Saba Capital Management

Saba Capital Management as of June 30, 2016

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 91 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock Debt Strategies Fund 7.5 $84M 24M 3.53
Gap (GAP) 7.2 $80M 3.8M 21.22
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 6.3 $71M 5.6M 12.65
Franklin Templeton (FTF) 4.2 $47M 4.0M 11.60
Transocean (RIG) 3.9 $43M 3.7M 11.89
Western Digital (WDC) 3.4 $38M 796k 47.26
Blackstone Gso Strategic (BGB) 3.3 $37M 2.6M 14.39
Pimco Dynamic Credit Income other 3.2 $36M 1.9M 19.13
Hess (HES) 3.0 $34M 567k 60.10
Advent Claymore Convertible Sec & Inc (AVK) 2.8 $31M 2.2M 13.95
QEP Resources 2.7 $30M 1.7M 17.63
Micron Technology (MU) 2.6 $30M 2.1M 13.76
Deutsche High Income Opport 2.5 $27M 2.0M 13.60
First Tr High Income L/s (FSD) 2.4 $27M 1.8M 14.83
MFS Charter Income Trust (MCR) 2.4 $27M 3.2M 8.47
Putnam Premier Income Trust (PPT) 2.2 $25M 5.2M 4.70
Wstrn Asst Emrgng Mrkts Incm Fnd 2.2 $25M 2.3M 10.84
iShares FTSE/Xinhua China 25 Index (FXI) 2.0 $22M 640k 34.22
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 1.9 $21M 3.8M 5.52
Canadian Natural Resources (CNQ) 1.9 $21M 687k 30.83
MFS Multimarket Income Trust (MMT) 1.8 $20M 3.3M 6.05
Deutsche High Income Tr 1.8 $20M 2.2M 8.78
Morgan Stanley Emerging Markets Domestic (EDD) 1.7 $19M 2.4M 7.67
Mbia (MBI) 1.6 $18M 2.6M 6.83
Credit Suisse AM Inc Fund (CIK) 1.6 $17M 5.9M 2.93
Deutsche Multi-mkt Income Tr Shs cef 1.5 $17M 2.1M 8.15
Anadarko Petroleum Corporation 1.5 $17M 311k 53.25
Blackstone Gso Lng Shrt Cr I (BGX) 1.4 $16M 1.1M 14.45
Eaton Vance Short Duration Diversified I (EVG) 1.3 $15M 1.1M 13.50
Vaneck Vectors Russia Index Et 1.3 $14M 826k 17.42
Seadrill 1.3 $14M 4.3M 3.24
Blackrock Multi-sector Incom other (BIT) 1.1 $12M 743k 16.55
Aberdeen Asia-Pacific Income Fund (FAX) 0.9 $11M 2.1M 5.01
Lehman Brothers First Trust IOF (NHS) 0.9 $10M 913k 10.95
Allianzgi Nfj Divid Int Prem S cefs 0.9 $9.7M 790k 12.33
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.8 $9.2M 598k 15.38
Valeant Pharmaceuticals Int 0.8 $8.6M 426k 20.14
Community Health Systems (CYH) 0.8 $8.5M 705k 12.05
Advent/Claymore Enhanced Growth & Income 0.8 $8.4M 1.0M 8.19
Invesco Van Kampen High Inc Trust II (VLT) 0.7 $7.4M 540k 13.76
LEGG MASON BW GLOBAL Income 0.7 $7.4M 569k 12.96
Western Asset Managed High Incm Fnd 0.6 $6.3M 1.3M 4.72
Western Asset Glbl Partners Incm Fnd 0.6 $6.2M 720k 8.57
California Res Corp 0.5 $5.1M 418k 12.20
Dws Strategic Income Trust 0.4 $4.8M 416k 11.47
MFS Intermediate High Income Fund (CIF) 0.4 $4.6M 1.9M 2.47
Bancroft Fund (BCV) 0.4 $4.5M 239k 18.71
Noble Corp Plc equity 0.4 $4.5M 544k 8.24
MGIC Investment (MTG) 0.4 $4.2M 699k 5.95
Delaware Investments Dividend And Income 0.4 $4.0M 400k 9.96
Western Asset Worldwide Income Fund 0.3 $3.1M 284k 10.99
Dws Global High Income Fund 0.3 $3.1M 378k 8.14
Putnam High Income Securities Fund 0.2 $2.8M 365k 7.67
Apollo Tactical Income Fd In (AIF) 0.2 $2.8M 197k 14.43
VIRTUS GLOBAL Multi-sec (VGI) 0.2 $2.0M 133k 15.16
Brookfield Mortg. Opportunity bond etf 0.2 $1.9M 130k 14.87
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.2 $1.8M 220k 8.08
Genworth Financial (GNW) 0.1 $1.7M 670k 2.58
Office Depot 0.1 $1.5M 465k 3.31
Ivy High Income Opportunities 0.1 $1.5M 111k 13.67
Unisys Corporation (UIS) 0.1 $1.5M 205k 7.28
Western Asset Global Cp Defi (GDO) 0.1 $1.5M 89k 17.04
First Trust Strategic 0.1 $1.5M 122k 11.96
New America High Income Fund I (HYB) 0.1 $1.3M 151k 8.55
Interval Leisure 0.1 $1.2M 78k 15.90
Radian (RDN) 0.1 $1.2M 114k 10.42
Pacholder High Yield 0.1 $1.3M 180k 7.12
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $847k 10k 84.70
Wells Fargo Adv Inc Opport Fund (EAD) 0.1 $762k 97k 7.90
Neuberger Berman Real Estate Sec (NRO) 0.1 $641k 113k 5.68
Ellsworth Fund (ECF) 0.1 $721k 92k 7.85
Morgan Stanley Emerging Markets Debt (MSD) 0.1 $649k 70k 9.25
Virtus Total Return Fund Cef 0.1 $683k 148k 4.62
Invesco Van Kampen Dyn Cr Opp Fund 0.1 $567k 51k 11.03
Bank of America Corporation (BAC) 0.0 $425k 32k 13.28
Eaton Vance Senior Income Trust (EVF) 0.0 $425k 71k 6.01
First Trust/FIDAC Mortgage Income Fund (FMY) 0.0 $489k 34k 14.43
Western Asset Hgh Yld Dfnd (HYI) 0.0 $414k 28k 15.02
Dynegy Inc New Del *w exp 99/99/999 0.0 $502k 1.4M 0.36
First Trust/Aberdeen Global Opportunity 0.0 $366k 32k 11.44
Madison Strategic Sector Premium Fund 0.0 $361k 31k 11.49
Frontier Communications 0.0 $213k 43k 4.92
LMP Capital and Income Fund (SCD) 0.0 $246k 19k 13.15
Nuveen Global Value Opportunities Fund 0.0 $207k 18k 11.69
Nuveen Diversified Dividend & Income 0.0 $184k 16k 11.67
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $253k 27k 9.32
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.0 $211k 8.9k 23.71
MVC Capital 0.0 $145k 18k 8.06
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $150k 16k 9.64
Nuveen Multi-mkt Inc Income (JMM) 0.0 $129k 17k 7.46
Community Health Sys Inc New right 01/27/2016 0.0 $8.0k 795k 0.01