Saba Capital Management as of March 31, 2011
Portfolio Holdings for Saba Capital Management
Saba Capital Management holds 46 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 |
|---|---|---|---|---|---|
| Computer Sciences Corporation | 14.8 | $52M | 1.1M | 48.73 | |
| Ford Motor Company (F) | 13.2 | $46M | 3.1M | 14.91 | |
| ConAgra Foods (CAG) | 8.1 | $29M | 1.2M | 23.75 | |
| General Motors Company (GM) | 6.4 | $23M | 724k | 31.03 | |
| Microsoft Corporation (MSFT) | 6.3 | $22M | 870k | 25.39 | |
| Hasbro (HAS) | 5.3 | $19M | 400k | 46.84 | |
| Clorox Company (CLX) | 5.0 | $18M | 250k | 70.07 | |
| Mattel (MAT) | 3.5 | $13M | 500k | 24.93 | |
| CenturyLink | 2.6 | $9.1M | 220k | 41.55 | |
| Pmi Group | 2.4 | $8.3M | 3.1M | 2.70 | |
| EMC Corporation | 2.3 | $8.0M | 300k | 26.55 | |
| Radian (RDN) | 2.2 | $7.8M | 1.1M | 6.81 | |
| General Mtrs Co jr pfd cnv srb | 2.1 | $7.5M | 155k | 48.20 | |
| Wendy's Arby's | 2.1 | $7.3M | 1.5M | 5.03 | |
| W.R. Grace & Co. | 1.9 | $6.8M | 177k | 38.29 | |
| Liz Claiborne | 1.8 | $6.4M | 1.2M | 5.39 | |
| Phh Corp note 4.000% 4/1 | 1.7 | $5.9M | 5.0M | 1.17 | |
| Brunswick Corporation (BC) | 1.7 | $5.9M | 230k | 25.43 | |
| RadioShack Corporation | 1.6 | $5.7M | 377k | 15.01 | |
| Lincare Hldgs Inc note 2.750%11/0 | 1.5 | $5.4M | 4.5M | 1.19 | |
| United States Oil Fund | 1.1 | $4.1M | 95k | 42.61 | |
| First Industrial Realty Trust (FR) | 1.1 | $3.7M | 311k | 11.89 | |
| L-3 Communications Holdings | 0.9 | $3.2M | 41k | 78.30 | |
| Clearwater Paper (CLW) | 0.9 | $3.1M | 38k | 81.41 | |
| Office Depot | 0.8 | $2.7M | 594k | 4.63 | |
| Earthlink Inc note 3.250%11/1 | 0.8 | $2.7M | 2.5M | 1.07 | |
| Developers Diversified Rlty note 1.750%11/1 | 0.8 | $2.7M | 2.5M | 1.07 | |
| Fti Consulting Inc bond | 0.7 | $2.6M | 2.0M | 1.30 | |
| Advanced Micro Devices (AMD) | 0.7 | $2.4M | 277k | 8.60 | |
| Level 3 Communications | 0.7 | $2.3M | 1.6M | 1.47 | |
| Usec Inc note 3.000%10/0 | 0.6 | $2.0M | 2.5M | 0.81 | |
| Boyd Gaming Corporation (BYD) | 0.6 | $2.0M | 218k | 9.37 | |
| Usec | 0.5 | $1.9M | 436k | 4.40 | |
| McClatchy Company | 0.5 | $1.8M | 527k | 3.40 | |
| Rite Aid Corporation | 0.5 | $1.7M | 1.6M | 1.06 | |
| New York Times Company (NYT) | 0.5 | $1.6M | 172k | 9.47 | |
| Amerigroup Corp note 2.000% 5/1 | 0.4 | $1.6M | 1.0M | 1.56 | |
| Amkor Technology (AMKR) | 0.3 | $1.2M | 175k | 6.74 | |
| Healthcare Realty Trust Incorporated | 0.3 | $951k | 42k | 22.69 | |
| Core-Mark Holding Company | 0.2 | $866k | 26k | 33.04 | |
| Synovus Financial | 0.2 | $840k | 350k | 2.40 | |
| Leap Wireless International | 0.2 | $684k | 44k | 15.47 | |
| Cenveo | 0.1 | $521k | 80k | 6.53 | |
| Mbia (MBI) | 0.1 | $317k | 32k | 10.03 | |
| China Hydroelectric Corp | 0.1 | $265k | 37k | 7.25 | |
| China Hydroelectric Corporat w exp 01/25/201 | 0.0 | $38k | 122k | 0.31 |
