Saba Capital Management as of Sept. 30, 2011
Portfolio Holdings for Saba Capital Management
Saba Capital Management holds 57 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Clorox Company (CLX) | 15.5 | $89M | 1.3M | 66.33 | |
| ConAgra Foods (CAG) | 9.6 | $56M | 2.3M | 24.22 | |
| Computer Sciences Corporation | 9.5 | $55M | 2.0M | 26.85 | |
| Hasbro (HAS) | 5.6 | $33M | 996k | 32.61 | |
| Ford Motor Company (F) | 5.2 | $30M | 3.1M | 9.67 | |
| Corning Incorporated (GLW) | 4.8 | $28M | 2.2M | 12.36 | |
| General Motors Company (GM) | 4.2 | $24M | 1.2M | 20.18 | |
| Harris Corporation | 3.0 | $18M | 511k | 34.17 | |
| Alliance Data Systems Corp note 1.750% 8/0 | 2.9 | $17M | 13M | 1.28 | |
| Morgan Stanley (MS) | 2.3 | $14M | 1.0M | 13.51 | |
| Cisco Systems (CSCO) | 2.2 | $13M | 833k | 15.50 | |
| Microsoft Corporation (MSFT) | 2.0 | $12M | 462k | 24.89 | |
| Clearwater Paper (CLW) | 1.8 | $11M | 312k | 33.98 | |
| Cytec Industries | 1.7 | $9.9M | 283k | 35.14 | |
| Sonoco Products Company (SON) | 1.6 | $9.1M | 322k | 28.23 | |
| Merck & Co (MRK) | 1.6 | $9.1M | 277k | 32.71 | |
| Harbin Electric | 1.6 | $9.0M | 436k | 20.65 | |
| Community Health Systems (CYH) | 1.5 | $8.9M | 532k | 16.64 | |
| Goodrich Corporation | 1.4 | $8.3M | 69k | 120.68 | |
| Walter Energy | 1.3 | $7.7M | 128k | 60.01 | |
| Dolby Laboratories (DLB) | 1.3 | $7.3M | 265k | 27.44 | |
| Boyd Gaming Corporation (BYD) | 1.1 | $6.6M | 1.4M | 4.90 | |
| URS Corporation | 1.1 | $6.5M | 220k | 29.66 | |
| Cott Corp | 1.1 | $6.4M | 943k | 6.81 | |
| Lincare Hldgs Inc note 2.750%11/0 | 1.1 | $6.4M | 6.2M | 1.03 | |
| Oshkosh Corporation (OSK) | 1.1 | $6.4M | 404k | 15.74 | |
| Ferro Corporation | 1.1 | $6.1M | 996k | 6.15 | |
| Pfizer (PFE) | 1.0 | $6.0M | 340k | 17.68 | |
| Office Depot | 1.0 | $5.8M | 2.8M | 2.06 | |
| W.R. Grace & Co. | 0.9 | $5.1M | 154k | 33.30 | |
| Synovus Financial | 0.9 | $5.1M | 4.8M | 1.07 | |
| Wendy's/arby's Group (WEN) | 0.9 | $5.0M | 1.1M | 4.59 | |
| Chevron Corporation (CVX) | 0.8 | $4.5M | 48k | 92.51 | |
| Yahoo! | 0.8 | $4.3M | 330k | 13.17 | |
| Pioneer Nat Res Co note 2.875% 1/1 | 0.7 | $4.2M | 3.5M | 1.20 | |
| Domtar Corp | 0.7 | $4.1M | 60k | 68.17 | |
| A123 Sys Inc note 3.750% 4/1 | 0.5 | $3.0M | 4.6M | 0.65 | |
| Lam Research Corporation (LRCX) | 0.5 | $2.7M | 72k | 37.98 | |
| International Game Technology | 0.5 | $2.7M | 188k | 14.53 | |
| Tudou Hldgs | 0.5 | $2.7M | 200k | 13.65 | |
| Sauer-Danfoss | 0.5 | $2.7M | 92k | 28.90 | |
| McClatchy Company | 0.4 | $2.6M | 1.9M | 1.34 | |
| Banco Bilbao Vizcaya Argentaria SA (BBVA) | 0.3 | $1.7M | 210k | 8.13 | |
| Nordion | 0.3 | $1.7M | 195k | 8.82 | |
| Rite Aid Corporation | 0.3 | $1.7M | 1.7M | 0.98 | |
| FelCor Lodging Trust Incorporated | 0.3 | $1.6M | 686k | 2.33 | |
| Healthcare Realty Trust Incorporated | 0.2 | $910k | 54k | 16.85 | |
| A123 Systems | 0.1 | $883k | 257k | 3.44 | |
| Cemex SAB de CV (CX) | 0.1 | $675k | 214k | 3.16 | |
| Host Hotels & Resorts (HST) | 0.1 | $597k | 55k | 10.93 | |
| Usec | 0.1 | $601k | 375k | 1.60 | |
| Core-Mark Holding Company | 0.1 | $465k | 15k | 30.56 | |
| Commercial Metals Company (CMC) | 0.1 | $278k | 29k | 9.51 | |
| Pmi Group | 0.1 | $261k | 1.3M | 0.20 | |
| Mbia (MBI) | 0.0 | $230k | 32k | 7.28 | |
| American Axle & Manufact. Holdings (AXL) | 0.0 | $238k | 31k | 7.63 | |
| China Hydroelectric Corporat w exp 01/25/201 | 0.0 | $15k | 122k | 0.12 |
