Saba Capital Management

Saba Capital Management as of Dec. 31, 2013

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 195 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares iBoxx $ High Yid Corp Bond (HYG) 5.8 $101M 1.1M 92.88
Mbia (MBI) 4.4 $75M 6.3M 11.94
Pimco Dynamic Credit Income other 4.3 $75M 3.3M 22.48
Assured Guaranty (AGO) 4.1 $71M 3.0M 23.59
BlackRock Corporate High Yield Fund VI (HYT) 4.0 $70M 5.7M 12.17
iShares Lehman Aggregate Bond (AGG) 2.5 $44M 413k 106.43
BlackRock Credit All Inc Trust IV (BTZ) 2.4 $41M 3.1M 13.06
SLM Corporation (SLM) 2.3 $40M 1.5M 26.28
Morgan Stanley Emerging Markets Domestic (EDD) 2.3 $39M 3.0M 13.02
Aberdeen Asia-Pacific Income Fund (FAX) 2.2 $38M 6.6M 5.76
BlackRock Debt Strategies Fund 2.1 $37M 9.2M 3.99
Radian (RDN) 2.1 $36M 2.6M 14.12
Prudential Gl Sh Dur Hi Yld 2.0 $35M 2.0M 17.35
Staples 1.9 $32M 2.0M 15.89
General Motors Company (GM) 1.8 $32M 772k 40.87
Wells Fargo Adv Inc Opport Fund (EAD) 1.8 $31M 3.4M 9.18
Quest Diagnostics Incorporated (DGX) 1.8 $30M 567k 53.54
Blackrock Multi-sector Incom other (BIT) 1.7 $29M 1.7M 17.11
Golar Lng (GLNG) 1.6 $27M 734k 36.29
Doubleline Income Solutions (DSL) 1.5 $27M 1.3M 21.09
Ishares Tr fltg rate nt (FLOT) 1.4 $25M 488k 50.72
Meritor 1.3 $22M 2.1M 10.43
Avon Products 1.2 $21M 1.2M 17.22
Freescale Semiconductor Holdin 1.1 $19M 1.2M 16.05
Prudential Sht Duration Hg Y 1.1 $19M 1.1M 17.39
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 1.0 $17M 568k 30.69
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 1.0 $17M 1.2M 14.06
Wstrn Asst Emrgng Mrkts Incm Fnd 1.0 $17M 1.4M 11.84
Putnam Premier Income Trust (PPT) 0.9 $16M 2.9M 5.44
Pimco Dynamic Incm Fund (PDI) 0.9 $16M 542k 29.13
BlackRock Ltd. Duration Income Trust (BLW) 0.9 $15M 894k 17.12
Eaton Vance Limited Duration Income Fund (EVV) 0.9 $15M 978k 15.30
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.8 $15M 844k 17.20
Delta Air Lines (DAL) 0.8 $14M 500k 27.47
iShares Barclays Credit Bond Fund (USIG) 0.8 $13M 124k 106.90
BlackRock Core Bond Trust (BHK) 0.8 $13M 1.0M 12.88
Hillshire Brands 0.8 $13M 396k 33.44
Western Asset Managed High Incm Fnd 0.8 $13M 2.3M 5.66
Nuveen Mtg opportunity term (JLS) 0.7 $12M 523k 23.14
Forest Oil Corporation 0.7 $12M 3.2M 3.61
Western Asset Global Cp Defi (GDO) 0.7 $11M 627k 18.07
Global High Income Fund 0.6 $11M 1.1M 9.92
Western Asst High Incm Opprtnty Fnd (HIO) 0.6 $10M 1.7M 5.93
Amkor Technology (AMKR) 0.6 $9.9M 1.6M 6.13
HCP 0.6 $9.9M 273k 36.32
Corning Incorporated (GLW) 0.6 $9.8M 548k 17.82
Encana Corp 0.6 $9.7M 537k 18.05
