Saba Capital Management, L.P. Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$1.6T
Holdings
87
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (87 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IEFISHARES TR | 4,494,795 | $460.8B | 28.70% | Put |
| 2 | HYGISHARES TR | 1,000,000 | $85.1B | 5.30% | Put |
| 3 | XAODXABERDEEN TOTAL DYNAMIC DIVD | 8,289,924 | $72.5B | 4.52% | |
| 4 | TEITEMPLETON EMERG MKTS INCOME | 6,111,108 | $62.8B | 3.91% | |
| 5 | IBMINTERNATIONAL BUSINESS MACHS | 407,683 | $57.0B | 3.55% | Put |
| 6 | DSUBLACKROCK DEBT STRAT FD INC | 4,891,563 | $54.7B | 3.41% | |
| 7 | HIOWESTERN ASSET HIGH INCM OPP | 10,415,552 | $50.2B | 3.13% | |
| 8 | XEADXWELLS FARGO INCOME OPPORTUNI | 6,255,613 | $50.0B | 3.11% | |
| 9 | TSLATESLA INC | 145,000 | $49.7B | 3.10% | Put |
| 10 | AAPLAPPLE INC | 253,767 | $47.0B | 2.93% | Put |
| 11 | GOOGLALPHABET INC | 40,600 | $45.8B | 2.86% | Put |
| 12 | TXNTEXAS INSTRS INC | 407,546 | $44.9B | 2.80% | Put |
| 13 | XJQCXNUVEEN CR STRATEGIES INCM FD | 4,499,331 | $35.8B | 2.23% | |
| 14 | HIXWESTERN ASSET HIGH INCM FD I | 5,247,746 | $33.8B | 2.10% | |
| 15 | HYTBLACKROCK CORPOR HI YLD FD I | 2,987,005 | $31.2B | 1.95% | |
| 16 | XEVVXEATON VANCE LTD DUR INCOME F | 2,245,455 | $28.2B | 1.76% | |
| 17 | CYHCOMMUNITY HEALTH SYS INC NEW | 8,213,005 | $27.3B | 1.70% | |
| 18 | —DEAN FOODS CO NEW | 2,295,328 | $24.1B | 1.50% | Put |
| 19 | —DELAWARE ENHANCED GBL DIV & | 2,031,918 | $23.0B | 1.43% | |
| 20 | —ALLIANZGI NFJ DIVID INT & PR | 1,747,930 | $22.1B | 1.37% | |
| 21 | RIGTRANSOCEAN LTD | 1,615,800 | $21.7B | 1.35% | Put |
| 22 | GNWGENWORTH FINL INC | 4,372,434 | $19.7B | 1.23% | |
| 23 | EHIWESTERN ASSET GLB HI INCOME | 2,154,522 | $19.6B | 1.22% | |
| 24 | MBIMBIA INC | 2,088,100 | $18.9B | 1.18% | Put |
| 25 | GAMGENERAL AMERN INVS INC | 545,294 | $18.7B | 1.17% | |
| 26 | GOOGALPHABET INC | 12,493 | $13.9B | 0.87% | |
| 27 | —IVY HIGH INC OPPORTUNITIES F | 959,144 | $13.7B | 0.86% | |
| 28 | HYIWESTERN ASSET HGH YLD DFNDFD | 812,556 | $11.9B | 0.74% | |
| 29 | —NUVEEN CONNECTICUT QLTY MUN | 973,058 | $11.6B | 0.72% | |
| 30 | PBIPITNEY BOWES INC | 1,304,500 | $11.2B | 0.70% | Put |
| 31 | GHYPGIM GLOBAL SHORT DURATION H | 795,960 | $10.9B | 0.68% | |
| 32 | VLTINVESCO HIGH INCOME TR II | 804,871 | $10.9B | 0.68% | |
| 33 | MSDMORGAN STANLEY EMER MKTS DEB | 1,007,319 | $8.8B | 0.55% | |
| 34 | —DEUTSCHE MULTI-MKT INCOME TR | 796,597 | $7.0B | 0.44% | |
| 35 | —PARKER DRILLING CO | 16,313,556 | $6.2B | 0.39% | |
| 36 | NHSNEUBERGER BERMAN HGH YLD FD | 571,468 | $6.2B | 0.39% | |
| 37 | BRWTEMPLETON GLOBAL INCOME FD | 939,966 | $5.8B | 0.36% | |
| 38 | AVPUSDAVON PRODS INC | 3,436,757 | $5.6B | 0.35% | |
| 39 | XRXCHFXEROX CORP | 225,734 | $5.4B | 0.34% | Put |
| 40 | CHKEURCHESAPEAKE ENERGY CORP | 947,281 | $5.0B | 0.31% | |
| 41 | RGTROYCE GLOBAL VALUE TR INC | 454,126 | $4.8B | 0.30% | |
