Saba Capital Management

Saba Capital Management as of March 31, 2014

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 202 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Pimco Dynamic Credit Income other 4.9 $87M 3.8M 22.60
BlackRock Corporate High Yield Fund VI (HYT) 4.7 $84M 6.9M 12.26
Assured Guaranty (AGO) 4.3 $76M 3.0M 25.32
United States Oil Fund 4.1 $73M 2.0M 36.59
BlackRock Debt Strategies Fund 3.5 $62M 15M 4.10
Mbia (MBI) 3.2 $56M 4.0M 13.99
Blackrock Credit All Inc Tr 2.7 $48M 3.5M 13.52
Radian (RDN) 2.6 $47M 3.1M 15.03
Aberdeen Asia Pacific Incom 2.6 $46M 7.5M 6.11
Blackrock Multi-sector Incom other (BIT) 2.1 $37M 2.1M 17.75
Morgan Stanley Emerging Markets Domestic (EDD) 2.0 $35M 2.7M 13.12
Prudential Gl Sh Dur Hi Yld 1.9 $34M 2.0M 17.57
Vanguard Short Term Corporate Bond ETF (VCSH) 1.9 $34M 426k 79.98
Wells Fargo Adv Inc Opport Fund (EAD) 1.9 $33M 3.5M 9.45
KB Home (KBH) 1.8 $31M 1.8M 16.99
Putnam Premier Income Trust (PPT) 1.7 $30M 5.4M 5.53
Wstrn Asst Emrgng Mrkts Incm Fnd 1.3 $23M 1.8M 12.34
Forest Oil Corporation 1.3 $23M 12M 1.91
Western Asst High Incm Opprtnty Fnd (HIO) 1.2 $22M 3.6M 6.05
Meritor 1.2 $21M 1.7M 12.25
Ipath S&p 500 Vix S/t Fu Etn 1.2 $21M 500k 42.15
Doubleline Income Solutions (DSL) 1.2 $21M 987k 21.22
Prudential Sht Duration Hg Y 1.1 $20M 1.1M 18.09
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.1 $20M 167k 116.94
Western Asset Managed High Incm Fnd 1.1 $19M 3.4M 5.73
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 1.1 $19M 1.3M 14.50
MGIC Investment (MTG) 1.0 $19M 2.2M 8.52
Western Asset Emerging Mrkts Dbt Fnd (EMD) 1.0 $18M 1.1M 17.40
NRG Energy (NRG) 1.0 $18M 550k 31.80
MFS Charter Income Trust (MCR) 1.0 $17M 1.9M 9.13
Western Asset Global Cp Defi (GDO) 0.9 $17M 932k 18.19
Western Asset Hgh Yld Dfnd (HYI) 0.9 $16M 915k 17.88
BlackRock Ltd. Duration Income Trust (BLW) 0.9 $15M 894k 17.15
Eaton Vance Limited Duration Income Fund (EVV) 0.8 $15M 994k 15.25
Yrc Worldwide Inc Com par $.01 0.8 $15M 667k 22.50
BlackRock Core Bond Trust (BHK) 0.8 $14M 1.1M 13.44
Global High Income Fund 0.8 $14M 1.4M 9.87
Franklin Templeton (FTF) 0.8 $13M 1.0M 13.05
Nuveen Mtg opportunity term (JLS) 0.8 $13M 569k 23.47
John Hancock Patriot Premium Div Fund II (PDT) 0.7 $12M 940k 12.95
Avon Prods Inc Com Stk 0.7 $12M 824k 14.64
General Motors Company (GM) 0.7 $12M 350k 34.42
Invesco Van Kampen Bond Fund (VBF) 0.7 $12M 650k 18.18
LEGG MASON BW GLOBAL Income 0.6 $11M 603k 17.56
Golar Lng (GLNG) 0.6 $10M 250k 41.69
Hillshire Brands 0.6 $11M 281k 37.26
MFS Multimarket Income Trust (MMT) 0.6 $10M 1.6M 6.53
