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SABA

Saba Capital Income & Opportunities Fund II

122 hedge funds and large institutions have $134M invested in Saba Capital Income & Opportunities Fund II in 2015 Q3 according to their latest regulatory filings, with 9 funds opening new positions, 28 increasing their positions, 39 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.42% more ownership

Funds ownership: 7.78%8.2% (+0.42%)

0% more funds holding in top 10

Funds holding in top 10: 33 (0)

2% less funds holding

Funds holding: 125122 (-3)

8% less capital invested

Capital invested by funds: $147M → $134M (-$12.2M)

10% less first-time investments, than exits

New positions opened: 9 | Existing positions closed: 10

28% less repeat investments, than reductions

Existing positions increased: 28 | Existing positions reduced: 39

Holders
122
Holders Change
-3
Holders Change %
-2.4%
% of All Funds
3.41%
Holding in Top 10
3
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.08%
New
9
Increased
28
Reduced
39
Closed
10
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
RCM
1
Rivernorth Capital Management
Florida
$19.6M +$1.25M +95,489 +6%
PMG
2
Private Management Group
California
$10.5M +$11.1M +845,395 +4,929%
Wells Fargo
3
Wells Fargo
California
$10.5M +$504K +38,543 +5%
Morgan Stanley
4
Morgan Stanley
New York
$9.04M -$3.72M -284,145 -28%
Invesco
5
Invesco
Georgia
$8.12M -$361K -27,625 -4%
EAM
6
Evanson Asset Management
California
$7.39M -$449K -34,293 -5%
FIM
7
Frontier Investment Management
Texas
$6.15M +$41.4K +3,164 +0.6%
Baird Financial Group
8
Baird Financial Group
Wisconsin
$5.46M -$127K -9,737 -2%
WCM
9
Windsor Capital Management
Arizona
$5.01M -$580K -44,292 -10%
Bank of America
10
Bank of America
North Carolina
$4.04M +$353K +26,981 +9%
GC
11
Guggenheim Capital
Illinois
$3.54M -$1.07M -81,470 -22%
NHFG
12
New Harbor Financial Group
Massachusetts
$3.49M +$1.11M +84,541 +42%
UBS Group
13
UBS Group
Switzerland
$2.62M +$839K +64,132 +42%
DA
14
Doliver Advisors
Texas
$2.49M +$1.84M +140,261 +219%
EHC
15
Everett Harris & Co
California
$2.12M -$236K -18,041 -9%
Thrivent Financial for Lutherans
16
Thrivent Financial for Lutherans
Minnesota
$2.1M
AA
17
AQR Arbitrage
Connecticut
$1.85M +$349K +26,701 +21%
GAM
18
Gould Asset Management
California
$1.82M +$138K +10,546 +8%
LPL Financial
19
LPL Financial
California
$1.81M -$603K -46,050 -24%
EIM
20
Emerson Investment Management
Massachusetts
$1.69M +$2.29K +175 +0.1%
RJA
21
Raymond James & Associates
Florida
$1.45M -$669K -51,088 -30%
Ameriprise
22
Ameriprise
Minnesota
$1.28M +$51.3K +3,917 +4%
Commonwealth Equity Services
23
Commonwealth Equity Services
Massachusetts
$1.26M -$122K -9,303 -8%
SC
24
Scotia Capital
Ontario, Canada
$1.22M
PPA
25
Parametric Portfolio Associates
Washington
$1.05M

SABA Hedge Fund Activity: Q3 2015 in Review

122 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Saba Capital Income & Opportunities Fund II (SABA) for Q3 2015, worth a combined $134M — down 8.3% from $147M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of SABA and 9 opened new positions — a net loss of 1 holder — while 39 trimmed existing stakes and 28 added.

The largest buyer was Private Management Group, adding an estimated $11.1M. The largest seller was Morgan Stanley, cutting an estimated $3.72M.

  • 122 institutional investors held Saba Capital Income & Opportunities Fund II (SABA) as of Q3 2015, down from 125 in Q2 2015.
  • Funds reported $134M of Saba Capital Income & Opportunities Fund II stock for Q3 2015, down 8.3% quarter-over-quarter.
  • 9 funds opened new Saba Capital Income & Opportunities Fund II positions in Q3 2015 and 10 closed out, a net change of -1 holder.
  • The largest Saba Capital Income & Opportunities Fund II buyer in Q3 2015 was Private Management Group, an estimated $11.1M added.
  • The largest Saba Capital Income & Opportunities Fund II seller in Q3 2015 was Morgan Stanley, an estimated $3.72M sold.

Based on aggregated 13F filings for Q3 2015.