Saba Capital Management, L.P. Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$983.7B
Holdings
90
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (90 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DSUBLACKROCK DEBT STRAT FD INC | 8,118,988 | $92.1B | 9.36% | |
| 2 | ERCWELLS FARGO MULTI SECTOR INC | 6,150,514 | $78.9B | 8.02% | |
| 3 | FDDFIRST TR HIGH INCOME L/S FD | 4,608,556 | $74.1B | 7.53% | |
| 4 | —ALLERGAN PLC | 290,421 | $61.0B | 6.20% | Call |
| 5 | FTFFRANKLIN LTD DURATION INC TR | 4,032,571 | $48.6B | 4.94% | |
| 6 | AVKADVENT CLAYMORE CV SECS & IN | 2,585,471 | $38.0B | 3.86% | |
| 7 | —ADVENT CLAY CONV SEC INC FD | 5,045,169 | $29.7B | 3.02% | |
| 8 | —DEUTSCHE HIGH INCOME OPPORT | 2,023,745 | $29.2B | 2.96% | |
| 9 | —ALPINE TOTAL DYNAMIC DIVID F | 3,656,789 | $27.7B | 2.82% | |
| 10 | XEMDXWESTERN ASSET EMRG MKT DEBT | 1,781,493 | $26.2B | 2.66% | |
| 11 | TSLATESLA MTRS INC | 121,900 | $26.0B | 2.65% | Put |
| 12 | BGBBLACKSTONE GSO STRATEGIC CR | 1,524,251 | $23.4B | 2.38% | |
| 13 | XGLQXCLOUGH GLOBAL EQUITY FD | 1,960,479 | $21.8B | 2.21% | |
| 14 | APCANADARKO PETE CORP | 311,447 | $21.7B | 2.21% | Put |
| 15 | GLVCLOUGH GLOBAL DIVND AND INC | 1,595,286 | $19.2B | 1.95% | |
| 16 | CYHCOMMUNITY HEALTH SYS INC NEW | 3,405,469 | $19.0B | 1.94% | |
| 17 | CIKCREDIT SUISSE ASSET MGMT INC | 5,945,208 | $18.8B | 1.91% | |
| 18 | SDRLSEADRILL LIMITED | 5,191,200 | $17.7B | 1.80% | Put |
| 19 | GLOCLOUGH GLOBAL OPPORTUNITIES | 1,904,876 | $17.0B | 1.73% | |
| 20 | —DEUTSCHE MULTI-MKT INCOME TR | 1,960,714 | $16.7B | 1.70% | |
| 21 | —LEGG MASON BW GLB INC OPP FD | 1,374,096 | $16.3B | 1.65% | |
| 22 | —ALLIANZGI NFJ DIVID INT & PR | 1,287,419 | $16.2B | 1.65% | |
| 23 | BHCVALEANT PHARMACEUTICALS INTL | 996,589 | $14.5B | 1.47% | |
| 24 | EODWELLS FARGO GLOBAL DIVIDEND | 2,583,733 | $14.1B | 1.43% | |
| 25 | MCRMFS CHARTER INCOME TR | 1,418,970 | $12.1B | 1.23% | |
| 26 | RIGTRANSOCEAN LTD | 780,600 | $11.5B | 1.17% | Put |
| 27 | USALIBERTY ALL STAR EQUITY FD | 2,138,809 | $11.0B | 1.12% | |
| 28 | GAPGAP INC DEL | 450,600 | $10.1B | 1.03% | Put |
| 29 | PPTPUTNAM PREMIER INCOME TR | 2,009,524 | $10.0B | 1.02% | |
| 30 | —ADVENT CLAYMORE ENH GRW & IN | 1,157,191 | $9.6B | 0.98% | |
| 31 | VLTINVESCO HIGH INCOME TR II | 644,751 | $9.2B | 0.93% | |
| 32 | —ALPINE GLOBAL DYNAMIC DIVD F | 1,036,614 | $9.1B | 0.92% | |
| 33 | NHSNEUBERGER BERMAN HGH YLD FD | 746,898 | $8.7B | 0.89% | |
| 34 | —DELAWARE ENHANCED GBL DIV & | 861,254 | $8.7B | 0.89% | |
| 35 | —FIRST TR STRATEGIC HIGH INC | 686,538 | $8.4B | 0.86% | |
| 36 | GAMGENERAL AMERN INVS INC | 257,524 | $8.0B | 0.81% | |
| 37 | EDDMORGAN STANLEY EM MKTS DM DE | 1,102,266 | $7.9B | 0.80% | |
| 38 | MMTMFS MULTIMARKET INCOME TR | 1,231,785 | $7.5B | 0.76% | |
| 39 | BITBLACKROCK MULTI-SECTOR INC T | 403,031 | $6.6B | 0.68% | |
| 40 | OMFONEMAIN HLDGS INC | 265,349 | $5.9B | 0.60% | |
| 41 | GNWGENWORTH FINL INC | 1,401,019 | $5.3B | 0.54% | |
| 42 | RVTROYCE VALUE TR INC | 396,064 | $5.3B | 0.54% | |
