Saba Capital Management

Saba Capital Management as of March 31, 2013

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 73 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 7.0 $52M 329k 156.55
Staples 6.7 $49M 3.7M 13.42
Hewlett-Packard Company 6.5 $48M 2.0M 23.84
Mbia (MBI) 6.2 $46M 4.5M 10.27
Quest Diagnostics Incorporated (DGX) 4.5 $33M 590k 56.46
Corning Incorporated (GLW) 4.3 $32M 2.4M 13.33
General Motors Company (GM) 3.5 $26M 923k 27.82
J.C. Penney Company 3.3 $25M 1.6M 15.11
Pitney Bowes (PBI) 3.1 $23M 1.5M 14.86
Morgan Stanley (MS) 3.0 $22M 1.0M 21.98
Goodyear Tire & Rubber Company (GT) 2.9 $21M 1.7M 12.61
Rite Aid Corporation 2.9 $21M 11M 1.90
Genworth Financial (GNW) 2.7 $20M 2.0M 10.00
Arvinmeritor Inc frnt 4.000% 2/1 2.7 $20M 25M 0.81
Golar Lng (GLNG) 2.6 $20M 530k 36.96
Teekay Shipping Marshall Isl (TK) 2.5 $19M 517k 35.96
Crosstex Energy 2.4 $18M 936k 19.26
Arcelormittal Sa Luxembourg mand cv nt 16 2.3 $17M 800k 21.02
Weatherford International Lt reg 2.0 $15M 1.2M 12.14
American International (AIG) 1.9 $14M 370k 38.82
Best Buy (BBY) 1.8 $13M 596k 22.15
MGM Resorts International. (MGM) 1.5 $11M 833k 13.15
Itron (ITRI) 1.4 $10M 223k 46.40
Actuant Corporation 1.1 $7.9M 257k 30.62
Stanley Black & Decker (SWK) 1.1 $7.7M 96k 80.97
Lexmark International 0.9 $7.0M 266k 26.40
Freeport-McMoRan Copper & Gold (FCX) 0.9 $6.6M 201k 33.10
Hasbro (HAS) 0.9 $6.5M 148k 43.94
Wendy's/arby's Group (WEN) 0.9 $6.3M 1.1M 5.67
Amkor Technology (AMKR) 0.8 $6.2M 1.6M 4.00
MGIC Investment (MTG) 0.8 $6.2M 1.2M 4.95
Entergy Corporation (ETR) 0.8 $6.1M 97k 63.24
Forest Oil Corporation 0.8 $6.0M 1.1M 5.26
Arctic Cat 0.8 $6.0M 137k 43.70
Jones Group 0.8 $5.6M 437k 12.72
Alcoa 0.6 $4.6M 545k 8.52
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.6 $4.7M 44k 105.54
CEC Entertainment 0.6 $4.6M 140k 32.75
SPDR Barclays Capital High Yield B 0.6 $4.5M 109k 41.11
Dell 0.6 $4.4M 305k 14.33
Hartford Financial Services (HIG) 0.6 $4.1M 158k 25.80
R.R. Donnelley & Sons Company 0.6 $4.1M 337k 12.05
Supervalu 0.6 $4.0M 803k 5.04
CSX Corporation (CSX) 0.5 $3.9M 159k 24.63
Norfolk Southern (NSC) 0.5 $3.9M 50k 77.07
Polypore International 0.5 $3.5M 86k 40.18
Synovus Financial 0.4 $3.1M 1.1M 2.77
Foster Wheeler Ltd Com Stk 0.4 $3.2M 140k 22.85
Meritor 0.4 $3.0M 638k 4.73
Parker Drilling Company 0.4 $3.0M 696k 4.28
Annaly Capital Management 0.3 $2.5M 160k 15.89
AK Steel Holding Corporation 0.3 $2.0M 597k 3.31
CONSOL Energy 0.2 $1.9M 55k 33.65
Powershares Senior Loan Portfo mf 0.2 $1.9M 75k 25.11
Saks Incorporated 0.2 $1.8M 157k 11.47
International Game Technology 0.2 $1.6M 95k 16.50
Boyd Gaming Corporation (BYD) 0.2 $1.5M 178k 8.27
Guess? (GES) 0.2 $1.5M 60k 24.83
Walter Energy 0.2 $1.3M 47k 28.50
Leap Wireless International 0.2 $1.3M 214k 5.89
FelCor Lodging Trust Incorporated 0.2 $1.3M 213k 5.95
Visteon Corporation (VC) 0.2 $1.2M 22k 57.69
Encana Corp 0.2 $1.2M 61k 19.44
Peabody Energy Corporation 0.1 $1.0M 48k 21.15
Vanguard Short Term Corporate Bond ETF (VCSH) 0.1 $1.1M 13k 80.37
Cemex SAB de CV (CX) 0.1 $794k 65k 12.21
Thompson Creek Metal unit 99/99/9999 0.1 $830k 50k 16.60
FTI Consulting (FCN) 0.1 $748k 20k 37.65
McClatchy Company 0.1 $743k 256k 2.90
Beazer Homes Usa (BZH) 0.1 $772k 49k 15.84
Level 3 Communications 0.1 $571k 28k 20.28
Herbalife Ltd Com Stk (HLF) 0.1 $423k 11k 37.43
Dynegy Inc New Del *w exp 99/99/999 0.1 $401k 311k 1.29