Saba Capital Management

Saba Capital Management as of Sept. 30, 2014

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 176 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock Corporate High Yield Fund VI (HYT) 5.1 $90M 7.6M 11.83
Peabody Energy Corporation 3.8 $66M 5.4M 12.38
Popular (BPOP) 3.6 $64M 2.2M 29.43
BlackRock Debt Strategies Fund 3.6 $63M 17M 3.82
Mbia (MBI) 3.4 $60M 6.5M 9.18
Pimco Dynamic Credit Income other 3.1 $56M 2.5M 22.47
BlackRock Credit All Inc Trust IV (BTZ) 2.8 $50M 3.7M 13.31
Spdr S&p 500 Etf (SPY) 2.8 $49M 249k 197.02
Tyson Foods (TSN) 2.7 $48M 1.2M 39.37
Assured Guaranty (AGO) 2.6 $47M 2.1M 22.16
Blackrock Multi-sector Incom other (BIT) 2.4 $43M 2.4M 17.74
Morgan Stanley Emerging Markets Domestic (EDD) 2.3 $41M 3.5M 11.81
J.C. Penney Company 2.3 $40M 4.0M 10.04
Aberdeen Asia-Pacific Income Fund (FAX) 2.3 $40M 6.8M 5.90
Putnam Premier Income Trust (PPT) 2.0 $36M 6.6M 5.48
Wells Fargo Adv Inc Opport Fund (EAD) 1.8 $33M 3.6M 9.05
Western Asset Hgh Yld Dfnd (HYI) 1.6 $28M 1.7M 16.61
Talisman Energy Inc Com Stk 1.6 $27M 3.2M 8.65
Blackstone Gso Strategic (BGB) 1.6 $28M 1.6M 16.78
Western Asset Managed High Incm Fnd 1.4 $25M 4.4M 5.53
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 1.4 $24M 229k 105.28
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 1.4 $24M 1.7M 13.96
MFS Charter Income Trust (MCR) 1.3 $23M 2.6M 8.86
Nuveen Mtg opportunity term (JLS) 1.2 $22M 933k 23.77
Western Asst High Incm Opprtnty Fnd (HIO) 1.2 $22M 3.8M 5.79
Wstrn Asst Emrgng Mrkts Incm Fnd 1.2 $21M 1.7M 12.03
MFS Multimarket Income Trust (MMT) 1.1 $20M 3.2M 6.42
Global High Income Fund 1.1 $19M 2.0M 9.66
Franklin Templeton (FTF) 1.0 $17M 1.4M 12.38
Western Asset Global Cp Defi (GDO) 1.0 $17M 941k 18.19
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.9 $17M 962k 17.11
SPDR Barclays Capital High Yield B 0.9 $16M 402k 40.18
John Hancock Patriot Premium Div Fund II (PDT) 0.9 $16M 1.2M 13.15
Ipath S&p 500 Vix S/t Fu Etn 0.9 $16M 500k 31.18
Vanguard Long Term Corporate Bond ETF (VCLT) 0.9 $15M 171k 89.52
BlackRock Core Bond Trust (BHK) 0.8 $15M 1.1M 13.37
Lehman Brothers First Trust IOF (NHS) 0.8 $14M 1.1M 12.91
Forest Oil Corporation 0.7 $13M 11M 1.17
Sears Holdings Corporation 0.7 $13M 511k 24.94
KB Home (KBH) 0.7 $12M 826k 14.94
Managed High Yield Plus Fund 0.7 $12M 5.8M 1.99
Deutsche High Income Tr 0.7 $12M 1.3M 8.94
Blackstone Gso Lng Shrt Cr I (BGX) 0.6 $11M 678k 16.70
Barrick Gold Corp (GOLD) 0.6 $11M 749k 14.66
Putnam Master Int. Income (PIM) 0.6 $11M 2.2M 5.03
Deutsche High Income Opport 0.6 $11M 733k 14.64
LEGG MASON BW GLOBAL Income 0.6 $10M 616k 16.92
First Tr High Income L/s (FSD) 0.6 $9.8M 576k 17.09
Brookfield Mortg. Opportunity bond etf 0.6 $9.9M 585k 16.99
Invesco Van Kampen Bond Fund (VBF) 0.6 $9.6M 519k 18.58
Apollo Tactical Income Fd In (AIF) 0.5 $9.5M 547k 17.32
Alcoa 0.5 $9.4M 584k 16.09
Mack-Cali Realty (VRE) 0.5 $9.0M 471k 19.11
Deutsche Multi-mkt Income Tr Shs cef 0.5 $9.0M 1.0M 8.86
AK Steel Holding Corporation 0.5 $8.4M 1.0M 8.01
