Saba Capital Management

Saba Capital Management as of Sept. 30, 2015

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 96 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Barclays 20+ Yr Treas.Bond (TLT) 9.7 $124M 1.0M 123.54
CenturyLink 7.3 $93M 3.7M 25.12
United States Steel Corporation (X) 6.9 $88M 8.5M 10.42
BlackRock Corporate High Yield Fund VI (HYT) 4.8 $61M 6.2M 9.87
Petroleo Brasileiro SA (PBR) 4.6 $59M 14M 4.35
BlackRock Debt Strategies Fund 4.3 $55M 17M 3.34
Frontier Communications 4.1 $53M 11M 4.75
Transocean (RIG) 3.0 $38M 2.9M 12.92
Blackstone Gso Strategic (BGB) 2.9 $37M 2.6M 14.21
Pimco Dynamic Credit Income other 2.7 $35M 1.9M 18.27
Freeport-McMoRan Copper & Gold (FCX) 2.4 $31M 3.2M 9.69
General Motors Company (GM) 2.4 $30M 1.0M 30.02
Beazer Homes Usa (BZH) 2.2 $28M 2.1M 13.33
Putnam Premier Income Trust (PPT) 2.1 $26M 5.4M 4.89
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 2.0 $26M 2.3M 11.35
KB Home (KBH) 2.0 $26M 1.9M 13.55
Weatherford Intl Plc ord 1.9 $25M 2.9M 8.48
Deutsche High Income Opport 1.9 $24M 1.8M 13.15
iShares FTSE/Xinhua China 25 Index (FXI) 1.8 $23M 640k 35.47
Blackrock Multi-sector Incom other (BIT) 1.6 $20M 1.3M 15.71
Western Asset Managed High Incm Fnd 1.6 $20M 4.4M 4.47
Western Asset Hgh Yld Dfnd (HYI) 1.5 $19M 1.4M 14.00
Morgan Stanley Emerging Markets Domestic (EDD) 1.4 $18M 2.6M 6.88
Western Asst High Incm Opprtnty Fnd (HIO) 1.3 $17M 3.5M 4.69
Wells Fargo Adv Inc Opport Fund (EAD) 1.2 $15M 2.0M 7.57
Deutsche High Income Tr 1.1 $15M 1.9M 7.84
Franklin Templeton (FTF) 1.1 $14M 1.3M 10.90
Rowan Companies 1.1 $14M 882k 16.15
Wstrn Asst Emrgng Mrkts Incm Fnd 1.1 $14M 1.4M 9.56
J.C. Penney Company 1.0 $13M 1.4M 9.29
Deutsche Multi-mkt Income Tr Shs cef 0.9 $12M 1.6M 7.39
Lehman Brothers First Trust IOF (NHS) 0.9 $12M 1.1M 10.19
BlackRock Credit All Inc Trust IV (BTZ) 0.9 $11M 902k 12.17
Managed High Yield Plus Fund 0.8 $9.8M 6.1M 1.60
Brookfield Mortg. Opportunity bond etf 0.7 $9.0M 613k 14.74
Murphy Oil Corporation (MUR) 0.7 $8.7M 361k 24.20
Global High Income Fund 0.7 $8.7M 1.1M 7.72
Blackstone Gso Lng Shrt Cr I (BGX) 0.6 $7.8M 548k 14.25
Aberdeen Asia-Pacific Income Fund (FAX) 0.6 $7.6M 1.7M 4.50
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.5 $6.9M 521k 13.32
Nuveen Mtg opportunity term (JLS) 0.5 $6.8M 303k 22.40
Western Asset Global Cp Defi (GDO) 0.5 $6.8M 430k 15.83
MFS Charter Income Trust (MCR) 0.5 $6.6M 852k 7.75
Credit Suisse AM Inc Fund (CIK) 0.5 $6.0M 2.1M 2.83
AllianceBernstein Global Hgh Incm (AWF) 0.4 $5.6M 507k 11.07
First Tr High Income L/s (FSD) 0.4 $5.3M 378k 14.09
MFS Multimarket Income Trust (MMT) 0.4 $5.3M 940k 5.59
