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SABA

Saba Capital Income & Opportunities Fund II

130 hedge funds and large institutions have $170M invested in Saba Capital Income & Opportunities Fund II in 2015 Q4 according to their latest regulatory filings, with 20 funds opening new positions, 32 increasing their positions, 41 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

82% more first-time investments, than exits

New positions opened: 20 | Existing positions closed: 11

33% more funds holding in top 10

Funds holding in top 10: 34 (+1)

26% more capital invested

Capital invested by funds: $134M → $170M (+$35.6M)

7% more funds holding

Funds holding: 122130 (+8)

1.78% more ownership

Funds ownership: 8.2%9.98% (+1.8%)

22% less repeat investments, than reductions

Existing positions increased: 32 | Existing positions reduced: 41

100% less call options, than puts

Call options by funds: $0 | Put options by funds: $6K

Holders
130
Holders Change
+8
Holders Change %
+6.56%
% of All Funds
3.41%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.1%
New
20
Increased
32
Reduced
41
Closed
11
Calls
Puts
$6K
Net Calls
-$6K
Net Calls Change
-$6K
Name Holding Trade Value Shares
Change
Change in
Stake
RCM
1
Rivernorth Capital Management
Florida
$25.4M +$4.94M +384,453 +24%
PMG
2
Private Management Group
California
$11.1M +$103K +8,007 +0.9%
Wells Fargo
3
Wells Fargo
California
$10.9M -$14.4K -1,121 -0.1%
Invesco
4
Invesco
Georgia
$8.4M -$69.3K -5,395 -0.8%
Morgan Stanley
5
Morgan Stanley
New York
$8.12M -$1.32M -103,052 -14%
EAM
6
Evanson Asset Management
California
$7.35M -$356K -27,701 -5%
LPL Financial
7
LPL Financial
California
$6.7M +$4.88M +379,616 +258%
FIM
8
Frontier Investment Management
Texas
$6.62M +$182K +14,203 +3%
Baird Financial Group
9
Baird Financial Group
Wisconsin
$5.17M -$527K -41,061 -9%
WCM
10
Windsor Capital Management
Arizona
$4.93M -$295K -22,999 -6%
UBS Group
11
UBS Group
Switzerland
$4.3M +$1.58M +123,267 +57%
Bank of America
12
Bank of America
North Carolina
$4.25M +$35.5K +2,765 +0.8%
PHS
13
Pekin Hardy Strauss
Illinois
$3.96M +$4.01M +311,875 New
GC
14
Guggenheim Capital
Illinois
$3.86M +$171K +13,285 +5%
AssetMark Inc
15
AssetMark Inc
California
$3.57M +$3.58M +278,402 +9,908%
RJFSA
16
Raymond James Financial Services Advisors
Florida
$3.42M +$2.79M +216,879 +413%
1CP
17
1607 Capital Partners
Virginia
$3.15M +$3.18M +247,952 New
LCM
18
Landscape Capital Management
New Jersey
$2.48M +$1.55M +120,728 +162%
HighTower Advisors
19
HighTower Advisors
Illinois
$2.4M +$2.43M +189,180 New
GS
20
Girard Securities
California
$2.29M +$2.31M +180,161 New
Thrivent Financial for Lutherans
21
Thrivent Financial for Lutherans
Minnesota
$2.19M
AA
22
AQR Arbitrage
Connecticut
$2.17M +$238K +18,568 +12%
NHFG
23
New Harbor Financial Group
Massachusetts
$2.14M -$1.52M -118,363 -41%
GAM
24
Gould Asset Management
California
$1.89M -$11.9K -923 -0.6%
EHC
25
Everett Harris & Co
California
$1.82M -$388K -30,202 -17%

SABA Hedge Fund Activity: Q4 2015 in Review

130 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in Saba Capital Income & Opportunities Fund II (SABA) for Q4 2015, worth a combined $170M — up 26% from $134M a quarter earlier.

Buyers outnumbered sellers: 20 funds opened new SABA positions and 11 closed out — a net gain of 9 holders — while 32 added to existing stakes and 41 trimmed.

The largest buyer was Rivernorth Capital Management, adding an estimated $4.94M. The largest seller was Doliver Advisors, cutting an estimated $2.53M.

  • 130 institutional investors held Saba Capital Income & Opportunities Fund II (SABA) as of Q4 2015, up from 122 in Q3 2015.
  • Funds reported $170M of Saba Capital Income & Opportunities Fund II stock for Q4 2015, up 26% quarter-over-quarter.
  • 20 funds opened new Saba Capital Income & Opportunities Fund II positions in Q4 2015 and 11 closed out, a net change of +9 holders.
  • The largest Saba Capital Income & Opportunities Fund II buyer in Q4 2015 was Rivernorth Capital Management, an estimated $4.94M added.
  • The largest Saba Capital Income & Opportunities Fund II seller in Q4 2015 was Doliver Advisors, an estimated $2.53M sold.

Based on aggregated 13F filings for Q4 2015.