UniFirst Corporation (UNF) 0.5 $8.1M 84k 96.59
McDermott International 0.4 $7.6M 1.3M 5.72
Nuveen Qual Preferred Inc. Fund III 0.4 $7.7M 917k 8.37
Avon Products 0.4 $7.2M 572k 12.60
KBR (KBR) 0.4 $7.1M 377k 18.83
MGIC Investment (MTG) 0.4 $6.6M 847k 7.81
Quest Diagnostics Incorporated (DGX) 0.4 $6.6M 109k 60.68
HCP 0.4 $6.6M 166k 39.71
Spdr Short-term High Yield mf (SJNK) 0.4 $6.5M 216k 29.93
Genworth Financial (GNW) 0.4 $6.4M 486k 13.10
Teekay Shipping Marshall Isl (TK) 0.4 $6.3M 96k 66.36
BlackRock Income Opportunity Trust 0.3 $6.2M 599k 10.36
Nuveen Quality Preferred Income Fund 0.3 $6.3M 768k 8.15
Rock-Tenn Company 0.3 $6.0M 125k 47.58
Rowan Companies 0.3 $6.0M 236k 25.31
Whirlpool Corporation (WHR) 0.3 $5.9M 41k 145.64
Trinseo S A 0.3 $5.8M 369k 15.73
BlackRock Ltd. Duration Income Trust (BLW) 0.3 $5.4M 336k 16.17
Western Asset Worldwide Income Fund 0.3 $5.5M 450k 12.24
Putnam High Income Securities Fund 0.3 $5.3M 643k 8.32
SPDR Barclays Cptl Shrt Term Corp Bd ETF (SPSB) 0.3 $5.3M 174k 30.69
Western Asset Glbl Partners Incm Fnd 0.3 $5.3M 511k 10.40
Roadrunner Transportation Services Hold. 0.3 $4.9M 217k 22.79
Invesco Van Kampen Dyn Cr Opp Fund 0.3 $5.0M 403k 12.35
Wendy's/arby's Group (WEN) 0.3 $4.8M 585k 8.26
Dynegy Inc New Del *w exp 99/99/999 0.2 $4.5M 1.1M 4.14
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.2 $4.2M 38k 109.31
MFS Intermediate High Income Fund (CIF) 0.2 $4.3M 1.6M 2.72
BlackRock Income Trust 0.2 $4.1M 651k 6.35
W.R. Grace & Co. 0.2 $3.7M 41k 90.94
Radian (RDN) 0.2 $3.6M 255k 14.26
Prudential Gl Sh Dur Hi Yld 0.2 $3.7M 222k 16.50
Dws Strategic Income Trust 0.2 $3.8M 311k 12.14
Arctic Cat 0.2 $3.6M 103k 34.82
Brunswick Corporation (BC) 0.2 $3.6M 85k 42.14
Eaton Vance Limited Duration Income Fund (EVV) 0.2 $3.5M 240k 14.58
Nuveen Quality Pref. Inc. Fund II 0.2 $3.5M 403k 8.71
Claymore Exchange-traded Fd gugg crp bd 2014 0.2 $3.6M 169k 21.08
Prudential Sht Duration Hg Y 0.2 $3.6M 212k 16.73
SkyWest (SKYW) 0.2 $3.4M 438k 7.78
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.2 $3.4M 385k 8.93
Strategic Global Income Fund 0.2 $3.4M 381k 8.83
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $3.2M 27k 118.21
Eaton Vance Short Duration Diversified I (EVG) 0.2 $3.2M 219k 14.67
Credit Suisse AM Inc Fund (CIK) 0.2 $3.2M 945k 3.42
Cit 0.2 $3.0M 66k 45.96
Golar Lng (GLNG) 0.2 $3.0M 45k 66.40
iShares Lehman Aggregate Bond (AGG) 0.2 $3.0M 27k 109.09
Invesco Van Kampen High Inc Trust II (VLT) 0.2 $3.0M 195k 15.56
Western Asset Income Fund (PAI) 0.2 $2.8M 209k 13.40
Delaware Investments Dividend And Income 0.1 $2.5M 254k 9.85
Huntington Ingalls Inds (HII) 0.1 $2.5M 24k 104.21
Dht Holdings (DHT) 0.1 $2.5M 413k 6.16
Advanced Emissions (ADES) 0.1 $2.5M 117k 21.27
Enlink Midstream (ENLC) 0.1 $2.5M 60k 41.33
Werner Enterprises (WERN) 0.1 $2.2M 89k 25.20
Teck Resources Ltd cl b (TECK) 0.1 $2.3M 121k 18.89
Blackstone Gso Flting Rte Fu (BSL) 0.1 $2.2M 130k 17.17
Emcor (EME) 0.1 $2.1M 52k 39.96
Tetra Tech (TTEK) 0.1 $2.0M 82k 24.98