Lehman Brothers First Trust IOF (NHS) 0.6 $10M 759k 13.62
Barrick Gold Corp 0.6 $10M 560k 17.83
Managed High Yield Plus Fund 0.6 $9.9M 4.7M 2.12
Freeport-McMoRan Copper & Gold (FCX) 0.6 $9.8M 295k 33.07
DWS Dreman Value Income Edge Fund 0.6 $9.7M 663k 14.61
Putnam Master Int. Income (PIM) 0.5 $9.6M 1.9M 5.15
HCP 0.5 $9.4M 244k 38.79
SLM Corporation (SLM) 0.5 $9.0M 369k 24.48
Apollo Tactical Income Fd In 0.5 $8.9M 501k 17.84
Entergy Corporation (ETR) 0.5 $8.8M 131k 66.85
DWS High Income Trust 0.5 $8.6M 921k 9.39
Ak Steel Holding C Com Usd0.01 0.5 $8.7M 1.2M 7.22
First Tr High Income L/s (FSD) 0.5 $8.8M 495k 17.73
Mack-Cali Realty (VRE) 0.5 $8.2M 392k 20.79
AllianceBernstein Income Fund 0.4 $7.7M 1.1M 7.34
iShares Lehman Aggregate Bond (AGG) 0.4 $7.6M 70k 107.91
Dillard's (DDS) 0.4 $7.4M 80k 92.40
Blackrock Incm Oppnty Tr cs 0.4 $6.9M 671k 10.33
Roadrunner Transportation Services Hold. 0.4 $6.7M 266k 25.24
Brookfield Mortg. Opportunity bond etf 0.4 $6.7M 398k 16.82
Boyd Gaming Corporation (BYD) 0.4 $6.5M 492k 13.20
Nuveen Quality Preferred Income Fund 0.4 $6.4M 800k 8.05
Alcoa 0.4 $6.4M 500k 12.87
First Tr Inter Duration Pfd & Income (FPF) 0.4 $6.4M 288k 22.14
Western Asset Global High Income Fnd (EHI) 0.3 $6.0M 487k 12.30
Cooper Tire & Rubber Company 0.3 $5.8M 237k 24.30
Tenet Healthcare Corporation (THC) 0.3 $5.4M 127k 42.81
Community Health Systems (CYH) 0.3 $4.9M 125k 39.17
Nuveen Qual Preferred Inc. Fund III 0.3 $5.0M 592k 8.37
Dht Holdings (DHT) 0.3 $4.9M 634k 7.78
Brunswick Corporation (BC) 0.3 $4.7M 105k 45.29
Western Asset Worldwide Income Fund 0.3 $4.9M 394k 12.33
Wendy's/arby's Group (WEN) 0.3 $4.9M 532k 9.12
Quest Diagnostics Incorporated (DGX) 0.3 $4.6M 80k 57.92
Peabody Energy Corporation 0.2 $4.5M 274k 16.34
Flextronics International Ltd Com Stk (FLEX) 0.2 $4.5M 483k 9.24
BlackRock Floating Rate Income Strat. Fn (FRA) 0.2 $4.2M 291k 14.57
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $4.3M 258k 16.52
Weatherford International Lt reg 0.2 $4.0M 231k 17.36
Nuveen Quality Pref. Inc. Fund II 0.2 $3.9M 447k 8.68
Encana Corp 0.2 $3.8M 176k 21.38
AMKOR TECHNOLOGY INC Com Stk 0.2 $3.7M 541k 6.86
BlackRock Income Trust 0.2 $3.7M 569k 6.52
Energizer Holdings 0.2 $3.6M 36k 100.73
Western Asset Income Fund (PAI) 0.2 $3.6M 274k 13.27
Blackstone Gso Lng Shrt Cr I (BGX) 0.2 $3.6M 206k 17.61
Teekay Shipping Marshall Isl (TK) 0.2 $3.4M 60k 56.24
Putnam High Income Securities Fund 0.2 $3.3M 393k 8.37
Strategic Global Income Fund 0.2 $3.4M 373k 9.21
Western Asset Mrtg Defined Oppn Fund (DMO) 0.2 $3.5M 150k 23.09
Supervalu 0.2 $3.2M 469k 6.84