Western Asset Glbl Partners Incm Fnd 0.4 $5.2M 651k 7.98
Mack-Cali Realty (VRE) 0.4 $4.9M 260k 18.88
Invesco Van Kampen High Inc Trust II (VLT) 0.4 $4.5M 353k 12.87
iShares Lehman Aggregate Bond (AGG) 0.3 $4.5M 41k 109.58
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.3 $4.2M 38k 108.60
Nuveen Qual Preferred Inc. Fund III 0.3 $4.2M 521k 8.02
HCP 0.3 $4.1M 109k 37.25
Apollo Tactical Income Fd In (AIF) 0.3 $3.7M 254k 14.45
Dws Strategic Income Trust 0.3 $3.8M 365k 10.28
Putnam High Income Securities Fund 0.3 $3.5M 500k 7.05
LEGG MASON BW GLOBAL Income 0.3 $3.4M 296k 11.61
MFS Intermediate High Income Fund (CIF) 0.2 $3.1M 1.4M 2.27
Linn Energy 0.2 $2.7M 1.0M 2.69
Genworth Financial (GNW) 0.2 $2.5M 547k 4.62
Western Asset Worldwide Income Fund 0.2 $2.5M 256k 9.83
iShares 10+ Year Credit Bond Fund ETF (IGLB) 0.2 $2.3M 40k 57.04
Prudential Gl Sh Dur Hi Yld 0.2 $2.0M 145k 13.79
Dws Global High Income Fund 0.1 $1.9M 252k 7.56
Brookfield Total Return Fd I 0.1 $1.8M 85k 21.32
Delaware Investments Dividend And Income 0.1 $1.6M 194k 8.37
Oi S.a. spn adr p (OIBRQ) 0.1 $1.6M 2.3M 0.68
Ivy High Income Opportunities 0.1 $1.3M 103k 12.97
Kate Spade & Co 0.1 $1.2M 64k 19.10
Ishares Tr aaa a rated cp (QLTA) 0.1 $1.2M 23k 51.04
New America High Income Fund I (HYB) 0.1 $1.1M 136k 7.97
Dynegy Inc New Del *w exp 99/99/999 0.1 $932k 811k 1.15
Pacholder High Yield 0.1 $803k 128k 6.29
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.1 $620k 5.9k 105.19
Advent/Claymore Enhanced Growth & Income 0.1 $602k 74k 8.20
Strategic Global Income Fund 0.1 $670k 84k 7.94
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $583k 41k 14.39
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.0 $558k 5.2k 106.47
BlackRock Ltd. Duration Income Trust (BLW) 0.0 $488k 34k 14.44
Meritor 0.0 $535k 50k 10.64
Interval Leisure 0.0 $336k 18k 18.37
Mbia (MBI) 0.0 $429k 71k 6.08
Templeton Emerging Markets Income Fund (TEI) 0.0 $414k 43k 9.69
Prudential Sht Duration Hg Y 0.0 $381k 26k 14.65
Nuveen Multi-mkt Inc Income (JMM) 0.0 $366k 53k 6.95
Teck Resources Ltd cl b (TECK) 0.0 $286k 60k 4.81
Putnam Master Int. Income (PIM) 0.0 $257k 57k 4.52
LMP Capital and Income Fund (SCD) 0.0 $228k 19k 12.18
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $290k 27k 10.68
Spdr Short-term High Yield mf (SJNK) 0.0 $303k 11k 26.96
Eaton Vance Short Duration Diversified I (EVG) 0.0 $173k 13k 13.21
Eaton Vance Limited Duration Income Fund (EVV) 0.0 $146k 12k 12.64
Nuveen Diversified Dividend & Income 0.0 $163k 16k 10.34
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $144k 16k 9.26
Community Health Sys Inc New right 01/27/2016 0.0 $8.0k 795k 0.01