American Capital Agency 0.6 $9.6M 500k 19.29
MGIC Investment (MTG) 0.5 $9.2M 1.1M 8.44
Barrick Gold Corp (GOLD) 0.5 $8.9M 504k 17.63
Lexmark International 0.5 $8.9M 250k 35.52
AllianceBernstein Income Fund 0.5 $8.5M 1.2M 7.13
Western Asset Hgh Yld Dfnd (HYI) 0.5 $8.5M 481k 17.71
Apollo Tactical Income Fd In (AIF) 0.5 $8.5M 470k 18.00
Alcoa 0.5 $8.2M 770k 10.63
Teekay Shipping Marshall Isl (TK) 0.5 $8.2M 171k 48.01
Entergy Corporation (ETR) 0.5 $8.2M 130k 63.27
AK Steel Holding Corporation 0.5 $8.3M 1.0M 8.20
MFS Charter Income Trust (MCR) 0.5 $8.1M 896k 9.05
MGM Resorts International. (MGM) 0.5 $7.9M 337k 23.52
Invesco Van Kampen Bond Fund (VBF) 0.5 $7.9M 446k 17.69
Lehman Brothers First Trust IOF (NHS) 0.4 $7.4M 560k 13.26
John Hancock Patriot Premium Div Fund II (PDT) 0.4 $7.0M 608k 11.60
Mack-Cali Realty (VRE) 0.4 $6.8M 317k 21.48
BlackRock Income Opportunity Trust 0.4 $6.4M 663k 9.70
First Tr Inter Duration Pfd & Income (FPF) 0.4 $6.4M 303k 21.25
Dillard's (DDS) 0.4 $6.2M 64k 97.21
Stanley Black & Decker (SWK) 0.3 $6.1M 75k 80.69
Western Asset Global High Income Fnd (EHI) 0.3 $6.1M 498k 12.24
DWS Dreman Value Income Edge Fund 0.3 $6.1M 424k 14.40
Brookfield Mortg. Opportunity bond etf 0.3 $6.0M 362k 16.57
Freeport-McMoRan Copper & Gold (FCX) 0.3 $5.8M 154k 37.74
Flextronics International Ltd Com Stk (FLEX) 0.3 $5.7M 735k 7.77
Managed High Yield Plus Fund 0.3 $5.7M 2.8M 2.03
KB Home (KBH) 0.3 $5.5M 303k 18.28
Putnam Master Int. Income (PIM) 0.3 $5.5M 1.1M 5.04
Nuveen Quality Preferred Income Fund 0.3 $5.6M 725k 7.69
LEGG MASON BW GLOBAL Income 0.3 $5.4M 323k 16.87
Franklin Templeton (FTF) 0.3 $5.1M 394k 12.99
SPDR Barclays Capital High Yield B 0.3 $5.2M 127k 40.56
DWS High Income Trust 0.3 $4.9M 535k 9.14
Wendy's/arby's Group (WEN) 0.3 $4.8M 549k 8.72
Nabors Industries 0.3 $4.6M 269k 16.99
BlackRock Floating Rate Income Strat. Fn (FRA) 0.3 $4.6M 317k 14.61
Western Asset Mrtg Defined Oppn Fund (DMO) 0.2 $4.3M 185k 23.18
Devon Energy Corporation (DVN) 0.2 $4.1M 67k 61.88
Western Asset Invest. Grade Defined Opp (IGI) 0.2 $4.1M 204k 20.20
First Tr High Income L/s (FSD) 0.2 $4.2M 244k 17.22
Tenet Healthcare Corporation (THC) 0.2 $4.1M 97k 42.13
Weatherford International Lt reg 0.2 $4.0M 260k 15.49
Roadrunner Transportation Services Hold. 0.2 $3.4M 127k 26.95
Powershares Senior Loan Portfo mf 0.2 $3.4M 135k 24.88
Supervalu 0.2 $3.3M 447k 7.29
BlackRock Income Trust 0.2 $3.2M 501k 6.48
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $3.2M 199k 16.07
Vanguard Long-Term Bond ETF (BLV) 0.2 $3.1M 38k 81.77
MFS Multimarket Income Trust (MMT) 0.2 $3.1M 471k 6.62