| 43 | —DEUTSCHE STRATEGIC INCOME TR | 416,155 | $4.9B | 0.50% | |
| 44 | MTGMGIC INVT CORP WIS | 358,187 | $3.6B | 0.37% | |
| 45 | EHIWESTERN ASSET GLB HI INCOME | 366,687 | $3.6B | 0.37% | |
| 46 | —DEUTSCHE GLOBAL HIGH INCOME | 377,997 | $3.1B | 0.32% | |
| 47 | —DELAWARE INVTS DIV & INCOME | 309,739 | $3.1B | 0.32% | |
| 48 | CIFMFS INTERMEDIATE HIGH INC FD | 1,187,112 | $3.1B | 0.31% | |
| 49 | HYGISHARES TR | 33,335 | $2.9B | 0.29% | |
| 50 | PPTPUTMAN HIGH INCOME SEC FUND | 324,901 | $2.7B | 0.27% | |
| 51 | THCTENET HEALTHCARE CORP | 173,095 | $2.6B | 0.26% | |
| 52 | RDNRADIAN GROUP INC | 129,300 | $2.3B | 0.24% | Put |
| 53 | BGXBLACKSTONE GSO LNG SHRT CR I | 137,738 | $2.2B | 0.22% | |
| 54 | —APOLLO TACTICAL INCOME FD IN | 140,289 | $2.2B | 0.22% | |
| 55 | —HERTZ GLOBAL HLDGS INC | 91,705 | $2.0B | 0.20% | |
| 56 | —DIVIDEND & INCOME FUND | 150,333 | $1.8B | 0.18% | |
| 57 | —TESLA MTRS INC | 2,000,000 | $1.7B | 0.18% | |
| 58 | THSTREEHOUSE FOODS INC | 20,961 | $1.5B | 0.15% | |
| 59 | —PACHOLDER HIGH YIELD FD INC | 207,724 | $1.5B | 0.15% | |
| 60 | DSLDOUBLELINE INCOME SOLUTIONS | 74,514 | $1.4B | 0.14% | |
| 61 | UISUNISYS CORP | 79,637 | $1.2B | 0.12% | |
| 62 | ODPEUROFFICE DEPOT INC | 255,620 | $1.2B | 0.12% | |
| 63 | —ILG INC | 54,358 | $988.0M | 0.10% | |
| 64 | NGDNEW GOLD INC CDA | 276,037 | $966.0M | 0.10% | |
| 65 | HIOWESTERN ASSET HIGH INCM OPP | 178,573 | $891.0M | 0.09% | |
| 66 | MSDMORGAN STANLEY EMER MKTS DEB | 89,090 | $811.0M | 0.08% | |
| 67 | RABROOKFIELD REAL ASSETS INCOM | 34,301 | $765.0M | 0.08% | |
| 68 | XLGIXLAZARD GLB TTL RET&INCM FD I | 50,360 | $692.0M | 0.07% | |
| 69 | ECFELLSWORTH GROWTH & INCOME FD | 81,843 | $676.0M | 0.07% | |
| 70 | —VIRTUS TOTAL RETURN FD | 147,879 | $661.0M | 0.07% | |
| 71 | XXHYBXXNEW AMER HIGH INCOME FD INC | 65,227 | $604.0M | 0.06% | |
| 72 | —LAZARD WORLD DIVID & INCOME | 58,623 | $581.0M | 0.06% | |
| 73 | VGIVIRTUS GLOBAL MULTI-SEC INC | 33,247 | $510.0M | 0.05% | |
| 74 | —SOLARCITY CORP | 500,000 | $466.0M | 0.05% | |
| 75 | XNROXNEUBERGER BERMAN RE ES SEC F | 85,333 | $458.0M | 0.05% | |
| 76 | —ABERDEEN ASIA PACIFIC INCOM | 77,924 | $361.0M | 0.04% | |
| 77 | XFEBFIRST TR ABERDEEN GLBL OPP F | 32,005 | $357.0M | 0.04% | |
| 78 | EEAEUROPEAN EQUITY FUND | 45,222 | $349.0M | 0.04% | |
| 79 | —IVY HIGH INC OPPORTUNITIES F | 22,142 | $327.0M | 0.03% | |
| 80 | BCVBANCROFT FUND LTD | 15,970 | $323.0M | 0.03% | |
| 81 | XEVGXEATON VANCE SH TM DR DIVR IN | 17,610 | $244.0M | 0.02% | |
| 82 | —ZWEIG FD | 20,000 | $241.0M | 0.02% | |
| 83 | —MADISON STRTG SECTOR PREM FD | 18,887 | $225.0M | 0.02% | |
| 84 | ASHRDBX ETF TR | 8,900 | $209.0M | 0.02% | |
| 85 | XEADXWELLS FARGO INCOME OPPORTUNI | 19,455 | $165.0M | 0.02% | |
| 86 | —MVC CAPITAL INC | 18,000 | $154.0M | 0.02% | |
| 87 | XSCDXLMP CAP & INCOME FD INC | 11,589 | $154.0M | 0.02% | |
| 88 | JMMNUVEEN MULTI MKT INCOME FD | 17,285 | $126.0M | 0.01% | |
| 89 | —DYNEGY INC NEW DEL | 1,394,423 | $63.0M | 0.01% | |
| 90 | —COMMUNITY HEALTH SYS INC NEW | 795,108 | $4.0M | 0.00% |