Saba Capital Management

Saba Capital Management as of Dec. 31, 2011

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 54 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Clorox Company (CLX) 17.6 $90M 1.3M 66.56
Computer Sciences Corporation 9.8 $50M 2.1M 23.70
Ford Motor Company (F) 6.5 $33M 3.1M 10.76
Hasbro (HAS) 6.3 $32M 1.0M 31.89
ConAgra Foods (CAG) 6.2 $32M 1.2M 26.40
General Motors Company (GM) 5.0 $26M 1.3M 20.27
Corning Incorporated (GLW) 4.2 $22M 1.7M 12.98
Alliance Data Systems Corp note 1.750% 8/0 3.8 $19M 14M 1.38
Boston Scientific Corporation (BSX) 2.1 $11M 2.0M 5.34
Alcoa Inc debt 2.1 $11M 7.0M 1.52
Harris Corporation 2.1 $11M 292k 36.04
Cytec Industries 2.0 $10M 231k 44.65
Rite Aid Corporation 2.0 $10M 8.0M 1.26
Community Health Systems (CYH) 2.0 $10M 576k 17.45
Lincare Hldgs Inc note 2.750%11/0 1.8 $8.9M 8.2M 1.09
Dynegy 1.6 $8.0M 2.9M 2.77
United States Oil Fund 1.5 $7.8M 205k 38.11
Dolby Laboratories (DLB) 1.4 $7.4M 242k 30.51
Clearwater Paper (CLW) 1.4 $7.1M 200k 35.61
Boyd Gaming Corporation (BYD) 1.3 $6.8M 910k 7.46
Cott Corp 1.3 $6.4M 1.0M 6.26
Oshkosh Corporation (OSK) 1.2 $6.3M 293k 21.38
Walter Energy 1.1 $5.8M 96k 60.56
Ferro Corporation 1.1 $5.6M 1.1M 4.89
JAKKS Pacific 1.0 $5.1M 364k 14.11
Wendy's/arby's Group (WEN) 1.0 $5.1M 953k 5.36
Synovus Financial 0.9 $4.7M 3.4M 1.41
Nordion 0.8 $4.1M 491k 8.36
Walgreen Company 0.8 $3.9M 119k 33.06
Meritor 0.8 $3.9M 739k 5.32
Sauer-Danfoss 0.8 $3.8M 105k 36.21
Beazer Homes USA 0.7 $3.7M 1.5M 2.48
McClatchy Company 0.7 $3.6M 1.5M 2.39
Arch Coal 0.7 $3.5M 242k 14.51
AMR Corporation 0.7 $3.5M 9.9M 0.35
URS Corporation 0.7 $3.5M 100k 35.12
Office Depot 0.7 $3.4M 1.6M 2.15
Tudou Hldgs 0.6 $3.0M 273k 10.98
Morgan Stanley (MS) 0.5 $2.6M 170k 15.13
Belo 0.4 $2.2M 348k 6.30
FelCor Lodging Trust Incorporated 0.4 $2.2M 725k 3.05
Eastman Kodak Co note 7.000% 4/0 0.3 $1.8M 6.0M 0.30
CONSOL Energy 0.3 $1.7M 47k 36.70
Alpha Natural Resources 0.3 $1.7M 82k 20.42
A123 Sys Inc note 3.750% 4/1 0.3 $1.6M 4.6M 0.35
Cemex SAB de CV (CX) 0.2 $1.2M 214k 5.39
Brunswick Corporation (BC) 0.2 $1.2M 66k 18.06
A123 Systems 0.2 $1.0M 624k 1.61
Healthcare Realty Trust Incorporated 0.2 $898k 48k 18.60
International Game Technology 0.2 $808k 47k 17.19
Host Hotels & Resorts (HST) 0.1 $601k 41k 14.77
Mbia (MBI) 0.1 $366k 32k 11.58
Usec 0.1 $372k 326k 1.14
China Hydroelectric Corporat w exp 01/25/201 0.0 $6.1k 122k 0.05