Stanley Black & Decker (SWK) 0.2 $3.0M 38k 81.23
Brookfield Total Return Fd I 0.2 $3.0M 125k 24.22
Universal Health Services (UHS) 0.2 $2.8M 34k 82.08
Western Asset Glbl Partners Incm Fnd 0.2 $2.9M 262k 10.96
Western Asset Invest. Grade Defined Opp (IGI) 0.2 $2.8M 138k 20.17
Claymore Exchange-traded Fd gugg crp bd 2014 0.2 $2.8M 131k 21.17
Devon Energy Corporation (DVN) 0.1 $2.6M 39k 66.92
Nuveen Preferred And equity (JPI) 0.1 $2.7M 118k 22.80
Aberdeen Global Income 0.1 $2.6M 241k 10.88
Buckle (BKE) 0.1 $2.5M 54k 45.80
Teck Resources Ltd cl b (TECK) 0.1 $2.5M 113k 21.68
Western Asset Vrble Rate Strtgc Fnd 0.1 $2.5M 146k 17.10
Morgan Stanley income sec 0.1 $2.4M 138k 17.54
ChipMOS Technology Bermuda 0.1 $2.4M 110k 22.06
Corning Incorporated (GLW) 0.1 $2.2M 107k 20.82
UniFirst Corporation (UNF) 0.1 $2.3M 21k 109.96
Eaton Vance Short Duration Diversified I (EVG) 0.1 $2.4M 157k 15.19
Credit Suisse AM Inc Fund (CIK) 0.1 $2.3M 625k 3.61
MFS Intermediate High Income Fund (CIF) 0.1 $2.2M 758k 2.95
Hca Holdings (HCA) 0.1 $2.3M 43k 52.51
Enlink Midstream (ENLC) 0.1 $2.4M 70k 33.94
Greif (GEF) 0.1 $2.1M 40k 52.50
Office Depot 0.1 $2.1M 502k 4.13
Nuveen Global Govt. Enhanced Income Fund 0.1 $2.1M 181k 11.57
Nexpoint Credit Strategies 0.1 $2.2M 198k 11.07
Cohen & Steers Ltd Dur Pfd I (LDP) 0.1 $2.2M 91k 23.80
Ares Multi Strategy Cr Fd In 0.1 $2.1M 97k 22.00
CSX Corporation (CSX) 0.1 $1.9M 65k 28.97
Leggett & Platt (LEG) 0.1 $1.9M 59k 32.64
Safeway 0.1 $2.0M 54k 36.94
CareFusion Corporation 0.1 $2.0M 50k 40.22
Lee Enterprises, Incorporated 0.1 $1.9M 417k 4.47
Micron Technology (MU) 0.1 $2.0M 83k 23.66
Bio-Reference Laboratories 0.1 $1.9M 70k 27.69
Avery Dennison Corp 0.1 $2.0M 39k 50.67
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.1 $2.0M 38k 51.71
First Trust Strategic 0.1 $1.9M 121k 15.93
Dynegy Inc New Del *w exp 99/99/999 0.1 $1.9M 1.1M 1.78
Norfolk Southern (NSC) 0.1 $1.8M 18k 97.18
Genuine Parts Company (GPC) 0.1 $1.8M 21k 86.86
LifePoint Hospitals 0.1 $1.7M 31k 54.55
Rock-Tenn Company 0.1 $1.7M 16k 105.56
Nuveen Multi-Strategy Income & Growth (JPC) 0.1 $1.8M 198k 9.29
iShares 10+ Year Credit Bond Fund ETF (IGLB) 0.1 $1.8M 31k 58.10
EnPro Industries (NPO) 0.1 $1.6M 22k 72.67
Masco Corporation (MAS) 0.1 $1.5M 67k 22.21
Dryships/drys 0.1 $1.5M 455k 3.23
DWS Multi Market Income Trust (KMM) 0.1 $1.4M 146k 9.51
International Game Technology 0.1 $1.2M 87k 14.06
KBR (KBR) 0.1 $1.2M 44k 26.68
New America High Income Fund I (HYB) 0.1 $1.2M 121k 9.81
iShares Barclays Credit Bond Fund (USIG) 0.1 $1.2M 11k 109.51
