Saba Capital Management

Saba Capital Management as of March 31, 2012

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 39 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Alliance Data Systems Corp note 1.750% 8/0 15.5 $32M 20M 1.62
General Motors Company (GM) 7.9 $16M 637k 25.65
Corning Incorporated (GLW) 5.7 $12M 841k 14.08
Community Health Systems (CYH) 5.0 $10M 464k 22.24
Walgreen Company 4.5 $9.4M 280k 33.49
Boston Scientific Corporation (BSX) 4.5 $9.2M 1.5M 5.98
C&j Energy Services 4.0 $8.3M 469k 17.79
Pioneer Nat Res Co note 2.875% 1/1 3.8 $7.9M 4.1M 1.92
Rite Aid Corporation 3.5 $7.1M 4.1M 1.74
Boyd Gaming Corporation (BYD) 3.1 $6.4M 815k 7.84
Hasbro (HAS) 3.1 $6.3M 172k 36.72
Wendy's/arby's Group (WEN) 2.5 $5.2M 1.0M 5.01
Lincare Hldgs Inc note 2.750%11/0 2.5 $5.2M 4.7M 1.11
JAKKS Pacific 2.3 $4.7M 271k 17.45
Cott Corp 2.0 $4.2M 631k 6.59
Computer Sciences Corporation 1.9 $4.0M 134k 29.94
Level 3 Communications 1.9 $4.0M 155k 25.73
Meritor 1.9 $3.9M 486k 8.07
Ferro Corporation 1.9 $3.8M 644k 5.94
Walter Energy 1.8 $3.8M 63k 59.21
Beazer Homes USA 1.7 $3.4M 1.1M 3.25
Morgan Stanley (MS) 1.6 $3.3M 170k 19.64
Office Depot 1.6 $3.3M 966k 3.45
Alcoa Inc debt 1.6 $3.3M 2.0M 1.67
Alpha Natural Resources 1.6 $3.3M 217k 15.21
Tyson Foods (TSN) 1.5 $3.1M 161k 19.15
McClatchy Company 1.4 $2.9M 1.0M 2.89
Crosstex Energy 1.2 $2.5M 179k 14.14
Belo 1.1 $2.4M 329k 7.17
Synovus Financial 1.1 $2.2M 1.1M 2.05
Cemex SAB de CV (CX) 1.1 $2.2M 287k 7.76
Polypore International 0.9 $2.0M 56k 35.16
Dynegy 0.9 $1.9M 3.4M 0.56
FelCor Lodging Trust Incorporated 0.9 $1.8M 512k 3.60
Spansion 0.7 $1.3M 110k 12.18
A123 Sys Inc note 3.750% 4/1 0.6 $1.2M 3.8M 0.32
Saks Incorporated 0.5 $1.1M 93k 11.61
A123 Systems 0.4 $805k 718k 1.12
China Hydroelectric Corporat w exp 01/25/201 0.0 $3.7k 122k 0.03