Saba Capital Management

Saba Capital Management as of Sept. 30, 2012

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 57 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 70.1 $1.0B 7.0M 143.97
Hewlett-Packard Company 5.8 $83M 4.9M 17.06
Staples 2.6 $38M 3.3M 11.52
SPDR Gold Trust (GLD) 1.8 $26M 150k 171.89
Sherwin-Williams Company (SHW) 1.4 $19M 130k 148.91
Corning Incorporated (GLW) 1.2 $17M 1.3M 13.15
Yahoo! 1.1 $16M 1.0M 15.98
Walgreen Company 1.1 $16M 430k 36.44
Boston Scientific Corporation (BSX) 1.1 $15M 2.6M 5.74
General Motors Company (GM) 1.0 $15M 641k 22.75
Boyd Gaming Corporation (BYD) 1.0 $14M 2.0M 7.06
Best Buy (BBY) 1.0 $14M 812k 17.20
Rite Aid Corporation 0.8 $12M 10M 1.17
Community Health Systems (CYH) 0.8 $11M 372k 29.14
Wendy's/arby's Group (WEN) 0.8 $11M 2.4M 4.55
Crosstex Energy 0.5 $7.8M 555k 14.03
Gilead Sciences conv 0.5 $7.6M 5.0M 1.51
Research In Motion 0.5 $7.5M 1.0M 7.50
MGIC Investment (MTG) 0.5 $6.8M 4.5M 1.53
Lexmark International 0.5 $6.5M 293k 22.25
Hasbro (HAS) 0.5 $6.4M 167k 38.16
Spansion 0.4 $5.6M 471k 11.92
Meritor 0.4 $5.2M 1.2M 4.24
JAKKS Pacific 0.3 $4.1M 284k 14.57
Transocean (RIG) 0.3 $4.0M 89k 44.88
Guess? (GES) 0.3 $4.0M 157k 25.42
Level 3 Communications 0.3 $4.0M 174k 22.97
Morgan Stanley (MS) 0.2 $3.6M 217k 16.74
Polypore International 0.2 $3.6M 103k 35.35
Goodyear Tire & Rubber Company (GT) 0.2 $3.0M 244k 12.19
CEC Entertainment 0.2 $3.1M 102k 30.12
Office Depot 0.2 $2.8M 1.1M 2.56
Synovus Financial 0.2 $2.7M 1.1M 2.37
Beazer Homes USA 0.2 $2.5M 701k 3.55
Cemex SAB de CV (CX) 0.2 $2.4M 287k 8.33
C&j Energy Services 0.2 $2.5M 124k 19.90
McClatchy Company 0.2 $2.2M 1.0M 2.23
Saks Incorporated 0.2 $2.3M 225k 10.31
Belo 0.1 $2.2M 277k 7.83
Ferro Corporation 0.1 $2.0M 584k 3.43
CONSOL Energy 0.1 $1.9M 63k 30.05
Celanese Corporation (CE) 0.1 $1.8M 49k 37.90
International Game Technology 0.1 $1.6M 126k 13.09
Sealed Air (SEE) 0.1 $1.5M 99k 15.46
Walter Energy 0.1 $1.5M 47k 32.47
Visteon Corporation (VC) 0.1 $1.5M 35k 44.46
FelCor Lodging Trust Incorporated 0.1 $1.3M 265k 4.74
Hartford Financial Services (HIG) 0.1 $882k 45k 19.44
Leap Wireless International 0.1 $864k 127k 6.81
Thompson Creek Metal unit 99/99/9999 0.1 $856k 50k 17.12
FTI Consulting (FCN) 0.1 $745k 28k 26.68
Entergy Corporation (ETR) 0.1 $708k 10k 69.34
A123 Sys Inc note 3.750% 4/1 0.1 $706k 2.0M 0.36
Hovnanian Enterprises 0.0 $501k 145k 3.46
Ameristar Casinos 0.0 $301k 17k 17.81
A123 Systems 0.0 $226k 905k 0.25
Cott Corp 0.0 $120k 15k 7.92