Saba Capital Management

Saba Capital Management as of June 30, 2012

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 50 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 24.4 $97M 711k 136.27
Alliance Data Systems Corp note 1.750% 8/0 8.6 $34M 20M 1.73
Assured Guaranty (AGO) 7.1 $28M 2.0M 14.10
Sherwin-Williams Company (SHW) 4.3 $17M 130k 132.35
Corning Incorporated (GLW) 4.1 $16M 1.3M 12.93
General Motors Company (GM) 3.5 $14M 705k 19.72
Boston Scientific Corporation (BSX) 3.3 $13M 2.3M 5.67
Walgreen Company 3.2 $13M 430k 29.58
Rite Aid Corporation 2.8 $11M 8.0M 1.40
Wendy's/arby's Group (WEN) 2.6 $10M 2.2M 4.72
Community Health Systems (CYH) 2.5 $10M 359k 28.03
Shaw 1.9 $7.7M 281k 27.31
Research In Motion 1.9 $7.4M 1.0M 7.39
Crosstex Energy 1.8 $7.1M 504k 14.00
Boyd Gaming Corporation (BYD) 1.7 $6.6M 922k 7.20
Ferro Corporation 1.6 $6.6M 1.4M 4.80
Hasbro (HAS) 1.6 $6.5M 192k 33.87
Meritor 1.6 $6.3M 1.2M 5.22
Gilead Sciences conv 1.6 $6.2M 5.0M 1.24
Tyson Foods (TSN) 1.4 $5.4M 285k 18.83
Goodyear Tire & Rubber Company (GT) 1.3 $5.2M 441k 11.81
Spansion 1.3 $5.1M 466k 10.98
Transocean (RIG) 1.1 $4.2M 94k 44.73
Level 3 Communications 1.0 $4.1M 184k 22.15
JAKKS Pacific 1.0 $4.0M 249k 16.01
Cott Corp 0.9 $3.6M 434k 8.21
C&j Energy Services 0.9 $3.6M 192k 18.50
Polypore International 0.9 $3.5M 86k 40.39
Beazer Homes USA 0.8 $3.3M 1.0M 3.25
Office Depot 0.8 $3.3M 1.5M 2.16
Leap Wireless International 0.7 $2.9M 450k 6.43
Guess? (GES) 0.7 $2.6M 85k 30.37
Clearwater Paper (CLW) 0.6 $2.4M 70k 34.12
Belo 0.6 $2.2M 347k 6.44
Synovus Financial 0.6 $2.2M 1.1M 1.98
McClatchy Company 0.6 $2.2M 1.0M 2.20
Saks Incorporated 0.5 $2.1M 202k 10.65
Alpha Natural Resources 0.5 $2.1M 239k 8.71
Dynegy 0.5 $2.0M 3.4M 0.59
Cemex SAB de CV (CX) 0.5 $1.9M 287k 6.73
FelCor Lodging Trust Incorporated 0.5 $1.9M 400k 4.70
Walter Energy 0.4 $1.6M 35k 44.15
Smithfield Foods 0.4 $1.5M 67k 21.64
A123 Systems 0.3 $1.1M 905k 1.26
Thompson Creek Metal unit 99/99/9999 0.2 $953k 50k 19.06
Advanced Micro Devices (AMD) 0.2 $857k 150k 5.73
International Game Technology 0.2 $828k 53k 15.74
Prudential Financial (PRU) 0.2 $831k 17k 48.43
A123 Sys Inc note 3.750% 4/1 0.2 $640k 2.5M 0.26
Steel Dynamics (STLD) 0.1 $481k 41k 11.71