SAB Capital Management as of Sept. 30, 2012
Portfolio Holdings for SAB Capital Management
SAB Capital Management holds 14 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| American International (AIG) | 16.9 | $163M | 5.0M | 32.79 | |
| Dollar General (DG) | 16.5 | $159M | 3.1M | 51.54 | |
| Two Harbors Investment | 12.1 | $117M | 9.9M | 11.75 | |
| Invesco Mortgage Capital | 10.8 | $104M | 5.2M | 20.13 | |
| American Capital Mortgage In | 9.4 | $91M | 3.6M | 25.13 | |
| ARMOUR Residential REIT | 8.2 | $79M | 10M | 7.66 | |
| Ann | 6.9 | $66M | 1.8M | 37.73 | |
| Western Asset Mortgage cmn | 4.6 | $44M | 2.0M | 22.20 | |
| Solar Cap (SLRC) | 4.3 | $42M | 1.8M | 22.92 | |
| Annaly Cap Mgmt Inc note 5.000% 5/1 | 3.7 | $36M | 35M | 1.02 | |
| KKR & Co | 3.6 | $35M | 2.3M | 15.11 | |
| Oaktree Cap | 1.8 | $17M | 419k | 41.00 | |
| Colony Financial | 1.1 | $10M | 534k | 19.48 | |
| PFSweb | 0.0 | $226k | 78k | 2.89 |
