Saba Capital Management, L.P. Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$1.0T
Holdings
88
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (88 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —BLACKROCK DEBT STRAT FD INC | 24,253,369 | $88.5B | 8.65% | |
| 2 | ERCWELLS FARGO MULTI SECTOR INC | 5,736,527 | $74.4B | 7.27% | |
| 3 | FTFFRANKLIN LTD DURATION INC TR | 4,032,541 | $48.8B | 4.76% | |
| 4 | GAPGAP INC DEL | 2,153,700 | $47.9B | 4.68% | Put |
| 5 | WDCWESTERN DIGITAL CORP | 814,000 | $47.6B | 4.65% | Put |
| 6 | FDDFIRST TR HIGH INCOME L/S FD | 3,025,790 | $47.2B | 4.61% | |
| 7 | BGBBLACKSTONE GSO STRATEGIC CR | 2,976,577 | $44.4B | 4.34% | |
| 8 | AVKADVENT CLAYMORE CV SECS & IN | 2,434,545 | $35.5B | 3.47% | |
| 9 | QEPQEP RES INC | 1,700,400 | $33.2B | 3.24% | Put |
| 10 | —DEUTSCHE HIGH INCOME OPPORT | 2,023,745 | $28.6B | 2.80% | |
| 11 | —ADVENT CLAY CONV SEC INC FD | 4,631,132 | $26.6B | 2.60% | |
| 12 | MCRMFS CHARTER INCOME TR | 2,938,201 | $25.4B | 2.48% | |
| 13 | —WESTERN ASSET EMRG MKT INCM | 1,997,533 | $23.0B | 2.25% | |
| 14 | CRCCANADIAN NAT RES LTD | 686,600 | $22.0B | 2.15% | Put |
| 15 | PPTPUTNAM PREMIER INCOME TR | 4,495,713 | $22.0B | 2.15% | |
| 16 | MBIMBIA INC | 2,649,499 | $20.6B | 2.02% | Put |
| 17 | APCANADARKO PETE CORP | 318,947 | $20.2B | 1.97% | Put |
| 18 | FXIISHARES TR | 507,924 | $19.3B | 1.89% | |
| 19 | RIGTRANSOCEAN LTD | 1,776,100 | $18.9B | 1.85% | Put |
| 20 | —LEGG MASON BW GLB INC OPP FD | 1,370,696 | $18.6B | 1.82% | |
| 21 | CIKCREDIT SUISSE ASSET MGMT INC | 5,909,177 | $18.6B | 1.81% | |
| 22 | MMTMFS MULTIMARKET INCOME TR | 2,933,214 | $17.9B | 1.74% | |
| 23 | BGXBLACKSTONE GSO LNG SHRT CR I | 1,120,205 | $17.4B | 1.70% | |
| 24 | —DEUTSCHE MULTI-MKT INCOME TR | 1,960,714 | $16.8B | 1.64% | |
| 25 | —ALLIANZGI NFJ DIVID INT & PR | 1,290,469 | $16.3B | 1.59% | |
| 26 | CYHCOMMUNITY HEALTH SYS INC NEW | 1,325,175 | $15.3B | 1.49% | |
| 27 | EDDMORGAN STANLEY EM MKTS DM DE | 1,853,858 | $14.9B | 1.45% | |
| 28 | —DEUTSCHE HIGH INCOME TR | 1,533,817 | $14.1B | 1.38% | |
| 29 | SDRLSEADRILL LIMITED | 5,708,500 | $13.5B | 1.32% | Put |
| 30 | XEVGXEATON VANCE SH TM DR DIVR IN | 913,452 | $12.5B | 1.22% | |
| 31 | BHCVALEANT PHARMACEUTICALS INTL | 447,351 | $11.0B | 1.07% | |
| 32 | HESHESS CORP | 202,300 | $10.8B | 1.06% | Put |
| 33 | NHSNEUBERGER BERMAN HGH YLD FD | 818,403 | $9.7B | 0.95% | |
| 34 | VLTINVESCO HIGH INCOME TR II | 630,225 | $9.2B | 0.90% | |
| 35 | —ABERDEEN ASIA PACIFIC INCOM | 1,754,944 | $9.0B | 0.88% | |
| 36 | —ADVENT CLAYMORE ENH GRW & IN | 1,028,630 | $8.6B | 0.84% | |
| 37 | XEMDXWESTERN ASSET EMRG MKT DEBT | 495,790 | $8.1B | 0.79% | |
| 38 | GAMGENERAL AMERN INVS INC | 229,412 | $7.5B | 0.73% | |
| 39 | BITBLACKROCK MULTI-SECTOR INC T | 419,605 | $7.2B | 0.70% | |
| 40 | USALIBERTY ALL STAR EQUITY FD | 1,255,787 | $6.5B | 0.64% | |
| 41 | —CALIFORNIA RES CORP | 417,845 | $5.2B | 0.51% | |
| 42 | —DEUTSCHE STRATEGIC INCOME TR | 416,155 | $5.0B | 0.49% | |
