Saba Capital Management

Saba Capital Management as of June 30, 2011

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 59 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
ConAgra Foods (CAG) 9.9 $57M 2.2M 25.81
Clorox Company (CLX) 8.8 $51M 750k 67.44
Ford Motor Company (F) 7.5 $43M 3.1M 13.79
iShares FTSE/Xinhua China 25 Index (FXI) 6.1 $35M 809k 42.95
Computer Sciences Corporation 6.0 $35M 910k 37.96
General Motors Company (GM) 4.9 $28M 931k 30.36
Microsoft Corporation (MSFT) 4.3 $24M 936k 26.00
Hasbro (HAS) 3.9 $22M 501k 43.93
Cisco Systems (CSCO) 3.4 $20M 1.3M 15.61
Corning Incorporated (GLW) 3.0 $17M 954k 18.15
iShares Dow Jones US Real Estate (IYR) 2.9 $17M 277k 60.30
Mattel (MAT) 2.4 $14M 500k 27.49
W.R. Grace & Co. 1.9 $11M 244k 45.63
Harris Corporation 1.8 $10M 231k 45.06
Boyd Gaming Corporation (BYD) 1.7 $9.6M 1.1M 8.70
Eastman Kodak Company 1.6 $9.0M 2.5M 3.58
Community Health Systems (CYH) 1.5 $8.6M 334k 25.68
Goodrich Corporation 1.5 $8.5M 89k 95.50
Chevron Corporation (CVX) 1.4 $8.3M 81k 102.85
Clearwater Paper (CLW) 1.3 $7.7M 112k 68.28
Pmi Group 1.2 $7.0M 6.5M 1.07
Wendy's Arby's 1.2 $6.9M 1.4M 5.07
MGM Resorts International. (MGM) 1.2 $6.6M 500k 13.21
Harbin Electric 1.1 $6.6M 434k 15.12
Radian (RDN) 1.1 $6.4M 1.5M 4.23
McClatchy Company 1.1 $6.4M 2.3M 2.81
Goodyear Tire Rubr Pfd 5.875% p 1.1 $6.1M 109k 55.62
Oshkosh Corporation (OSK) 1.0 $5.7M 198k 28.94
Gannett 1.0 $5.7M 395k 14.32
Phh Corp note 4.000% 4/1 1.0 $5.6M 5.0M 1.12
Cott Corp 1.0 $5.5M 653k 8.41
RadioShack Corporation 0.9 $5.3M 398k 13.31
Lincare Hldgs Inc note 2.750%11/0 0.9 $5.3M 4.5M 1.18
Lam Research Corporation (LRCX) 0.9 $5.2M 118k 44.28
Sonoco Products Company (SON) 0.9 $5.0M 142k 35.54
Ferro Corporation 0.8 $4.5M 332k 13.44
First Industrial Realty Trust (FR) 0.6 $3.4M 300k 11.45
Lexmark International 0.5 $3.1M 105k 29.26
Office Depot 0.5 $3.0M 712k 4.22
Plains All American Pipeline (PAA) 0.5 $2.9M 46k 63.99
Energy Transfer Partners 0.5 $2.7M 56k 48.86
Developers Diversified Rlty note 1.750%11/1 0.5 $2.6M 2.5M 1.05
Alliance Data Systems Corp note 1.750% 8/0 0.5 $2.6M 2.0M 1.28
Earthlink Inc note 3.250%11/1 0.5 $2.6M 2.5M 1.04
Core-Mark Holding Company 0.4 $2.5M 70k 35.70
Synovus Financial 0.4 $2.5M 1.2M 2.08
Amkor Technology (AMKR) 0.4 $2.4M 397k 6.17
Advanced Micro Devices (AMD) 0.4 $2.3M 334k 6.99
L-3 Communications Holdings 0.3 $1.9M 22k 87.45
Usec Inc note 3.000%10/0 0.3 $1.8M 2.5M 0.73
Rite Aid Corporation 0.3 $1.8M 1.3M 1.33
Usec 0.2 $1.3M 386k 3.34
Commercial Metals Company (CMC) 0.2 $1.2M 84k 14.35
Beazer Homes USA 0.2 $988k 291k 3.39
Healthcare Realty Trust Incorporated 0.2 $957k 46k 20.62
FelCor Lodging Trust Incorporated 0.1 $542k 102k 5.33
Mbia (MBI) 0.1 $275k 32k 8.70
China Hydroelectric Corp 0.0 $149k 37k 4.07
China Hydroelectric Corporat w exp 01/25/201 0.0 $20k 122k 0.16