Saba Capital Management

Saba Capital Management as of March 31, 2016

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 100 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock Debt Strategies Fund 7.9 $81M 24M 3.47
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 6.0 $61M 5.0M 12.22
Pimco Dynamic Credit Income other 5.1 $52M 3.0M 17.44
Franklin Templeton (FTF) 4.4 $45M 4.0M 11.34
Transocean (RIG) 4.3 $44M 4.8M 9.14
Hess (HES) 3.7 $38M 723k 52.65
Blackstone Gso Strategic (BGB) 3.5 $36M 2.6M 13.63
Putnam Premier Income Trust (PPT) 2.7 $28M 5.8M 4.74
Deutsche High Income Opport 2.6 $26M 2.0M 13.33
QEP Resources 2.3 $24M 1.7M 14.11
Wstrn Asst Emrgng Mrkts Incm Fnd 2.2 $23M 2.2M 10.26
iShares FTSE/Xinhua China 25 Index (FXI) 2.1 $22M 640k 33.77
Blackrock Multi-sector Incom other (BIT) 2.0 $21M 1.3M 15.81
Mbia (MBI) 2.0 $21M 2.3M 8.85
MFS Multimarket Income Trust (MMT) 2.0 $20M 3.5M 5.83
Noble Corp Plc equity 1.9 $19M 1.9M 10.35
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 1.9 $19M 3.5M 5.43
Deutsche High Income Tr 1.8 $19M 2.2M 8.48
Morgan Stanley Emerging Markets Domestic (EDD) 1.8 $19M 2.5M 7.64
Canadian Natural Resources (CNQ) 1.7 $18M 662k 27.00
Deutsche Multi-mkt Income Tr Shs cef 1.7 $17M 2.2M 7.93
First Tr High Income L/s (FSD) 1.7 $17M 1.2M 14.62
Market Vector Russia ETF Trust 1.6 $17M 1.0M 16.36
MFS Charter Income Trust (MCR) 1.6 $17M 2.1M 8.13
Blackstone Gso Lng Shrt Cr I (BGX) 1.6 $16M 1.2M 13.60
Credit Suisse AM Inc Fund (CIK) 1.6 $16M 5.6M 2.87
Radian (RDN) 1.5 $15M 1.2M 12.40
Advent Claymore Convertible Sec & Inc (AVK) 1.5 $15M 1.1M 13.21
Anadarko Petroleum Corporation 1.4 $15M 312k 46.57
Eaton Vance Short Duration Diversified I (EVG) 1.4 $15M 1.1M 13.34
Aberdeen Asia-Pacific Income Fund 1.3 $13M 2.7M 5.00
Chesapeake Energy Corporation 1.2 $12M 3.0M 4.12
Managed High Yield Plus Fund 1.1 $11M 6.2M 1.78
Lehman Brothers First Trust IOF (NHS) 0.9 $9.8M 921k 10.61
Global High Income Fund 0.9 $9.8M 1.1M 8.69
Invesco Van Kampen High Inc Trust II (VLT) 0.9 $9.3M 706k 13.24
Allianzgi Nfj Divid Int Prem S cefs 0.9 $9.4M 764k 12.26
Western Asset Managed High Incm Fnd 0.8 $8.6M 2.0M 4.43
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.8 $8.5M 583k 14.52
Advent/Claymore Enhanced Growth & Income 0.8 $8.4M 1.0M 8.21
Western Asset Hgh Yld Dfnd (HYI) 0.7 $7.2M 514k 13.94
Seadrill 0.6 $6.5M 2.0M 3.30
Freeport-McMoRan Copper & Gold (FCX) 0.6 $6.4M 622k 10.34
Wells Fargo Adv Inc Opport Fund (EAD) 0.6 $6.2M 821k 7.57
Western Asset Glbl Partners Incm Fnd 0.6 $5.8M 720k 8.02
LEGG MASON BW GLOBAL Income 0.6 $5.6M 457k 12.35
Devon Energy Corporation (DVN) 0.5 $5.3M 195k 27.44
Brookfield Mortg. Opportunity bond etf 0.5 $4.9M 333k 14.64
Eaton Vance Limited Duration Income Fund (EVV) 0.5 $4.8M 367k 13.18