Blackstone Gso Lng Shrt Cr I (BGX) 0.2 $3.1M 174k 17.87
Brookfield Total Return Fd I 0.2 $3.0M 128k 23.76
Western Asset Income Fund (PAI) 0.2 $2.9M 218k 13.17
Western Asset Worldwide Income Fund 0.2 $3.0M 245k 12.18
Universal Health Services (UHS) 0.2 $2.8M 34k 81.26
Kaiser Aluminum (KALU) 0.2 $2.8M 40k 70.25
MFS Intermediate Income Trust (MIN) 0.2 $2.7M 522k 5.18
Vanguard Intermediate-Term Bond ETF (BIV) 0.2 $2.8M 34k 81.71
Crosstex Energy 0.2 $2.7M 75k 36.16
Community Health Systems (CYH) 0.1 $2.7M 68k 39.26
Western Asset Vrble Rate Strtgc Fnd 0.1 $2.5M 144k 17.52
Western Asset Glbl Partners Incm Fnd 0.1 $2.6M 243k 10.83
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.1 $2.4M 46k 51.08
Hca Holdings (HCA) 0.1 $2.3M 49k 47.72
CSX Corporation (CSX) 0.1 $2.2M 78k 28.77
Peabody Energy Corporation 0.1 $2.2M 112k 19.53
Norfolk Southern (NSC) 0.1 $2.3M 25k 92.84
Nexpoint Credit Strategies 0.1 $2.2M 229k 9.42
Flaherty & Crumrine Dyn P (DFP) 0.1 $2.3M 111k 20.53
Aberdeen Global Income Fund (FCO) 0.1 $2.0M 196k 10.37
MFS Government Markets Income Trust (MGF) 0.1 $2.0M 348k 5.73
Claymore Exchange-traded Fd gugg crp bd 2016 0.1 $2.1M 95k 22.29
First Trust Strategic 0.1 $2.1M 133k 16.05
Nuveen Preferred And equity (JPI) 0.1 $2.1M 96k 22.07
Cohen & Steers Ltd Dur Pfd I (LDP) 0.1 $2.1M 91k 22.62
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.1 $1.9M 22k 82.72
Yrc Worldwide 10% 3/31/15 pfd cv 0.1 $1.9M 2.0M 0.96
NRG Energy (NRG) 0.1 $1.7M 59k 28.72
Nuveen Multi-Strategy Income & Growth (JPC) 0.1 $1.8M 198k 8.87
Time Warner Cable 0.1 $1.5M 11k 135.46
Rovi Corporation 0.1 $1.6M 80k 19.69
Templeton Global Income Fund (SABA) 0.1 $1.5M 191k 7.95
Putnam High Income Securities Fund 0.1 $1.5M 183k 8.26
MFS Intermediate High Income Fund (CIF) 0.1 $1.6M 538k 2.89
Morgan Stanley Emerging Markets Debt (MSD) 0.1 $1.5M 159k 9.54
Avenue Income Cr Strat 0.1 $1.6M 88k 17.58
Ares Multi Strategy Cr Fd In 0.1 $1.5M 73k 21.17
International Game Technology 0.1 $1.2M 67k 18.17
iShares Lehman MBS Bond Fund (MBB) 0.1 $1.1M 11k 104.60
Nuveen Qual Preferred Inc. Fund III 0.1 $1.2M 152k 7.85
First Trust/Aberdeen Global Opportunity (FAM) 0.1 $1.3M 90k 14.05
Nuveen Mortgage opportunity trm fd2 0.1 $1.2M 53k 22.97
Morgan Stanley income sec 0.1 $1.3M 76k 16.83
Guggenheim Bulletshar 0.1 $1.2M 56k 21.88
VIRTUS GLOBAL Multi-sec (VGI) 0.1 $1.1M 67k 16.92
Blackstone Gso Strategic (BGB) 0.1 $1.3M 73k 17.80
Owens-Illinois 0.1 $1.0M 28k 35.77
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.1 $1.0M 108k 9.73
Eaton Vance Short Duration Diversified I (EVG) 0.1 $1.1M 72k 15.27
