Saba Capital Management

Saba Capital Management as of Sept. 30, 2016

Portfolio Holdings for Saba Capital Management

Saba Capital Management holds 88 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
BlackRock Debt Strategies Fund 8.7 $89M 24M 3.65
Wells Fargo Adv Multi-Sector Inco Fund (ERC) 7.3 $74M 5.7M 12.97
Franklin Templeton (FTF) 4.8 $49M 4.0M 12.09
Gap (GAP) 4.7 $48M 2.2M 22.24
Western Digital (WDC) 4.7 $48M 814k 58.47
First Tr High Income L/s (FSD) 4.6 $47M 3.0M 15.59
Blackstone Gso Strategic (BGB) 4.3 $44M 3.0M 14.92
Advent Claymore Convertible Sec & Inc (AVK) 3.5 $36M 2.4M 14.58
QEP Resources 3.2 $33M 1.7M 19.53
Deutsche High Income Opport 2.8 $29M 2.0M 14.15
ADVENT CLAY GBL CONV SEC INC COM Bene Inter 2.6 $27M 4.6M 5.75
MFS Charter Income Trust (MCR) 2.5 $25M 2.9M 8.64
Wstrn Asst Emrgng Mrkts Incm Fnd 2.2 $23M 2.0M 11.51
Canadian Natural Resources (CNQ) 2.1 $22M 687k 32.04
Putnam Premier Income Trust (PPT) 2.1 $22M 4.5M 4.89
Mbia (MBI) 2.0 $21M 2.6M 7.79
Anadarko Petroleum Corporation 2.0 $20M 319k 63.36
iShares FTSE/Xinhua China 25 Index (FXI) 1.9 $19M 508k 38.01
Transocean (RIG) 1.9 $19M 1.8M 10.66
LEGG MASON BW GLOBAL Income 1.8 $19M 1.4M 13.58
Credit Suisse AM Inc Fund (CIK) 1.8 $19M 5.9M 3.14
MFS Multimarket Income Trust (MMT) 1.7 $18M 2.9M 6.09
Blackstone Gso Lng Shrt Cr I (BGX) 1.7 $17M 1.1M 15.54
Deutsche Multi-mkt Income Tr Shs cef 1.6 $17M 2.0M 8.55
Allianzgi Nfj Divid Int Prem S cefs 1.6 $16M 1.3M 12.64
Community Health Systems (CYH) 1.5 $15M 1.3M 11.54
Morgan Stanley Emerging Markets Domestic (EDD) 1.4 $15M 1.9M 8.03
Deutsche High Income Tr 1.4 $14M 1.5M 9.21
Seadrill 1.3 $14M 5.7M 2.37
Eaton Vance Short Duration Diversified I (EVG) 1.2 $13M 914k 13.71
Valeant Pharmaceuticals Int 1.1 $11M 447k 24.55
Hess (HES) 1.1 $11M 202k 53.62
Lehman Brothers First Trust IOF (NHS) 0.9 $9.7M 818k 11.86
Invesco Van Kampen High Inc Trust II (VLT) 0.9 $9.2M 630k 14.61
Aberdeen Asia-Pacific Income Fund 0.9 $9.0M 1.8M 5.12
Advent/Claymore Enhanced Growth & Income 0.8 $8.6M 1.0M 8.36
Western Asset Emerging Mrkts Dbt Fnd (EMD) 0.8 $8.1M 496k 16.26
General American Investors (GAM) 0.7 $7.5M 229k 32.65
Blackrock Multi-sector Incom other (BIT) 0.7 $7.2M 420k 17.07
Liberty All-Star Equity Fund (USA) 0.6 $6.5M 1.3M 5.18
California Res Corp 0.5 $5.2M 418k 12.50
Dws Strategic Income Trust 0.5 $5.0M 416k 12.12
MFS Intermediate High Income Fund (CIF) 0.4 $4.4M 1.7M 2.57
MGIC Investment (MTG) 0.4 $4.1M 517k 8.00
Western Asset Global High Income Fnd (EHI) 0.4 $4.1M 403k 10.19
Western Asst High Incm Opprtnty Fnd (HIO) 0.4 $4.0M 798k 5.05
Dws Global High Income Fund 0.3 $3.2M 378k 8.41
Western Asset Worldwide Income Fund 0.3 $3.0M 257k 11.61
Delaware Investments Dividend And Income 0.3 $2.9M 297k 9.90
Putnam High Income Securities Fund 0.3 $2.8M 353k 8.02
Apollo Tactical Income Fd In (AIF) 0.2 $2.4M 154k 15.50
First Trust Strategic 0.2 $1.9M 157k 12.34
Radian (RDN) 0.2 $1.7M 126k 13.55
Dividend & Income Fund (BXSY) 0.2 $1.7M 150k 11.22
Office Depot 0.1 $1.5M 419k 3.57
Unisys Corporation (UIS) 0.1 $1.3M 133k 9.74
Pacholder High Yield 0.1 $1.2M 172k 7.13
Tenet Healthcare Corporation (THC) 0.1 $1.2M 54k 22.66
Interval Leisure 0.1 $1.1M 63k 17.18
Royce Value Trust (RVT) 0.1 $1.0M 80k 12.66
Genworth Financial (GNW) 0.1 $942k 190k 4.96
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.1 $822k 97k 8.48
Morgan Stanley Emerging Markets Debt (MSD) 0.1 $860k 89k 9.65
Brookfield Mortg. Opportunity bond etf 0.1 $784k 52k 15.01
Alpine Total Dyn Fd New cefs 0.1 $807k 106k 7.63
Lazard Global Total Return & Income Fund (LGI) 0.1 $690k 49k 13.98
Ellsworth Fund (ECF) 0.1 $670k 82k 8.19
Virtus Total Return Fund Cef 0.1 $701k 148k 4.74
New America High Income Fund I 0.1 $601k 65k 9.21
Bancroft Fund (BCV) 0.1 $631k 30k 20.99
Lazard World Dividend & Income Fund 0.1 $592k 59k 10.10
Neuberger Berman Real Estate Sec (NRO) 0.1 $486k 85k 5.70
First Trust/FIDAC Mortgage Income Fund (FMY) 0.1 $489k 34k 14.43
VIRTUS GLOBAL Multi-sec (VGI) 0.1 $528k 33k 15.88
First Trust/Aberdeen Global Opportunity 0.0 $377k 32k 11.78
Ivy High Income Opportunities 0.0 $318k 22k 14.36
LMP Capital and Income Fund (SCD) 0.0 $158k 12k 13.63
Nuveen Global Value Opportunities Fund 0.0 $211k 18k 11.92
Wells Fargo Adv Inc Opport Fund (EAD) 0.0 $163k 20k 8.38
Clough Gbl Opps Fund Sh Ben Int closed-end fund (GLO) 0.0 $235k 24k 9.68
Delaware Enhanced Glbl. Div. & Inc. Fund 0.0 $157k 16k 10.09
Madison Strategic Sector Premium Fund 0.0 $222k 19k 11.75
Dynegy Inc New Del *w exp 99/99/999 0.0 $223k 1.4M 0.16
Noble Corp Plc equity 0.0 $204k 32k 6.32
Dbx Etf Tr dbxtr har cs 300 (ASHR) 0.0 $219k 8.9k 24.61
MVC Capital 0.0 $149k 18k 8.28
Nuveen Multi-mkt Inc Income (JMM) 0.0 $130k 17k 7.52
Community Health Sys Inc New right 01/27/2016 0.0 $8.0k 795k 0.01