MFS Intermediate High Income Fund (CIF) 0.5 $4.8M 2.0M 2.34
Dws Strategic Income Trust 0.5 $4.6M 416k 11.07
Frontier Communications 0.4 $4.4M 782k 5.59
Bancroft Fund (BCV) 0.4 $4.2M 233k 17.95
BlackRock Credit All Inc Trust IV (BTZ) 0.4 $3.9M 311k 12.52
Delaware Investments Dividend And Income 0.4 $3.7M 400k 9.13
HCP 0.3 $3.2M 100k 32.58
Valeant Pharmaceuticals Int 0.3 $3.2M 123k 26.30
Ivy High Income Opportunities 0.3 $3.2M 253k 12.73
Community Health Systems (CYH) 0.3 $3.0M 160k 18.51
Western Asset Worldwide Income Fund 0.3 $2.9M 284k 10.39
Apollo Tactical Income Fd In (AIF) 0.3 $3.0M 219k 13.61
Putnam High Income Securities Fund 0.3 $2.8M 386k 7.32
Dws Global High Income Fund 0.3 $2.9M 378k 7.72
Western Asset Global Cp Defi (GDO) 0.3 $2.6M 159k 16.49
Western Asset Global High Income Fnd (EHI) 0.2 $2.5M 273k 9.04
VIRTUS GLOBAL Multi-sec (VGI) 0.2 $2.2M 157k 14.17
Genworth Financial (GNW) 0.2 $1.9M 689k 2.73
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.2 $1.7M 220k 7.91
New America High Income Fund I 0.2 $1.6M 200k 8.07
Interval Leisure 0.1 $1.4M 99k 14.44
Office Depot 0.1 $1.4M 204k 7.10
Unisys Corporation (UIS) 0.1 $1.4M 184k 7.70
First Trust Strategic 0.1 $1.4M 122k 11.37
Pacholder High Yield 0.1 $1.1M 166k 6.35
Kate Spade & Co 0.1 $925k 36k 25.52
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $817k 10k 81.70
Strategic Global Income Fund 0.1 $752k 84k 8.91
Ellsworth Fund (ECF) 0.1 $698k 92k 7.60
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $582k 41k 14.36
Virtus Total Return Fund Cef 0.1 $627k 148k 4.24
Eaton Vance Senior Income Trust (EVF) 0.1 $539k 93k 5.79
Invesco Van Kampen Dyn Cr Opp Fund 0.1 $553k 51k 10.76
Petroleo Brasileiro SA (PBR) 0.0 $419k 72k 5.84
Western Asst High Incm Opprtnty Fnd (HIO) 0.0 $387k 82k 4.69
Morgan Stanley Emerging Markets Debt (MSD) 0.0 $440k 50k 8.78
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $260k 27k 9.58
First Trust/Aberdeen Global Opportunity 0.0 $351k 32k 10.97
Madison Strategic Sector Premium Fund 0.0 $354k 31k 11.27
Linn Energy 0.0 $154k 429k 0.36
LMP Capital and Income Fund (SCD) 0.0 $231k 19k 12.35
Neuberger Berman Real Estate Sec (NRO) 0.0 $181k 36k 5.09
Nuveen Global Value Opportunities Fund 0.0 $194k 18k 10.96
Nuveen Diversified Dividend & Income 0.0 $172k 16k 10.91
TCW Strategic Income Fund (TSI) 0.0 $199k 38k 5.21
Templeton Emerging Markets Income Fund (TEI) 0.0 $168k 16k 10.27
Dynegy Inc New Del *w exp 99/99/999 0.0 $177k 431k 0.41
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.0 $218k 8.9k 24.49
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $142k 16k 9.13
Nuveen Multi-mkt Inc Income (JMM) 0.0 $125k 17k 7.23
Community Health Sys Inc New right 01/27/2016 0.0 $8.0k 795k 0.01