SAB Capital Management as of March 31, 2011
Portfolio Holdings for SAB Capital Management
SAB Capital Management holds 22 positions in its portfolio as reported in the March 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| American Capital Agency | 11.6 | $133M | 4.6M | 29.14 | |
| Medco Health Solutions | 8.9 | $101M | 1.8M | 56.16 | |
| Express Scripts | 8.7 | $100M | 1.8M | 55.61 | |
| Liberty Global | 7.1 | $81M | 2.0M | 41.41 | |
| Kinder Morgan (KMI) | 6.8 | $77M | 2.6M | 29.64 | |
| Swift Transportation Company | 6.4 | $73M | 5.0M | 14.70 | |
| Crexus Investment | 6.0 | $69M | 6.0M | 11.42 | |
| AnnTaylor Stores | 5.9 | $67M | 2.3M | 29.11 | |
| Health Care REIT | 5.8 | $66M | 1.3M | 52.44 | |
| MFA Mortgage Investments | 5.6 | $64M | 7.8M | 8.20 | |
| MetLife (MET) | 5.5 | $63M | 1.4M | 44.73 | |
| Hca Holdings (HCA) | 5.4 | $62M | 1.8M | 33.87 | |
| Nielsen Holdings Nv | 5.3 | $61M | 2.2M | 27.31 | |
| KKR & Co | 2.9 | $33M | 2.0M | 16.41 | |
| Solar Cap (SLRC) | 2.6 | $30M | 1.3M | 23.88 | |
| Hatteras Financial | 2.2 | $25M | 884k | 28.12 | |
| PennyMac Mortgage Investment Trust (PMT) | 1.0 | $12M | 641k | 18.39 | |
| Two Harbors Investment | 0.9 | $11M | 1.0M | 10.47 | |
| Solar Senior Capital | 0.7 | $8.0M | 431k | 18.63 | |
| Gain Capital Holdings | 0.4 | $4.1M | 533k | 7.67 | |
| Medley Capital Corporation | 0.2 | $2.2M | 180k | 12.18 | |
| PFSweb | 0.0 | $390k | 78k | 4.99 |
