-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EHPaLn7ZPods+M5d/0RieoRQNfbUoZfNTwe/PfxNemYlwf1cIdZN2KrgCh2ynjBi 0RDKUaEJW47RIhmxScO3dA== 0000902664-11-000439.txt : 20110214 0000902664-11-000439.hdr.sgml : 20110214 20110214123545 ACCESSION NUMBER: 0000902664-11-000439 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110214 EFFECTIVENESS DATE: 20110214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Saba Capital Management, L.P. CENTRAL INDEX KEY: 0001510281 IRS NUMBER: 800361690 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14282 FILM NUMBER: 11604151 BUSINESS ADDRESS: STREET 1: 405 LEXINGTON AVENUE STREET 2: 58TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10174 BUSINESS PHONE: 212-542-3610 MAIL ADDRESS: STREET 1: 405 LEXINGTON AVENUE STREET 2: 58TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10174 13F-HR 1 p11-0277form13fhr.txt SABA CAPITAL MANAGEMENT, LP UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31,2010 ----------------------------- Check here if Amendment [ ]; Amendment Number: ......------- This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Saba Capital Management, LP ------------------------------------------------------------------ Address: 405 Lexington Avenue ------------------------------------------------------------------ 58th Floor ------------------------------------------------------------------ New York, New York 10174 ------------------------------------------------------------------ Form 13F File Number: ------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Carl Casler --------------------------------------------------------------- Title: Chief Financial Officer --------------------------------------------------------------- Phone: 212-542-4645 --------------------------------------------------------------- Signature, Place, and Date of Signing: /s/ Carl Casler New York, New York 2/14/2011 - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: None Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 ---------------- Form 13F Information Table Entry Total: 38 ---------------- Form 13F Information Table Value Total: $341,889 ----------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ---------------------------- ---------------- --------- -------- ------------------ ---------- -------- --------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ---------------------------- ---------------- --------- -------- --------- --- ---- ---------- -------- --------- ------ ---- ADVANCED MICRO DEVICES INC COM 007903107 1,604 195,980 SH SOLE 195,980 0 0 AMKOR TECHNOLOGY INC COM 031652100 1,208 163,009 SH SOLE 163,009 0 0 BELO CORP COM SER A 080555105 4,958 700,228 SH SOLE 700,228 0 0 BOISE INC *W EXP 06/18/201 09746Y113 413 535,670 SH SOLE 535,670 0 0 CENVEO INC COM 15670S105 497 92,995 SH SOLE 92,995 0 0 CHINA HYDROELECTRIC CORP SPONSORED ADR 16949D101 271 36,570 SH SOLE 36,570 0 0 CHINA HYDROELECTRIC CORPORAT *W EXP 01/25/201 G2112E145 37 121,900 SH SOLE 121,900 0 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 1,091 97,000 SH PUT SOLE 97,000 0 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 1,078 95,865 SH SOLE 95,865 0 0 CIENA CORP NOTE 0.250% 5/0 171779AB7 6,484 7,000,000 PRN SOLE 7,000,000 0 0 COMPUTER SCIENCES CORP COM 205363104 18,348 369,900 SH CALL SOLE 369,900 0 0 CONSTAR INTL INC NEW COM NEW 21036U206 86 45,000 SH SOLE 45,000 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 2,659 2,500,000 PRN SOLE 2,500,000 0 0 E M C CORP MASS COM 268648102 6,870 300,000 SH CALL SOLE 300,000 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 4,853 553,905 SH SOLE 553,905 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 51,866 3,089,100 SH PUT SOLE 3,089,100 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 279 16,600 SH SOLE 16,600 0 0 GENERAL MTRS CO JR PFD CNV SRB 37045V209 6,764 6,250,000 SH SOLE 6,250,000 0 0 GENERAL MTRS CO COM 37045V100 20,543 557,300 SH SOLE 557,300 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 1,890 2,000,000 PRN SOLE 2,000,000 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,896 26,895 SH SOLE 26,895 0 0 LDK SOLAR CO LTD SPONSORED ADR 50183L107 20,038 1,980,000 SH PUT SOLE 1,980,000 0 0 LDK SOLAR CO LTD NOTE 4.750% 4/1 50183LAB3 4,544 4,600,000 PRN SOLE 4,600,000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,130 3,192,932 SH SOLE 3,192,932 0 0 MBIA INC COM 55262C100 379 31,600 SH PUT SOLE 31,600 0 0 MCCLATCHY CO CL A 579489105 1,332 285,101 SH SOLE 285,101 0 0 NEW YORK TIMES CO CL A 650111107 1,716 175,057 SH SOLE 175,057 0 0 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 1,967 2,000,000 PRN SOLE 2,000,000 0 0 PARKER DRILLING CO COM 701081101 1,185 259,282 SH SOLE 259,282 0 0 PMI GROUP INC COM 69344M101 4,663 1,412,764 SH SOLE 1,412,764 0 0 RADIAN GROUP INC COM 750236101 5,397 668,750 SH SOLE 668,750 0 0 RITE AID CORP COM 767754104 1,701 1,925,048 SH SOLE 1,925,048 0 0 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 4,896 5,000,000 PRN SOLE 5,000,000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 142,951 3,665,400 SH CALL SOLE 3,665,400 0 0 USEC INC NOTE 3.000%10/0 90333EAC2 2,276 2,500,000 PRN SOLE 2,500,000 0 0 USEC INC COM 90333E108 1,705 283,200 SH PUT SOLE 283,200 0 0 VERIFONE SYS INC NOTE 1.375% 6/1 92342YAB5 6,494 6,000,000 PRN SOLE 6,000,000 0 0 WENDYS ARBYS GROUP INC COM 950587105 3,820 826,804 SH SOLE 826,804 0 0
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