Saba Capital Management

Saba Capital Management as of Sept. 30, 2013

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 151 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 9.6 $116M 1.3M 91.56
Lear Corporation (LEA) 5.1 $61M 850k 71.57
SPDR Barclays Capital High Yield B 4.9 $59M 1.5M 39.84
Mbia (MBI) 4.7 $57M 5.6M 10.23
Assured Guaranty (AGO) 3.9 $47M 2.5M 18.75
Pimco Dynamic Credit Income other 3.6 $43M 1.9M 22.25
Staples 3.4 $41M 2.8M 14.65
Freeport-McMoRan Copper & Gold (FCX) 3.1 $38M 1.1M 33.08
United States Steel Corporation (X) 2.9 $34M 1.7M 20.59
Golar Lng (GLNG) 2.9 $34M 910k 37.67
SLM Corporation (SLM) 2.7 $32M 1.3M 24.90
General Motors Company (GM) 2.6 $32M 884k 35.97
Alcoa 2.3 $28M 3.4M 8.12
Ipath S&p 500 Vix Short Term F 1.6 $19M 320k 58.80
Arcelormittal Sa Luxembourg mand cv nt 16 1.4 $17M 800k 21.49
Pimco Dynamic Incm Fund (PDI) 1.4 $17M 578k 28.69
Doubleline Income Solutions (DSL) 1.4 $16M 740k 21.95
Radian (RDN) 1.3 $16M 1.1M 13.93
iShares Lehman Aggregate Bond (AGG) 1.2 $15M 139k 107.20
Blackrock Multi-sector Incom other (BIT) 1.2 $14M 858k 16.67
Teekay Shipping Marshall Isl (TK) 1.2 $14M 332k 42.75
BlackRock Credit All Inc Trust IV (BTZ) 1.1 $13M 1.0M 13.04
Stanley Black & Decker (SWK) 1.0 $13M 138k 90.57
Amkor Technology (AMKR) 1.0 $12M 2.9M 4.29
Wells Fargo Adv Inc Opport Fund (EAD) 1.0 $12M 1.4M 9.00
Delta Air Lines (DAL) 1.0 $12M 500k 23.59
Foster Wheeler Ltd Com Stk 1.0 $12M 439k 26.34
Aberdeen Asia-Pacific Income Fund (FAX) 1.0 $12M 1.9M 6.06
Metropcs Communications (TMUS) 0.9 $11M 431k 25.97
Corning Incorporated (GLW) 0.9 $11M 748k 14.59
Hillshire Brands 0.9 $11M 350k 30.74
Popular (BPOP) 0.9 $10M 396k 26.25
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.7 $8.9M 496k 17.94
Crosstex Energy 0.7 $8.8M 422k 20.89
Encana Corp 0.7 $8.7M 502k 17.33
BlackRock Debt Strategies Fund 0.7 $8.6M 2.1M 4.02
Lexmark International 0.7 $8.3M 250k 33.00
Western Asst High Incm Opprtnty Fnd (HIO) 0.7 $8.1M 1.4M 5.97
MGM Resorts International. (MGM) 0.6 $7.3M 355k 20.44
Devon Energy Corporation (DVN) 0.6 $7.1M 122k 57.76
HCP 0.6 $7.0M 172k 40.95
BlackRock Corporate High Yield Fund VI (HYT) 0.6 $7.0M 595k 11.76
Apollo Tactical Income Fd In (AIF) 0.6 $6.7M 401k 16.70
Tenet Healthcare Corporation (THC) 0.6 $6.6M 159k 41.19
BlackRock Corporate High Yield Fund 0.5 $6.3M 880k 7.19
Hasbro (HAS) 0.5 $6.3M 133k 47.14
Entergy Corporation (ETR) 0.5 $6.3M 99k 63.19
BlackRock Corporate High Yield Fund V In 0.5 $6.0M 496k 12.12
Community Health Systems (CYH) 0.5 $5.8M 141k 41.50
Eaton Vance Limited Duration Income Fund (EVV) 0.5 $5.8M 369k 15.64
