CA
SABA

Cliff Asness’s Saba Capital Income & Opportunities Fund II SABA Stock Holding History

Cliff Asness’s Portfolio SABA Stock Details SABA Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2015
Q1 		– Sell
-111,727
Closed -$1.61M – 2295
2014
Q4 		$1.61M Buy
111,727
+51,720
+86% +$792K ﹤0.01% 1397
2014
Q3 		$954K Buy
60,007
+33,571
+127% +$539K ﹤0.01% 1632
2014
Q2 		$437K Buy
26,436
+8,996
+52% +$143K ﹤0.01% 2054
2014
Q1 		$280K Buy
+17,440
New +$275K ﹤0.01% 2290

Other funds holding SABA

RCM
Rivernorth Capital Management West Palm Beach, Florida $2.1B AUM 2.15% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
Wells Fargo
Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return
EAM
Evanson Asset Management Carmel, California $1.86B AUM 25.39% 1-Year Est. Return
FIM
Frontier Investment Management Dallas, Texas $1.62B AUM 1.86% 1-Year Est. Return
B
Baird Milwaukee, Wisconsin $9.78B AUM 11.42% 1-Year Est. Return
WCM
Windsor Capital Management Phoenix, Arizona $385M AUM 17.95% 1-Year Est. Return
GC
Guggenheim Capital Chicago, Illinois $15.9B AUM 53.4% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Cliff Asness's SABA Position: Q1 2015 in Review

Cliff Asness sold out of Saba Capital Income & Opportunities Fund II (SABA) in Q1 2015, closing a stake of 111,727 shares — an estimated $1.61M sold.

Cliff Asness first reported a position in SABA in Q1 2014 and held it in 4 quarters. The position peaked at $1.61M in Q4 2014. 129 funds tracked by Wall St. Rank hold SABA as of Q1 2015.

  • Cliff Asness reported no remaining Saba Capital Income & Opportunities Fund II position as of Q1 2015 after selling out during the quarter.
  • Cliff Asness sold 111,727 Saba Capital Income & Opportunities Fund II shares in Q1 2015, an estimated $1.61M.
  • Cliff Asness first reported a position in Saba Capital Income & Opportunities Fund II in Q1 2014 and held it in 4 quarters.
  • Cliff Asness's Saba Capital Income & Opportunities Fund II position peaked at $1.61M in Q4 2014.
  • 129 funds tracked by Wall St. Rank held Saba Capital Income & Opportunities Fund II as of Q1 2015.

Based on AQR Capital Management's 13F filing for Q1 2015, filed 15 May 2015.