| 43 | CIFMFS INTERMEDIATE HIGH INC FD | 1,705,180 | $4.4B | 0.43% | |
| 44 | MTGMGIC INVT CORP WIS | 517,448 | $4.1B | 0.40% | |
| 45 | EHIWESTERN ASSET GLB HI INCOME | 402,926 | $4.1B | 0.40% | |
| 46 | HIOWESTERN ASSET HIGH INCM OPP | 797,572 | $4.0B | 0.39% | |
| 47 | —DEUTSCHE GLOBAL HIGH INCOME | 377,997 | $3.2B | 0.31% | |
| 48 | —WESTERN ASSET WORLDWIDE INCO | 256,714 | $3.0B | 0.29% | |
| 49 | —DELAWARE INVTS DIV & INCOME | 296,509 | $2.9B | 0.29% | |
| 50 | PPTPUTMAN HIGH INCOME SEC FUND | 352,793 | $2.8B | 0.28% | |
| 51 | —APOLLO TACTICAL INCOME FD IN | 153,767 | $2.4B | 0.23% | |
| 52 | —FIRST TR STRATEGIC HIGH INC | 156,638 | $1.9B | 0.19% | |
| 53 | RDNRADIAN GROUP INC | 125,500 | $1.7B | 0.17% | Put |
| 54 | —DIVIDEND & INCOME FUND | 150,333 | $1.7B | 0.16% | |
| 55 | ODPEUROFFICE DEPOT INC | 419,220 | $1.5B | 0.15% | |
| 56 | UISUNISYS CORP | 132,781 | $1.3B | 0.13% | |
| 57 | —PACHOLDER HIGH YIELD FD INC | 172,057 | $1.2B | 0.12% | |
| 58 | THCTENET HEALTHCARE CORP | 53,490 | $1.2B | 0.12% | |
| 59 | —INTERVAL LEISURE GROUP INC | 62,583 | $1.1B | 0.10% | |
| 60 | RVTROYCE VALUE TR INC | 80,095 | $1.0B | 0.10% | |
| 61 | GNWGENWORTH FINL INC | 189,972 | $942.0M | 0.09% | |
| 62 | MSDMORGAN STANLEY EMER MKTS DEB | 89,090 | $860.0M | 0.08% | |
| 63 | XJQCXNUVEEN CR STRATEGIES INCM FD | 96,899 | $822.0M | 0.08% | |
| 64 | —ALPINE TOTAL DYNAMIC DIVID F | 105,739 | $807.0M | 0.08% | |
| 65 | —BROOKFIELD MTG OPP INC FD IN | 52,239 | $784.0M | 0.08% | |
| 66 | —VIRTUS TOTAL RETURN FD | 147,879 | $701.0M | 0.07% | |
| 67 | XLGIXLAZARD GLB TTL RET&INCM FD I | 49,360 | $690.0M | 0.07% | |
| 68 | ECFELLSWORTH GROWTH & INCOME FD | 81,843 | $670.0M | 0.07% | |
| 69 | BCVBANCROFT FUND LTD | 30,055 | $631.0M | 0.06% | |
| 70 | XXHYBXXNEW AMER HIGH INCOME FD INC | 65,227 | $601.0M | 0.06% | |
| 71 | —LAZARD WORLD DIVID & INCOME | 58,623 | $592.0M | 0.06% | |
| 72 | VGIVIRTUS GLOBAL MULTI-SEC INC | 33,247 | $528.0M | 0.05% | |
| 73 | FMYFIRST TRUST MORTGAGE INCM FD | 33,890 | $489.0M | 0.05% | |
| 74 | XNROXNEUBERGER BERMAN RE ES SEC F | 85,333 | $486.0M | 0.05% | |
| 75 | XFEBFIRST TR ABERDEEN GLBL OPP F | 32,005 | $377.0M | 0.04% | |
| 76 | —IVY HIGH INC OPPORTUNITIES F | 22,142 | $318.0M | 0.03% | |
| 77 | GLOCLOUGH GLOBAL OPPORTUNITIES | 24,268 | $235.0M | 0.02% | |
| 78 | —DYNEGY INC NEW DEL | 1,394,423 | $223.0M | 0.02% | |
| 79 | —MADISON STRTG SECTOR PREM FD | 18,887 | $222.0M | 0.02% | |
| 80 | ASHRDBX ETF TR | 8,900 | $219.0M | 0.02% | |
| 81 | —NUVEEN GLOBAL EQUITY INCOME | 17,700 | $211.0M | 0.02% | |
| 82 | NENOBLE CORP PLC | 32,253 | $204.0M | 0.02% | |
| 83 | XEADXWELLS FARGO INCOME OPPORTUNI | 19,455 | $163.0M | 0.02% | |
| 84 | XSCDXLMP CAP & INCOME FD INC | 11,589 | $158.0M | 0.02% | |
| 85 | —DELAWARE ENHANCED GBL DIV & | 15,555 | $157.0M | 0.02% | |
| 86 | —MVC CAPITAL INC | 18,000 | $149.0M | 0.01% | |
| 87 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $130.0M | 0.01% | |
| 88 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $7.0M | 0.00% |