Saba Capital Management, L.P. Q4 2017 Filing
Filed February 14, 2018
Portfolio Value
$1.3T
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 | $99.7B | 7.80% | Put |
| 2 | DSUBLACKROCK DEBT STRAT FD INC | 8,118,988 | $95.0B | 7.43% | |
| 3 | —ALPINE TOTAL DYNAMIC DIVID F | 9,110,636 | $86.3B | 6.75% | |
| 4 | ORCLORACLE CORP | 1,359,853 | $64.3B | 5.03% | Put |
| 5 | BHCVALEANT PHARMACEUTICALS INTL | 2,675,259 | $55.6B | 4.35% | Put |
| 6 | TEITEMPLETON EMERG MKTS INCOME | 4,788,902 | $53.5B | 4.19% | |
| 7 | ADIANALOG DEVICES INC | 519,639 | $46.3B | 3.62% | Put |
| 8 | MBIMBIA INC | 8,157,800 | $45.2B | 3.53% | Put |
| 9 | —CHESAPEAKE ENERGY CORP | 44,450,000 | $40.6B | 3.18% | |
| 10 | PBIPITNEY BOWES INC | 3,303,649 | $36.9B | 2.89% | Put |
| 11 | TXNTEXAS INSTRS INC | 318,899 | $33.3B | 2.61% | Put |
| 12 | MSFTMICROSOFT CORP | 361,216 | $30.9B | 2.42% | Put |
| 13 | TSLATESLA INC | 98,000 | $30.5B | 2.39% | Put |
| 14 | QCOMQUALCOMM INC | 461,945 | $29.6B | 2.31% | Put |
| 15 | CYHCOMMUNITY HEALTH SYS INC NEW | 6,828,207 | $29.1B | 2.28% | |
| 16 | AALAMERICAN AIRLS GROUP INC | 550,000 | $28.6B | 2.24% | Put |
| 17 | —DELAWARE ENHANCED GBL DIV & | 1,839,728 | $22.3B | 1.75% | |
| 18 | GAMGENERAL AMERN INVS INC | 632,876 | $21.8B | 1.70% | |
| 19 | —DEUTSCHE HIGH INCOME OPPORT | 1,134,535 | $17.0B | 1.33% | |
| 20 | THCTENET HEALTHCARE CORP | 1,097,921 | $16.6B | 1.30% | |
| 21 | HIOWESTERN ASSET HIGH INCM OPP | 3,200,147 | $16.2B | 1.27% | |
| 22 | APCANADARKO PETE CORP | 302,100 | $16.2B | 1.27% | Put |
| 23 | CIKCREDIT SUISSE ASSET MGMT INC | 4,895,139 | $16.2B | 1.27% | |
| 24 | HYTBLACKROCK CORPOR HI YLD FD I | 1,256,059 | $13.7B | 1.08% | |
| 25 | MSDMORGAN STANLEY EMER MKTS DEB | 1,347,922 | $13.5B | 1.05% | |
| 26 | GNWGENWORTH FINL INC | 4,221,234 | $13.1B | 1.03% | |
| 27 | VLTINVESCO HIGH INCOME TR II | 807,355 | $11.9B | 0.93% | |
| 28 | XEADXWELLS FARGO INCOME OPPORTUNI | 1,356,395 | $11.4B | 0.89% | |
| 29 | GOOGALPHABET INC | 10,580 | $11.1B | 0.87% | |
| 30 | EHIWESTERN ASSET GLB HI INCOME | 1,004,529 | $10.3B | 0.80% | |
| 31 | USALIBERTY ALL STAR EQUITY FD | 1,595,102 | $10.0B | 0.79% | |
| 32 | —ALLIANZGI NFJ DIVID INT & PR | 748,349 | $9.8B | 0.76% | |
| 33 | ERCWELLS FARGO MULTI SECTOR INC | 724,088 | $9.5B | 0.74% | |
| 34 | AVKADVENT CLAYMORE CV SECS & IN | 555,844 | $8.8B | 0.69% | |
| 35 | —TESLA INC | 8,000,000 | $8.7B | 0.68% | |
| 36 | —ADVENT CLAY CONV SEC INC FD | 1,427,681 | $8.6B | 0.67% | |
| 37 | RIGTRANSOCEAN LTD | 780,600 | $8.3B | 0.65% | Put |
| 38 | AVPUSDAVON PRODS INC | 3,559,563 | $7.7B | 0.60% | |
| 39 | IBMINTERNATIONAL BUSINESS MACHS | 433,329 | $7.4B | 0.58% | Put |
| 40 | —DEUTSCHE MULTI-MKT INCOME TR | 808,497 | $7.2B | 0.56% | |
| 41 | GLOCLOUGH GLOBAL OPPORTUNITIES | 646,490 | $7.0B | 0.55% | |
| 42 | —LEGG MASON BW GLB INC OPP FD | 548,902 | $7.0B | 0.55% | |
| 43 | —AK STL HLDG CORP | 1,216,064 | $6.9B | 0.54% | |
| 44 | —SUPERVALU INC | 316,866 | $6.8B | 0.54% | |
| 45 | NHSNEUBERGER BERMAN HGH YLD FD | 571,468 | $6.7B | 0.53% | |
| 46 | HYIWESTERN ASSET HGH YLD DFNDFD | 414,698 | $6.3B | 0.49% | |
| 47 | —HERTZ GLOBAL HLDGS INC | 278,975 | $6.2B | 0.48% | |
| 48 | EODWELLS FARGO GLOBAL DIVIDEND | 1,004,965 | $6.0B | 0.47% | |