| 42 | IGRCBRE CLARION GLOBAL REAL EST | 632,953 | $4.8B | 0.30% | |
| 43 | BWGBRANDYWINEGBL GLBAL INM OPRT | 388,320 | $4.4B | 0.28% | |
| 44 | XAWFXALLIANCEBERNSTEIN GBL HGH IN | 318,432 | $3.7B | 0.23% | |
| 45 | NGDNEW GOLD INC CDA | 1,728,037 | $3.6B | 0.22% | |
| 46 | RRDEURDONNELLEY R R & SONS CO | 581,474 | $3.3B | 0.21% | |
| 47 | —DEUTSCHE STRATEGIC INCOME TR | 256,525 | $3.1B | 0.20% | |
| 48 | XXHYBXXNEW AMER HIGH INCOME FD INC | 360,575 | $3.1B | 0.19% | |
| 49 | SMSM ENERGY CO | 111,891 | $2.9B | 0.18% | |
| 50 | FDDFIRST TR HIGH INCOME L/S FD | 192,723 | $2.8B | 0.18% | |
| 51 | SHLDEURSEARS HLDGS CORP | 1,127,464 | $2.7B | 0.17% | |
| 52 | XHNWXPIONEER DIV HIGH INCOME TRUS | 178,711 | $2.6B | 0.16% | |
| 53 | ISDPGIM SHORT DURATION HIGH YIE | 184,654 | $2.6B | 0.16% | |
| 54 | BTZBLACKROCK CR ALLCTN INC TR | 211,353 | $2.6B | 0.16% | |
| 55 | —SUPERVALU INC | 123,686 | $2.5B | 0.16% | |
| 56 | SWN1EURSOUTHWESTERN ENERGY CO | 437,994 | $2.3B | 0.14% | |
| 57 | XXCHNXXCHINA FD INC | 99,443 | $2.1B | 0.13% | |
| 58 | —DIVIDEND & INCOME FUND | 134,376 | $1.7B | 0.10% | |
| 59 | XEMDXWESTERN ASSET EMRG MKT DEBT | 124,139 | $1.6B | 0.10% | |
| 60 | —ROWAN COMPANIES PLC | 96,400 | $1.6B | 0.10% | Put |
| 61 | OMFONEMAIN HLDGS INC | 23,649 | $787.0M | 0.05% | |
| 62 | —ENSCO PLC | 92,776 | $674.0M | 0.04% | |
| 63 | —OCWEN FINL CORP | 162,963 | $645.0M | 0.04% | |
| 64 | CEVEATON VANCE CA MUNI INCOME T | 53,222 | $610.0M | 0.04% | |
| 65 | CIKCREDIT SUISSE ASSET MGMT INC | 177,142 | $560.0M | 0.03% | |
| 66 | —ADVENT CLAY CONV SEC INC FD | 94,624 | $529.0M | 0.03% | |
| 67 | ECFELLSWORTH GRWTH AND INCOME L | 44,542 | $420.0M | 0.03% | |
| 68 | —HOSTESS BRANDS INC | 238,772 | $406.0M | 0.03% | |
| 69 | —STONEMOR PARTNERS L P | 64,000 | $386.0M | 0.02% | |
| 70 | AVKADVENT CLAYMORE CV SECS & IN | 25,101 | $384.0M | 0.02% | |
| 71 | BCVBANCROFT FUND LTD | 15,970 | $349.0M | 0.02% | |
| 72 | —LAZARD WORLD DIVID & INCOME | 29,148 | $302.0M | 0.02% | |
| 73 | —WILLSCOT CORP | 133,100 | $301.0M | 0.02% | |
| 74 | ASHRDBX ETF TR | 8,900 | $236.0M | 0.01% | |
| 75 | EDDMORGAN STANLEY EM MKTS DM DE | 32,545 | $218.0M | 0.01% | |
| 76 | —DASEKE INC | 198,094 | $212.0M | 0.01% | |
| 77 | —ALLIANCE CALIF MUN INCOME FD | 13,535 | $178.0M | 0.01% | |
| 78 | USALIBERTY ALL STAR EQUITY FD | 25,821 | $165.0M | 0.01% | |
| 79 | XFEBFIRST TR ABERDEEN GLBL OPP F | 16,112 | $162.0M | 0.01% | |
| 80 | CNSLEURCONSOLIDATED COMM HLDGS INC | 11,670 | $144.0M | 0.01% | |
| 81 | —ADVENT CLAYMORE ENH GRW & IN | 17,281 | $134.0M | 0.01% | |
| 82 | —SIMPLY GOOD FOODS CO | 29,700 | $124.0M | 0.01% | |
| 83 | MCRMFS CHARTER INCOME TR | 13,240 | $105.0M | 0.01% | |
| 84 | PHTPIONEER HIGH INCOME TR | 10,000 | $93.0M | 0.01% | |
| 85 | FTFRANKLIN UNVL TR | 10,145 | $68.0M | 0.00% | |
| 86 | —LINDBLAD EXPEDITIONS HLDGS I | 23,298 | $64.0M | 0.00% | |
| 87 | —COMMUNITY HEALTH SYS INC NEW | 1,981,077 | $20.0M | 0.00% |