Calamos Global Dynamic Income Fund (CHW) 0.1 $1.0M 112k 8.97
Credit Suisse AM Inc Fund (CIK) 0.1 $1.0M 291k 3.56
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.1 $1.1M 82k 13.07
Cutwater Select Income 0.1 $987k 54k 18.32
Babson Cap Glb Sht Durhgh Yl 0.1 $1.0M 45k 23.11
Herbalife Ltd Com Stk (HLF) 0.1 $889k 11k 78.67
LMP Capital and Income Fund (SCD) 0.1 $849k 54k 15.76
John Hancock Preferred Income Fund III (HPS) 0.1 $794k 51k 15.59
ARMOUR Residential REIT 0.1 $928k 231k 4.01
Strategic Global Income Fund 0.1 $920k 102k 9.03
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $805k 52k 15.56
John Hancock Income Securities Trust (JHS) 0.1 $815k 57k 14.30
Dynegy Inc New Del *w exp 99/99/999 0.1 $899k 661k 1.36
Ivy High Income Opportunities 0.1 $804k 45k 17.97
Guggenheim Cr Allocation 0.1 $861k 38k 22.48
New America High Income Fund I (HYB) 0.0 $769k 80k 9.64
Transamerica Income Shares 0.0 $650k 31k 20.87
Bioamber 0.0 $740k 99k 7.48
Annaly Capital Management 0.0 $450k 45k 9.98
Polypore International 0.0 $528k 14k 38.92
Nuveen Diversified Dividend & Income 0.0 $538k 48k 11.27
Cohen & Steers Slt Pfd Incm (PSF) 0.0 $515k 21k 24.67
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $565k 46k 12.21
Spdr Series Trust barcly cap etf (SPLB) 0.0 $505k 14k 37.09
Vulcan Materials Company (VMC) 0.0 $311k 5.2k 59.39
American Income Fund (MRF) 0.0 $399k 54k 7.34
Calamos Convertible & Hi Income Fund (CHY) 0.0 $336k 26k 12.94
Nuveen Global Govt. Enhanced Income Fund 0.0 $373k 33k 11.39
MFS InterMarket Income Trust I 0.0 $313k 39k 8.11
Nuveen Quality Pref. Inc. Fund II 0.0 $280k 34k 8.15
Franklin Universal Trust (FT) 0.0 $300k 43k 6.93
Ag Mtg Invt Tr 0.0 $422k 27k 15.62
Eaton Vance Fltg Rate In 0.0 $312k 17k 18.14
Kkr Income Opportunities (KIO) 0.0 $350k 20k 17.95
Invesco Mortgage Capital 0.0 $234k 16k 14.66
BlackRock Floating Rate Income Trust (BGT) 0.0 $162k 12k 13.97
DWS Multi Market Income Trust (KMM) 0.0 $127k 14k 9.37
RMK Multi-Sector High Income Fund (HMH) 0.0 $142k 24k 6.01
LMP Corporate Loan Fund 0.0 $165k 14k 12.21
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 0.0 $235k 32k 7.27
RMK Advantage Income Fund (HAV) 0.0 $153k 17k 9.07
Ellsworth Fund (ECF) 0.0 $105k 13k 8.16
DWS Global High Income Fund 0.0 $115k 14k 8.00
iShares 10+ Year Credit Bond Fund ETF (IGLB) 0.0 $220k 4.0k 55.03
Fort Dearborn Income Securities 0.0 $256k 19k 13.79
Apollo Residential Mortgage 0.0 $215k 15k 14.81
Bioamber Inc wrt 0.0 $94k 129k 0.73
Nuveen Flexible Invt Income 0.0 $224k 14k 16.45
Alpine Global Dynamic Dividend Fund 0.0 $69k 14k 5.07