Franklin Universal Trust (FT) 0.1 $1.3M 177k 7.21
DWS Strategic Income Trust 0.1 $1.3M 102k 12.83
Nuveen Mortgage opportunity trm fd2 0.1 $1.2M 53k 23.34
Claymore Exchange-traded Fd gugg crp bd 2017 0.1 $1.2M 51k 22.81
Powershares Senior Loan Portfo mf 0.1 $1.3M 52k 24.81
Rite Aid Corporation 0.1 $1.1M 183k 6.27
Rovi Corporation 0.1 $1.0M 44k 22.77
Green Plains Renewable Energy (GPRE) 0.1 $1.1M 38k 29.95
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.1 $1.0M 82k 12.73
Morgan Stanley Emerging Markets Debt (MSD) 0.1 $989k 100k 9.90
VIRTUS GLOBAL Multi-sec (VGI) 0.1 $1.1M 67k 16.89
JetBlue Airways Corporation (JBLU) 0.1 $862k 99k 8.69
Owens-Illinois 0.1 $931k 28k 33.82
LMP Capital and Income Fund (SCD) 0.1 $867k 54k 16.10
MFS Government Markets Income Trust (MGF) 0.1 $866k 152k 5.70
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $871k 55k 15.74
Gaslog 0.1 $841k 36k 23.30
Claymore Etf gug blt2016 hy 0.1 $859k 32k 27.29
Blackstone Gso Strategic (BGB) 0.1 $847k 48k 17.72
Flaherty & Crumrine Dyn P (DFP) 0.1 $956k 44k 21.72
Ivy High Income Opportunities 0.1 $818k 45k 18.28
Transocean (RIG) 0.0 $703k 17k 41.32
Kaiser Aluminum (KALU) 0.0 $714k 10k 71.40
MFS Intermediate Income Trust (MIN) 0.0 $651k 126k 5.18
Werner Enterprises (WERN) 0.0 $661k 26k 25.50
Transamerica Income Shares 0.0 $646k 31k 20.74
Ishares Tr fltg rate nt (FLOT) 0.0 $665k 13k 50.71
Time Warner Cable 0.0 $487k 3.5k 137.26
Deere & Company (DE) 0.0 $513k 5.6k 90.86
McClatchy Company 0.0 $522k 81k 6.42
Polypore International 0.0 $464k 14k 34.20
American Income Fund (MRF) 0.0 $461k 61k 7.58
Nuveen Diversified Dividend & Income 0.0 $558k 48k 11.69
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $569k 46k 12.30
First Trust/Aberdeen Global Opportunity (FAM) 0.0 $530k 38k 13.95
inv grd crp bd (CORP) 0.0 $569k 5.6k 101.44
Mosaic (MOS) 0.0 $500k 10k 50.00
Nuveen Flexible Invt Income 0.0 $573k 33k 17.15
URS Corporation 0.0 $378k 8.0k 47.10
John Hancock Preferred Income Fund III (HPS) 0.0 $324k 19k 17.30
MFS InterMarket Income Trust I 0.0 $411k 49k 8.33
Nuveen Mult Curr St Gv Incm 0.0 $442k 42k 10.50
Cohen & Steers Slt Pfd Incm (PSF) 0.0 $284k 11k 24.93
Schwab Strategic Tr us aggregate b (SCHZ) 0.0 $353k 6.9k 51.07
Kkr Income Opportunities (KIO) 0.0 $348k 20k 17.85
Alpha Natural Resources 0.0 $235k 55k 4.25
Advent Clay Gbl Conv Sec 0.0 $231k 31k 7.55
Ellsworth Fund (ECF) 0.0 $111k 13k 8.63
Powershares Etf Tr Ii fnd inv gr cp 0.0 $234k 9.3k 25.17
Cutwater Select Income 0.0 $201k 10k 19.44
Bioamber Inc wrt 0.0 $162k 76k 2.13
Community Health Sys Inc New right 01/27/2016 0.0 $48k 795k 0.06