J.C. Penney Company 0.5 $5.6M 630k 8.82
Kaiser Aluminum (KALU) 0.5 $5.6M 78k 71.25
Universal Health Services (UHS) 0.4 $5.3M 70k 74.99
Dillard's (DDS) 0.4 $5.3M 68k 78.31
Western Asset Global High Income Fnd (EHI) 0.4 $4.9M 396k 12.35
Weatherford International Lt reg 0.4 $4.8M 316k 15.33
Vanguard Total Bond Market ETF (BND) 0.4 $4.8M 59k 80.87
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.4 $4.8M 57k 83.42
Wendy's/arby's Group (WEN) 0.4 $4.8M 565k 8.48
AllianceBernstein Global Hgh Incm (AWF) 0.4 $4.7M 313k 15.03
BlackRock Corporate High Yield Fund III 0.4 $4.7M 643k 7.30
First Tr Inter Duration Pfd & Income (FPF) 0.4 $4.7M 219k 21.35
Wstrn Asst Emrgng Mrkts Incm Fnd 0.4 $4.3M 344k 12.54
BlackRock Core Bond Trust (BHK) 0.4 $4.4M 337k 13.00
Nuveen Mtg opportunity term (JLS) 0.4 $4.4M 184k 23.76
Hca Holdings (HCA) 0.4 $4.3M 101k 42.75
BlackRock Income Opportunity Trust 0.3 $4.2M 422k 9.90
Morgan Stanley Emerging Markets Domestic (EDD) 0.3 $4.2M 294k 14.10
CSX Corporation (CSX) 0.3 $4.1M 159k 25.74
Western Asset Managed High Incm Fnd 0.3 $4.1M 727k 5.69
Brookfield Mortg. Opportunity bond etf 0.3 $4.1M 240k 16.95
Norfolk Southern (NSC) 0.3 $3.9M 50k 77.35
Western Asset Hgh Yld Dfnd (HYI) 0.3 $3.6M 199k 17.86
Blackrock High Income Shares 0.3 $3.4M 1.6M 2.08
Forest Oil Corporation 0.3 $3.3M 535k 6.10
Itron (ITRI) 0.3 $3.2M 75k 42.83
iShares Barclays Credit Bond Fund (USIG) 0.3 $3.3M 31k 107.16
Mack-Cali Realty (VRE) 0.3 $3.1M 143k 21.94
Western Asset Global Cp Defi (GDO) 0.2 $3.0M 171k 17.79
Western Asset Glbl Partners Incm Fnd 0.2 $2.9M 259k 11.12
BlackRock Ltd. Duration Income Trust (BLW) 0.2 $2.7M 160k 16.97
Transocean (RIG) 0.2 $2.5M 56k 44.50
American Capital Agency 0.2 $2.4M 107k 22.57
Lehman Brothers First Trust IOF (NHS) 0.2 $2.4M 182k 13.06
Flaherty & Crumrine Dyn P (DFP) 0.2 $2.4M 111k 21.34
Peabody Energy Corporation 0.2 $2.2M 125k 17.25
Putnam Premier Income Trust (PPT) 0.2 $2.2M 413k 5.26
Claymore Exchange-traded Fd gugg crp bd 2016 0.2 $2.1M 95k 22.24
Aberdeen Global Income Fund (FCO) 0.2 $2.1M 192k 10.83
ARMOUR Residential REIT 0.2 $2.0M 478k 4.20
Brookfield Total Return Fd I 0.2 $2.1M 90k 22.94
Blackrock Strategic Bond Trust 0.2 $1.9M 150k 12.95
NRG Energy (NRG) 0.1 $1.6M 59k 27.34
DWS High Income Trust 0.1 $1.6M 178k 9.05
Invesco Van Kampen Dyn Cr Opp Fund 0.1 $1.6M 124k 12.86
Invesco Van Kampen High Inc Trust II (VLT) 0.1 $1.5M 96k 15.92
Barrick Gold Corp (GOLD) 0.1 $1.4M 78k 18.62
Western Asset Worldwide Income Fund 0.1 $1.4M 112k 12.57
Managed High Yield Plus Fund 0.1 $1.5M 743k 2.00
First Tr High Income L/s (FSD) 0.1 $1.4M 82k 17.54
