SCM

Saba Capital Management Portfolio holdings

AUM $3.67B
This Quarter Return
+1.58%
1 Year Return
+5.68%
3 Year Return
+22.65%
5 Year Return
+36.48%
10 Year Return
+31.18%
AUM
$1.43B
AUM Growth
+$1.43B
Cap. Flow
+$552M
Cap. Flow %
38.5%
Top 10 Hldgs %
35.94%
Holding
226
New
76
Increased
70
Reduced
36
Closed
32

Top Buys

1
HYT icon
BlackRock Corporate High Yield Fund
HYT
$62.6M
2
EDD
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$35.3M
3
GHY
PGIM Global High Yield Fund
GHY
$35.1M
4
PCI
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$30.9M
5
AGG icon
iShares Core US Aggregate Bond ETF
AGG
$29.2M

Top Sells

1
JNK icon
SPDR Bloomberg High Yield Bond ETF
JNK
$54.6M
2
MTCN
ARCELORMITTAL 6% MANDATORILTY CONV SUB NT DUE 2016 (LUX)
MTCN
$17.2M
3
HYG icon
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.7M
4
GLNG icon
Golar LNG
GLNG
$14.2M
5
ENLC
ENLINK MIDSTREAM, LLC
ENLC
$12.6M

Sector Composition

1 Consumer Discretionary 5.61%
2 Energy 4.08%
3 Financials 4.04%
4 Technology 3.1%
5 Materials 2.09%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
HLF icon
201
Herbalife
HLF
$1.01B
– –
0
– –
ITRI icon
202
Itron
ITRI
$5.62B
– –
-74,551
Closed -$3.19M
JFR icon
203
Nuveen Floating Rate Income Fund
JFR
$1.13B
– –
-22,925
Closed -$274K
LEA icon
204
Lear
LEA
$5.85B
– –
0
– –
NRG icon
205
NRG Energy
NRG
$28.2B
– –
0
– –
RIG icon
206
Transocean
RIG
$2.89B
– –
-56,313
Closed -$2.51M
THR icon
207
Thermon Group Holdings
THR
$877M
– –
-37,102
Closed -$857K
TMUS icon
208
T-Mobile US
TMUS
$284B
– –
-431,378
Closed -$11.2M
VCLT icon
209
Vanguard Long-Term Corporate Bond ETF
VCLT
$6.64B
– –
-5,875
Closed -$482K
JCP
210
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-630,000
Closed -$5.56M
MTCN
211
DELISTED
ARCELORMITTAL 6% MANDATORILTY CONV SUB NT DUE 2016 (LUX)
MTCN
– –
-800,000
Closed -$17.2M
ANR
212
DELISTED
ALPHA NATURAL RESOURCES INC.
ANR
– –
-138,880
Closed -$828K
BHD
213
DELISTED
BLACKROCK STRATEGIC BOND TRUST
BHD
– –
-150,274
Closed -$1.95M
BHY
214
DELISTED
BLACKROCK HIGH YIELD TST SBI
BHY
– –
-156,404
Closed -$1.08M
HIS
215
DELISTED
BLACKROCK HIGH INCM SHS SHS BEN INT
HIS
– –
-1,641,507
Closed -$3.41M
COY
216
DELISTED
BLACKROCK CORP HIGH YLD FD INC
COY
– –
-879,775
Closed -$6.33M
HYV
217
DELISTED
BALCKROCK CORP HG YLD FD V INC
HYV
– –
-495,845
Closed -$6.01M
FWLT
218
DELISTED
FOSTER WHEELER AG (SWITZERLAND)
FWLT
– –
-438,764
Closed -$11.6M
CYE
219
DELISTED
BLACKROCK CORP HG YLD FD III, INC.
CYE
– –
-643,207
Closed -$4.7M
CYS
220
DELISTED
CYS Investments Inc.
CYS
– –
-16,500
Closed -$134K
X
221
DELISTED
US Steel
X
– –
-68,200
Closed -$1.4M
AFT
222
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
– –
-14,900
Closed -$266K
EDI
223
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
– –
-11,740
Closed -$234K
NSL
224
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-30,989
Closed -$223K
VTA
225
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-124,184
Closed -$1.6M
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