Saba Capital Management

Saba Capital Management as of March 31, 2015

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 128 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock Corporate High Yield Fund VI (HYT) 7.2 $69M 6.1M 11.16
Enbridge (ENB) 5.3 $51M 1.1M 48.50
BlackRock Debt Strategies Fund 5.2 $50M 13M 3.73
iShares Lehman Aggregate Bond (AGG) 5.0 $48M 433k 111.43
Transocean Ltd option 4.2 $40M 2.8M 14.67
Vanguard Total Bond Market ETF (BND) 3.2 $30M 364k 83.37
BlackRock Credit All Inc Trust IV (BTZ) 2.6 $25M 1.9M 13.46
Blackrock Multi-sector Incom other (BIT) 2.6 $25M 1.4M 17.47
Morgan Stanley Emerging Markets Domestic (EDD) 2.5 $24M 2.6M 9.26
Blackstone Gso Strategic (BGB) 2.5 $24M 1.5M 16.18
Putnam Premier Income Trust (PPT) 2.5 $24M 4.5M 5.27
Pimco Dynamic Credit Income other 2.4 $23M 1.1M 20.42
Wells Fargo Adv Inc Opport Fund (EAD) 2.4 $23M 2.6M 8.80
Western Asset Hgh Yld Dfnd (HYI) 2.2 $22M 1.3M 16.35
Western Asset Managed High Incm Fnd 2.1 $20M 3.9M 5.17
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 2.0 $19M 1.4M 13.35
CONSOL Energy 1.9 $18M 642k 27.89
Nuveen Mtg opportunity term (JLS) 1.8 $17M 729k 23.29
United States Steel Corporation (X) 1.7 $17M 676k 24.40
Global High Income Fund 1.7 $17M 1.9M 8.75
Wstrn Asst Emrgng Mrkts Incm Fnd 1.6 $16M 1.4M 11.11
Deutsche High Income Opport 1.6 $15M 1.0M 14.36
Aberdeen Asia-Pacific Income Fund (FAX) 1.5 $15M 2.7M 5.38
Franklin Templeton (FTF) 1.4 $14M 1.1M 12.17
Deutsche High Income Tr 1.4 $13M 1.5M 8.88
J.C. Penney Company 1.3 $13M 1.5M 8.41
Western Asset Global Cp Defi (GDO) 1.3 $12M 704k 17.69
Western Asst High Incm Opprtnty Fnd (HIO) 1.3 $12M 2.3M 5.32
Talisman Energy Inc Com Stk 1.2 $11M 1.5M 7.68
Managed High Yield Plus Fund 1.1 $11M 5.6M 1.92
Freeport-McMoRan Copper & Gold (FCX) 1.1 $11M 560k 18.95
Lehman Brothers First Trust IOF (NHS) 1.1 $11M 853k 12.34
Western Asset Emerging Mrkts Dbt Fnd (EMD) 1.1 $10M 656k 15.75
MFS Charter Income Trust (MCR) 1.1 $10M 1.1M 8.80
Sears Holdings Corporation 0.9 $9.1M 219k 41.38
MFS Multimarket Income Trust (MMT) 0.9 $8.7M 1.4M 6.35
Blackstone Gso Lng Shrt Cr I (BGX) 0.8 $8.2M 507k 16.14
Deutsche Multi-mkt Income Tr Shs cef 0.8 $7.6M 899k 8.46
Mbia (MBI) 0.8 $7.2M 775k 9.30
LEGG MASON BW GLOBAL Income 0.8 $7.2M 453k 15.93
BlackRock Core Bond Trust (BHK) 0.7 $6.4M 460k 13.82
Brookfield Mortg. Opportunity bond etf 0.6 $5.9M 359k 16.47
First Tr High Income L/s (FSD) 0.6 $5.7M 348k 16.38
Barrick Gold Corp (GOLD) 0.6 $5.6M 515k 10.96
Mack-Cali Realty (VRE) 0.6 $5.6M 292k 19.28
HCP 0.6 $5.2M 121k 43.21
Nuveen Qual Preferred Inc. Fund III 0.5 $4.8M 556k 8.66
John Hancock Patriot Premium Div Fund II (PDT) 0.5 $4.7M 339k 13.90
Western Asset Glbl Partners Incm Fnd 0.5 $4.6M 482k 9.57
MFS Intermediate High Income Fund (CIF) 0.4 $4.1M 1.5M 2.75
Apollo Tactical Income Fd In (AIF) 0.4 $4.1M 250k 16.31
Putnam High Income Securities Fund 0.4 $4.0M 495k 8.15
Spdr Short-term High Yield mf (SJNK) 0.4 $4.0M 136k 29.20
Dynegy Inc New Del *w exp 99/99/999 0.4 $3.6M 863k 4.22
Invesco Van Kampen Dyn Cr Opp Fund 0.4 $3.5M 291k 11.97
Western Asset Worldwide Income Fund 0.3 $3.3M 292k 11.34
Putnam Master Int. Income (PIM) 0.3 $3.3M 671k 4.90
Dws Strategic Income Trust 0.3 $3.3M 279k 11.75
Ishares Tr aaa a rated cp (QLTA) 0.3 $3.1M 59k 52.57
Oi S.a. spn adr p (OIBRQ) 0.3 $2.5M 1.6M 1.54
Vanguard Long-Term Bond ETF (BLV) 0.2 $2.4M 25k 96.30
Genworth Financial (GNW) 0.2 $2.2M 298k 7.31
