Saba Capital Management

Saba Capital Management as of Dec. 31, 2015

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 91 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
United States Steel Corporation (X) 6.0 $63M 7.9M 7.98
BlackRock Debt Strategies Fund 5.4 $57M 17M 3.37
CenturyLink 5.2 $54M 2.2M 25.16
Frontier Communications 4.6 $49M 10M 4.67
BlackRock Corporate High Yield Fund VI (HYT) 4.6 $49M 5.0M 9.78
Transocean (RIG) 4.6 $48M 3.9M 12.38
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 3.9 $41M 3.6M 11.32
Anadarko Petroleum Corporation 3.6 $38M 777k 48.58
Blackstone Gso Strategic (BGB) 3.2 $33M 2.5M 13.37
Pimco Dynamic Credit Income other 3.0 $31M 1.7M 18.03
Putnam Premier Income Trust (PPT) 2.8 $30M 6.0M 4.95
Devon Energy Corporation (DVN) 2.8 $29M 918k 32.00
Franklin Templeton (FTF) 2.5 $26M 2.4M 10.72
Deutsche High Income Opport 2.3 $25M 1.9M 13.06
Beazer Homes Usa (BZH) 2.2 $23M 2.0M 11.49
Rowan Companies 2.2 $23M 1.3M 16.95
iShares FTSE/Xinhua China 25 Index (FXI) 2.1 $23M 640k 35.29
Freeport-McMoRan Copper & Gold (FCX) 2.1 $23M 3.3M 6.77
Blackrock Multi-sector Incom other (BIT) 2.0 $22M 1.4M 15.81
Market Vector Russia ETF Trust 1.7 $18M 1.2M 14.65
Western Asset Managed High Incm Fnd 1.7 $18M 3.9M 4.52
Deutsche High Income Tr 1.7 $17M 2.2M 7.95
Morgan Stanley Emerging Markets Domestic (EDD) 1.6 $17M 2.5M 6.80
Western Asset Hgh Yld Dfnd (HYI) 1.6 $17M 1.2M 14.10
Western Asst High Incm Opprtnty Fnd (HIO) 1.4 $15M 3.2M 4.69
Petroleo Brasileiro SA (PBR) 1.4 $14M 3.3M 4.30
Wstrn Asst Emrgng Mrkts Incm Fnd 1.3 $14M 1.4M 9.73
Eaton Vance Short Duration Diversified I (EVG) 1.3 $13M 993k 13.41
Deutsche Multi-mkt Income Tr Shs cef 1.3 $13M 1.7M 7.64
Wells Fargo Adv Inc Opport Fund (EAD) 1.1 $11M 1.5M 7.45
Managed High Yield Plus Fund 1.0 $11M 6.1M 1.76
Lehman Brothers First Trust IOF (NHS) 1.0 $11M 1.1M 10.09
Noble Corp Plc equity 1.0 $11M 1.0M 10.55
Brookfield Mortg. Opportunity bond etf 0.9 $9.9M 674k 14.75
Credit Suisse AM Inc Fund (CIK) 0.9 $9.6M 3.4M 2.78
Global High Income Fund 0.9 $9.5M 1.1M 8.50
Blackstone Gso Lng Shrt Cr I (BGX) 0.8 $8.7M 646k 13.48
MFS Charter Income Trust (MCR) 0.8 $8.3M 1.1M 7.62
Genworth Financial (GNW) 0.8 $8.1M 2.2M 3.73
Aberdeen Asia-Pacific Income Fund (FAX) 0.8 $8.1M 1.8M 4.57
BlackRock Credit All Inc Trust IV (BTZ) 0.7 $7.7M 625k 12.34
MFS Multimarket Income Trust (MMT) 0.7 $7.5M 1.4M 5.51
Chesapeake Energy Corporation 0.6 $6.4M 1.4M 4.50
AllianceBernstein Global Hgh Incm (AWF) 0.5 $5.2M 482k 10.78
Western Asset Glbl Partners Incm Fnd 0.5 $5.0M 651k 7.73
Western Asset Global Cp Defi (GDO) 0.5 $4.9M 307k 15.80
Invesco Van Kampen High Inc Trust II (VLT) 0.4 $4.6M 360k 12.85
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.4 $4.2M 306k 13.73
Advent/Claymore Enhanced Growth & Income 0.4 $4.0M 481k 8.27
First Tr High Income L/s (FSD) 0.4 $3.9M 278k 14.08
Dws Strategic Income Trust 0.4 $3.8M 365k 10.51
HCP 0.3 $3.7M 96k 38.24
LEGG MASON BW GLOBAL Income 0.3 $3.4M 289k 11.58
MFS Intermediate High Income Fund (CIF) 0.3 $3.1M 1.4M 2.32
Brookfield Total Return Fd I 0.3 $2.8M 128k 21.95
Putnam High Income Securities Fund 0.2 $2.7M 366k 7.31
Western Asset Worldwide Income Fund 0.2 $2.6M 256k 10.08
Apollo Tactical Income Fd In (AIF) 0.2 $2.6M 184k 13.89
Prudential Gl Sh Dur Hi Yld 0.2 $2.1M 145k 14.15
Vanguard Total Bond Market ETF (BND) 0.2 $1.9M 24k 80.76
Dws Global High Income Fund 0.2 $1.9M 250k 7.55
Delaware Investments Dividend And Income 0.2 $1.8M 201k 8.82
Kate Spade & Co 0.1 $1.5M 82k 17.77
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.1 $1.3M 13k 104.58
Ivy High Income Opportunities 0.1 $1.3M 109k 12.38
Ishares Tr aaa a rated cp (QLTA) 0.1 $1.1M 23k 50.60
New America High Income Fund I (HYB) 0.1 $1.0M 136k 7.66
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $839k 10k 80.56
Oi S.a. spn 0.1 $808k 1.3M 0.61
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $747k 6.5k 114.06
iShares Barclays Inter Crd Bd Fund ETF) (IGIB) 0.1 $697k 6.5k 107.35
Pacholder High Yield 0.1 $770k 127k 6.07
Strategic Global Income Fund 0.1 $740k 84k 8.76
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $589k 41k 14.54
Interval Leisure 0.1 $532k 34k 15.62
Linn Energy 0.1 $544k 421k 1.29
Unisys Corporation (UIS) 0.1 $537k 49k 11.06
Nuveen Qual Preferred Inc. Fund III 0.1 $488k 58k 8.49
Templeton Emerging Markets Income Fund (TEI) 0.0 $426k 43k 9.97
Nuveen Multi-mkt Inc Income (JMM) 0.0 $393k 55k 7.10
BlackRock Ltd. Duration Income Trust (BLW) 0.0 $278k 19k 14.57
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $283k 27k 10.43
Dynegy Inc New Del *w exp 99/99/999 0.0 $344k 731k 0.47
Advanced Micro Devices (AMD) 0.0 $237k 83k 2.87
Putnam Master Int. Income (PIM) 0.0 $259k 57k 4.55
LMP Capital and Income Fund (SCD) 0.0 $231k 19k 12.35
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.0 $262k 2.5k 105.94
Nuveen Diversified Dividend & Income 0.0 $171k 16k 10.85
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $145k 16k 9.32
Meritor 0.0 $128k 15k 8.37
Community Health Sys Inc New right 01/27/2016 0.0 $8.0k 795k 0.01