Global High Income Fund 0.1 $1.3M 127k 10.29
International Game Technology 0.1 $1.2M 63k 18.93
Guggenheim Bulletshar 0.1 $1.2M 56k 21.88
LEGG MASON BW GLOBAL Income 0.1 $1.1M 69k 16.73
Annaly Capital Management 0.1 $1.1M 93k 11.58
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.1 $1.1M 83k 12.87
MFS Government Markets Income Trust (MGF) 0.1 $1.1M 191k 5.67
BlackRock High Yield Trust 0.1 $1.1M 156k 6.90
Stone Hbr Emerg Mrkts (EDF) 0.1 $1.1M 56k 19.63
Ag Mtg Invt Tr 0.1 $928k 56k 16.62
Alpha Natural Resources 0.1 $828k 139k 5.96
Herbalife Ltd Com Stk (HLF) 0.1 $788k 11k 69.73
Thermon Group Holdings (THR) 0.1 $857k 37k 23.10
Calamos Global Dynamic Income Fund (CHW) 0.1 $691k 81k 8.52
Western Asset Mrtg Defined Oppn Fund (DMO) 0.1 $763k 34k 22.51
Nuveen Preferred And equity (JPI) 0.1 $767k 34k 22.68
Dynegy Inc New Del *w exp 99/99/999 0.1 $705k 511k 1.38
Polypore International 0.1 $598k 15k 40.95
LMP Capital and Income Fund (SCD) 0.1 $639k 43k 14.86
MFS Multimarket Income Trust (MMT) 0.1 $609k 92k 6.61
Delaware Enhanced Glbl. Div. & Inc. Fund 0.1 $545k 46k 11.90
Bioamber 0.1 $625k 128k 4.90
Invesco Mortgage Capital 0.0 $508k 33k 15.39
Vanguard Long-Term Bond ETF (BLV) 0.0 $430k 5.2k 83.09
MFS Charter Income Trust (MCR) 0.0 $532k 59k 8.96
Nuveen Diversified Dividend & Income 0.0 $534k 48k 11.19
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $482k 5.9k 82.04
Avenue Income Cr Strat 0.0 $500k 30k 16.90
Apollo Residential Mortgage 0.0 $438k 30k 14.60
First Trust Strategic 0.0 $528k 33k 15.92
Time Warner Cable 0.0 $396k 3.5k 111.61
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.0 $344k 37k 9.35
Strategic Global Income Fund 0.0 $316k 34k 9.30
First Trust/Aberdeen Global Opportunity (FAM) 0.0 $387k 27k 14.55
Ares Dynamic Cr Allocation (ARDC) 0.0 $355k 20k 18.13
Nuveen Floating Rate Income Fund (JFR) 0.0 $274k 23k 11.95
Nuveen Senior Income Fund 0.0 $223k 31k 7.20
Clough Global Allocation Fun (GLV) 0.0 $188k 12k 15.20
Morgan Stanley Emerging Markets Debt (MSD) 0.0 $218k 22k 9.99
Apollo Sr Floating Rate Fd I (AFT) 0.0 $266k 15k 17.85
Nexpoint Credit Strategies 0.0 $194k 25k 7.67
Stone Hbr Emerg Mkts Tl 0.0 $234k 12k 19.93
Eaton Vance Fltg Rate In 0.0 $254k 14k 17.88
Nuveen Flexible Invt Income 0.0 $211k 13k 16.59
MFS Intermediate Income Trust (MIN) 0.0 $130k 24k 5.33
Calamos Convertible & Hi Income Fund (CHY) 0.0 $130k 10k 12.55
MFS InterMarket Income Trust I 0.0 $163k 20k 8.02
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 0.0 $100k 14k 6.94
Alpine Global Dynamic Dividend Fund 0.0 $65k 14k 4.78
Cys Investments 0.0 $134k 17k 8.12
Bioamber Inc wrt 0.0 $103k 129k 0.80