Strategic Global Income Fund 0.2 $2.0M 235k 8.43
Delaware Investments Dividend And Income 0.2 $2.0M 196k 10.06
Credit Suisse AM Inc Fund (CIK) 0.2 $1.9M 592k 3.21
Trinseo S A 0.2 $1.9M 95k 19.80
Tetra Tech (TTEK) 0.2 $1.8M 74k 24.02
UniFirst Corporation (UNF) 0.2 $1.8M 15k 117.68
W.R. Grace & Co. 0.2 $1.7M 17k 98.90
Roadrunner Transportation Services Hold. 0.2 $1.8M 69k 25.27
Itron (ITRI) 0.2 $1.7M 45k 36.50
LifePoint Hospitals 0.2 $1.6M 22k 73.44
Worthington Industries (WOR) 0.2 $1.7M 63k 26.61
Eaton Vance Short Duration Diversified I (EVG) 0.2 $1.6M 112k 14.49
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $1.6M 109k 15.12
Rowan Cos 0.2 $1.7M 93k 17.71
Emcor (EME) 0.2 $1.5M 33k 46.48
KBR (KBR) 0.2 $1.6M 108k 14.48
SPX Corporation 0.2 $1.5M 18k 84.88
BlackRock Ltd. Duration Income Trust (BLW) 0.2 $1.5M 97k 15.79
Greif (GEF) 0.1 $1.5M 38k 39.26
Matrix Service Company (MTRX) 0.1 $1.3M 75k 17.56
Pimco Etf Tr 0-5 high yield (HYS) 0.1 $1.3M 13k 101.53
Cit 0.1 $1.3M 28k 45.11
Avery Dennison Corporation (AVY) 0.1 $1.2M 23k 52.90
Masco Corporation (MAS) 0.1 $1.1M 42k 26.70
SkyWest (SKYW) 0.1 $1.2M 79k 14.61
Herman Miller (MLKN) 0.1 $1.0M 37k 27.75
SPDR Barclays Capital High Yield B 0.1 $1.1M 27k 39.21
Meritor 0.1 $1.0M 80k 12.61
Macy's (M) 0.1 $961k 15k 64.90
Flextronics International Ltd Com Stk (FLEX) 0.1 $959k 8.7k 109.63
Invesco Van Kampen Bond Fund (VBF) 0.1 $910k 49k 18.71
Franklin Universal Trust (FT) 0.1 $946k 131k 7.23
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $850k 7.0k 121.72
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.1 $878k 8.3k 105.53
Nuveen Quality Preferred Income Fund 0.1 $879k 103k 8.54
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $722k 8.0k 90.58
New America High Income Fund I (HYB) 0.1 $636k 70k 9.05
Vanguard Short Term Corporate Bond ETF (VCSH) 0.1 $687k 8.6k 80.15
Guggenheim Bulletshs Etf equity 0.1 $688k 26k 26.12
Klx Inc Com $0.01 0.1 $702k 18k 38.56
Eaton Vance Limited Duration Income Fund (EVV) 0.1 $437k 30k 14.41
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $524k 35k 14.85
Vanguard Long Term Corporate Bond ETF (VCLT) 0.1 $525k 5.6k 94.09
KB Home (KBH) 0.0 $346k 22k 15.64
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $338k 27k 12.45
Morgan Stanley Emerging Markets Debt (MSD) 0.0 $383k 41k 9.26
Claymore Exchange-traded Fd gugg crp bd 2017 0.0 $383k 17k 22.84
Claymore Etf gug blt2016 hy 0.0 $389k 15k 26.37
Nuveen Multi-mkt Inc Income (JMM) 0.0 $405k 54k 7.55
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.0 $307k 34k 9.04
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.0 $248k 2.2k 110.76
LMP Capital and Income Fund (SCD) 0.0 $313k 19k 16.73
Western Asset Income Fund (PAI) 0.0 $289k 21k 13.83
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $321k 3.7k 87.59
Apollo Sr Floating Rate Fd I (AFT) 0.0 $303k 17k 17.86
VIRTUS GLOBAL Multi-sec (VGI) 0.0 $266k 16k 16.70
BlackRock Income Trust 0.0 $146k 23k 6.43
Invesco Van Kampen Senior Income Trust (VVR) 0.0 $210k 44k 4.73
LMP Corporate Loan Fund 0.0 $180k 16k 11.16
Nuveen Diversified Dividend & Income 0.0 $192k 16k 12.18
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $178k 16k 11.44
John Hancock Income Securities Trust (JHS) 0.0 $217k 15k 14.29
Morgan Stanley income sec 0.0 $207k 12k 18.00
Guggenheim Bulletshar 0.0 $213k 9.8k 21.64
Nexpoint Credit Strategies 0.0 $139k 11k 12.15
Community Health Sys Inc New right 01/27/2016 0.0 $16k 795k 0.02