| 49 | HIXWESTERN ASSET HIGH INCM FD I | 782,480 | $5.5B | 0.43% | |
| 50 | —DYNEGY INC NEW DEL | 431,811 | $5.1B | 0.40% | |
| 51 | SMSM ENERGY CO | 226,173 | $5.0B | 0.39% | |
| 52 | —ROWAN COMPANIES PLC | 304,578 | $4.8B | 0.37% | |
| 53 | SGRYSURGERY PARTNERS INC | 337,789 | $4.1B | 0.32% | |
| 54 | —PENNEY J C INC | 1,375,960 | $3.9B | 0.30% | Put |
| 55 | —ALPINE GLOBAL DYNAMIC DIVD F | 350,377 | $3.8B | 0.30% | |
| 56 | GLVCLOUGH GLOBAL DIVND AND INC | 268,049 | $3.6B | 0.28% | |
| 57 | —TESLA INC | 3,000,000 | $3.5B | 0.27% | |
| 58 | XGLQXCLOUGH GLOBAL EQUITY FD | 258,662 | $3.5B | 0.27% | |
| 59 | —PRUDENTIAL GLB SHT DUR HG YL | 234,813 | $3.4B | 0.26% | |
| 60 | —PARKER DRILLING CO | 3,326,089 | $3.3B | 0.26% | |
| 61 | NGDNEW GOLD INC CDA | 987,387 | $3.2B | 0.25% | |
| 62 | —SOLARCITY CORP | 3,475,000 | $3.2B | 0.25% | |
| 63 | —DEUTSCHE STRATEGIC INCOME TR | 256,525 | $3.2B | 0.25% | |
| 64 | —FIRST TR STRATEGIC HIGH INC | 245,732 | $3.2B | 0.25% | |
| 65 | XEMDXWESTERN ASSET EMRG MKT DEBT | 200,398 | $3.1B | 0.24% | |
| 66 | INTCINTEL CORP | 1,069,979 | $3.0B | 0.24% | Put |
| 67 | OMFONEMAIN HLDGS INC | 115,163 | $3.0B | 0.23% | |
| 68 | SHLDEURSEARS HLDGS CORP | 792,540 | $2.8B | 0.22% | |
| 69 | —INVESCO DYNAMIC CR OPP FD | 237,128 | $2.8B | 0.22% | |
| 70 | RDNRADIAN GROUP INC | 129,300 | $2.7B | 0.21% | Put |
| 71 | UISUNISYS CORP | 318,892 | $2.6B | 0.20% | |
| 72 | —OCEAN RIG UDW INC | 96,794 | $2.6B | 0.20% | |
| 73 | —DELAWARE INVTS DIV & INCOME | 230,754 | $2.5B | 0.19% | |
| 74 | —VOYA PRIME RATE TR | 405,097 | $2.1B | 0.16% | |
| 75 | THSTREEHOUSE FOODS INC | 30,352 | $1.5B | 0.12% | |
| 76 | —ENERGY XXI GULF COAST INC | 260,601 | $1.5B | 0.12% | |
| 77 | IGRCBRE CLARION GLOBAL REAL EST | 178,120 | $1.4B | 0.11% | |
| 78 | —DIVIDEND & INCOME FUND | 103,556 | $1.4B | 0.11% | |
| 79 | —ENSCO PLC | 205,000 | $1.2B | 0.09% | |
| 80 | —PRUDENTIAL SHT DURATION HG Y | 81,613 | $1.2B | 0.09% | |
| 81 | EVFEATON VANCE SR INCOME TR | 182,829 | $1.2B | 0.09% | |
| 82 | —ADVENT CLAYMORE ENH GRW & IN | 141,640 | $1.2B | 0.09% | |
| 83 | —OCWEN FINL CORP | 370,340 | $1.2B | 0.09% | |
| 84 | RRDEURDONNELLEY R R & SONS CO | 122,099 | $1.1B | 0.09% | |
| 85 | RGTROYCE GLOBAL VALUE TR INC | 105,133 | $1.1B | 0.09% | |
| 86 | —DEAN FOODS CO NEW | 92,900 | $1.1B | 0.08% | |
| 87 | MCRMFS CHARTER INCOME TR | 126,486 | $1.1B | 0.08% | |
| 88 | XJQCXNUVEEN CR STRATEGIES INCM FD | 114,151 | $938.0M | 0.07% | |
| 89 | CUCAAVIS BUDGET GROUP | 21,230 | $932.0M | 0.07% | |
| 90 | EDDMORGAN STANLEY EM MKTS DM DE | 118,345 | $911.0M | 0.07% | |
| 91 | BBG1USDBARRETT BILL CORP | 177,358 | $910.0M | 0.07% | |
| 92 | HYGISHARES TR | 10,000 | $873.0M | 0.07% | |
| 93 | XEVVXEATON VANCE LTD DUR INCOME F | 63,299 | $864.0M | 0.07% | |
| 94 | JGHNUVEEN GLOBAL HIGH INCOME FD | 49,359 | $835.0M | 0.07% | |
| 95 | IEFISHARES TR | 3,600,000 | $832.0M | 0.07% | Put |
| 96 | ECFELLSWORTH GROWTH & INCOME FD | 79,071 | $744.0M | 0.06% | |
| 97 | —DASEKE INC | 354,368 | $723.0M | 0.06% | |
| 98 | —LAZARD WORLD DIVID & INCOME | 61,223 | $712.0M | 0.06% | |
| 99 | GOOGLALPHABET INC | 65,000 | $694.0M | 0.05% | Put |
| 100 | —FRONTIER COMMUNICATIONS CORP | 99,098 | $670.0M | 0.05% |
Page 1 of 2Next