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 |