Matrix Service Company (MTRX) 0.1 $2.2M 91k 24.12
Ishares Tr aaa a rated cp (QLTA) 0.1 $2.1M 41k 51.24
Avery Dennison Corporation (AVY) 0.1 $1.9M 43k 44.65
Deere & Company (DE) 0.1 $1.9M 24k 81.99
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.1 $2.0M 38k 52.58
NRG Energy (NRG) 0.1 $1.8M 59k 30.47
Stanley Black & Decker (SWK) 0.1 $1.8M 20k 88.79
Masco Corporation (MAS) 0.1 $1.8M 74k 23.92
AllianceBernstein Income Fund 0.1 $1.8M 244k 7.50
General Motors Company (GM) 0.1 $1.8M 55k 31.95
Nuveen Preferred And equity (JPI) 0.1 $1.8M 81k 22.91
Greif (GEF) 0.1 $1.5M 35k 43.80
Interval Leisure 0.1 $1.4M 76k 19.05
Genuine Parts Company (GPC) 0.1 $1.3M 15k 87.71
EnPro Industries (NPO) 0.1 $1.4M 23k 60.52
Franklin Universal Trust (FT) 0.1 $1.5M 207k 7.04
Nuveen Mortgage opportunity trm fd2 0.1 $1.5M 64k 23.29
Buckle (BKE) 0.1 $1.3M 29k 45.40
Lee Enterprises, Incorporated 0.1 $1.2M 355k 3.38
AEGEAN MARINE PETROLEUM Networ Com Stk 0.1 $1.2M 130k 9.17
Noranda Aluminum Holding Corporation 0.1 $1.3M 285k 4.52
ChipMOS Technology Bermuda 0.1 $1.2M 54k 22.61
Apollo Sr Floating Rate Fd I (AFT) 0.1 $1.3M 76k 17.09
International Game Technology 0.1 $1.1M 63k 16.86
Micron Technology (MU) 0.1 $1.1M 32k 34.25
Flextronics International Ltd Com Stk (FLEX) 0.1 $980k 82k 11.93
Vanguard Long-Term Bond ETF (BLV) 0.1 $975k 11k 90.23
New America High Income Fund I (HYB) 0.1 $1.1M 118k 9.41
LMP Corporate Loan Fund 0.1 $1.1M 95k 11.55
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $1.1M 73k 15.10
John Hancock Income Securities Trust (JHS) 0.1 $1.1M 75k 14.09
Powershares Senior Loan Portfo mf 0.1 $1.1M 43k 24.28
Metropcs Communications (TMUS) 0.1 $1.1M 37k 28.88
ConAgra Foods (CAG) 0.1 $900k 27k 33.06
M.D.C. Holdings (MDC) 0.1 $951k 38k 25.33
LMP Capital and Income Fund (SCD) 0.1 $911k 54k 16.91
Morgan Stanley income sec 0.1 $839k 47k 17.80
VIRTUS GLOBAL Multi-sec (VGI) 0.1 $949k 56k 17.07
Claymore Etf gug blt2016 hy 0.1 $839k 32k 26.65
Claymore Exchange-traded Fd gugg crp bd 2017 0.0 $761k 33k 22.77
Abengoa Yield 0.0 $704k 20k 35.57
Time Warner Cable 0.0 $509k 3.5k 143.46
Dryships/drys 0.0 $569k 231k 2.47
Nuveen Diversified Dividend & Income 0.0 $556k 48k 11.65
Western Asset Vrble Rate Strtgc Fnd 0.0 $446k 26k 17.07
Transamerica Income Shares 0.0 $538k 26k 20.41
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $556k 46k 12.02
Morgan Stanley Emerging Markets Debt (MSD) 0.0 $582k 60k 9.69
Hca Holdings (HCA) 0.0 $494k 7.0k 70.57
Guggenheim Bulletshs Etf equity 0.0 $457k 17k 26.46
Tenet Healthcare Corporation (THC) 0.0 $594k 10k 59.40
Nuveen Multi-mkt Inc Income (JMM) 0.0 $546k 72k 7.55
Invesco Van Kampen Senior Income Trust (VVR) 0.0 $371k 78k 4.75
Gaslog 0.0 $367k 17k 21.99
Nexpoint Credit Strategies 0.0 $267k 25k 10.64
Community Health Systems (CYH) 0.0 $219k 4.0k 54.75
Bioamber Inc wrt 0.0 $167k 68k 2.45
McClatchy Company 0.0 $34k 10k 3.40
Eaton Vance Senior Income Trust (EVF) 0.0 $73k 11k 6.54
Community Health Sys Inc New right 01/27/2016 0.0 $24k 795k 0.03
Voya Prime Rate Trust sh ben int 0.0 $65k 12k 5.46