ASSET GLB HI INCOME | 272,938 | $2.5B | 0.24% | |
| 66 | VGIVIRTUS GLOBAL MULTI-SEC INC | 157,441 | $2.2B | 0.22% | |
| 67 | GNWGENWORTH FINL INC | 689,172 | $1.9B | 0.18% | |
| 68 | XJQCXNUVEEN CR STRATEGIES INCM FD | 219,910 | $1.7B | 0.17% | |
| 69 | XXHYBXXNEW AMER HIGH INCOME FD INC | 199,662 | $1.6B | 0.16% | |
| 70 | ODPEUROFFICE DEPOT INC | 204,000 | $1.4B | 0.14% | |
| 71 | —INTERVAL LEISURE GROUP INC | 99,148 | $1.4B | 0.14% | |
| 72 | UISUNISYS CORP | 183,544 | $1.4B | 0.14% | |
| 73 | —FIRST TR STRATEGIC HIGH INC | 121,987 | $1.4B | 0.14% | |
| 74 | —PACHOLDER HIGH YIELD FD INC | 166,439 | $1.1B | 0.10% | |
| 75 | —KATE SPADE & CO | 36,246 | $925.0M | 0.09% | |
| 76 | HYGISHARES TR | 10,000 | $817.0M | 0.08% | |
| 77 | —STRATEGIC GLOBAL INCOME FD | 84,432 | $752.0M | 0.07% | |
| 78 | ECFELLSWORTH GROWTH & INCOME FD | 91,857 | $698.0M | 0.07% | |
| 79 | —VIRTUS TOTAL RETURN FD | 147,879 | $627.0M | 0.06% | |
| 80 | FMYFIRST TRUST MORTGAGE INCM FD | 40,521 | $582.0M | 0.06% | |
| 81 | —INVESCO DYNAMIC CR OPP FD | 51,414 | $553.0M | 0.05% | |
| 82 | EVFEATON VANCE SR INCOME TR | 93,048 | $539.0M | 0.05% | |
| 83 | MSDMORGAN STANLEY EMER MKTS DEB | 50,135 | $440.0M | 0.04% | |
| 84 | PBRPETROLEO BRASILEIRO SA PETRO | 71,800 | $419.0M | 0.04% | Put |
| 85 | HIOWESTERN ASSET HIGH INCM OPP | 82,431 | $387.0M | 0.04% | |
| 86 | —MADISON STRTG SECTOR PREM FD | 31,417 | $354.0M | 0.03% | |
| 87 | XFEBFIRST TR ABERDEEN GLBL OPP F | 32,005 | $351.0M | 0.03% | |
| 88 | GLOCLOUGH GLOBAL OPPORTUNITIES | 27,143 | $260.0M | 0.03% | |
| 89 | XSCDXLMP CAP & INCOME FD INC | 18,712 | $231.0M | 0.02% | |
| 90 | ASHRDBX ETF TR | 8,900 | $218.0M | 0.02% | |
| 91 | TSITCW STRATEGIC INCOME FUND IN | 38,171 | $199.0M | 0.02% | |
| 92 | —NUVEEN GLOBAL EQUITY INCOME | 17,700 | $194.0M | 0.02% | |
| 93 | XNROXNEUBERGER BERMAN RE ES SEC F | 35,553 | $181.0M | 0.02% | |
| 94 | —DYNEGY INC NEW DEL | 430,844 | $177.0M | 0.02% | |
| 95 | —NUVEEN DIVERSIFIED DIV INCM | 15,767 | $172.0M | 0.02% | |
| 96 | TEITEMPLETON EMERG MKTS INCOME | 16,357 | $168.0M | 0.02% | |
| 97 | —LINN ENERGY LLC | 428,800 | $153.0M | 0.01% | |
| 98 | —DELAWARE ENHANCED GBL DIV & | 15,555 | $142.0M | 0.01% | |
| 99 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $125.0M | 0.01% | |
| 100 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $5.0M | 0.00% |