Saba Capital Management as of June 30, 2012
Portfolio Holdings for Saba Capital Management
Saba Capital Management holds 50 positions in its portfolio as reported in the June 2012 quarterly 13F filing
Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
---|---|---|---|---|---|
Spdr S&p 500 Etf (SPY) | 24.4 | $97M | 711k | 136.27 | |
Alliance Data Systems Corp note 1.750% 8/0 | 8.6 | $34M | 20M | 1.73 | |
Assured Guaranty (AGO) | 7.1 | $28M | 2.0M | 14.10 | |
Sherwin-Williams Company (SHW) | 4.3 | $17M | 130k | 132.35 | |
Corning Incorporated (GLW) | 4.1 | $16M | 1.3M | 12.93 | |
General Motors Company (GM) | 3.5 | $14M | 705k | 19.72 | |
Boston Scientific Corporation (BSX) | 3.3 | $13M | 2.3M | 5.67 | |
Walgreen Company | 3.2 | $13M | 430k | 29.58 | |
Rite Aid Corporation | 2.8 | $11M | 8.0M | 1.40 | |
Wendy's/arby's Group (WEN) | 2.6 | $10M | 2.2M | 4.72 | |
Community Health Systems (CYH) | 2.5 | $10M | 359k | 28.03 | |
Shaw | 1.9 | $7.7M | 281k | 27.31 | |
Research In Motion | 1.9 | $7.4M | 1.0M | 7.39 | |
Crosstex Energy | 1.8 | $7.1M | 504k | 14.00 | |
Boyd Gaming Corporation (BYD) | 1.7 | $6.6M | 922k | 7.20 | |
Ferro Corporation | 1.6 | $6.6M | 1.4M | 4.80 | |
Hasbro (HAS) | 1.6 | $6.5M | 192k | 33.87 | |
Meritor | 1.6 | $6.3M | 1.2M | 5.22 | |
Gilead Sciences conv | 1.6 | $6.2M | 5.0M | 1.24 | |
Tyson Foods (TSN) | 1.4 | $5.4M | 285k | 18.83 | |
Goodyear Tire & Rubber Company (GT) | 1.3 | $5.2M | 441k | 11.81 | |
Spansion | 1.3 | $5.1M | 466k | 10.98 | |
Transocean (RIG) | 1.1 | $4.2M | 94k | 44.73 | |
Level 3 Communications | 1.0 | $4.1M | 184k | 22.15 | |
JAKKS Pacific | 1.0 | $4.0M | 249k | 16.01 | |
Cott Corp | 0.9 | $3.6M | 434k | 8.21 | |
C&j Energy Services | 0.9 | $3.6M | 192k | 18.50 | |
Polypore International | 0.9 | $3.5M | 86k | 40.39 | |
Beazer Homes USA | 0.8 | $3.3M | 1.0M | 3.25 | |
Office Depot | 0.8 | $3.3M | 1.5M | 2.16 | |
Leap Wireless International | 0.7 | $2.9M | 450k | 6.43 | |
Guess? (GES) | 0.7 | $2.6M | 85k | 30.37 | |
Clearwater Paper (CLW) | 0.6 | $2.4M | 70k | 34.12 | |
Belo | 0.6 | $2.2M | 347k | 6.44 | |
Synovus Financial | 0.6 | $2.2M | 1.1M | 1.98 | |
McClatchy Company | 0.6 | $2.2M | 1.0M | 2.20 | |
Saks Incorporated | 0.5 | $2.1M | 202k | 10.65 | |
Alpha Natural Resources | 0.5 | $2.1M | 239k | 8.71 | |
Dynegy | 0.5 | $2.0M | 3.4M | 0.59 | |
Cemex SAB de CV (CX) | 0.5 | $1.9M | 287k | 6.73 | |
FelCor Lodging Trust Incorporated | 0.5 | $1.9M | 400k | 4.70 | |
Walter Energy | 0.4 | $1.6M | 35k | 44.15 | |
Smithfield Foods | 0.4 | $1.5M | 67k | 21.64 | |
A123 Systems | 0.3 | $1.1M | 905k | 1.26 | |
Thompson Creek Metal unit 99/99/9999 | 0.2 | $953k | 50k | 19.06 | |
Advanced Micro Devices (AMD) | 0.2 | $857k | 150k | 5.73 | |
International Game Technology | 0.2 | $828k | 53k | 15.74 | |
Prudential Financial (PRU) | 0.2 | $831k | 17k | 48.43 | |
A123 Sys Inc note 3.750% 4/1 | 0.2 | $640k | 2.5M | 0.26 | |
Steel Dynamics (STLD) | 0.1 | $481k | 41k | 11.71 |