0000902664-14-004375.txt : 20141114
0000902664-14-004375.hdr.sgml : 20141114
20141114160017
ACCESSION NUMBER: 0000902664-14-004375
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141223827
BUSINESS ADDRESS:
STREET 1: 405 LEXINGTON AVENUE
STREET 2: 58TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10174
BUSINESS PHONE: 212-542-4635
MAIL ADDRESS:
STREET 1: 405 LEXINGTON AVENUE
STREET 2: 58TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10174
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001510281
XXXXXXXX
09-30-2014
09-30-2014
false
Saba Capital Management, L.P.
405 Lexington Avenue
58th Floor
New York
NY
10174
13F HOLDINGS REPORT
028-14282
N
Robert K. Simonds
General Counsel & Chief Compliance Officer
212-542-4635
/s/ Robert K. Simonds
New York
NY
10-31-2014
0
184
1767740
INFORMATION TABLE
2
infotable.xml
ABENGOA YIELD PLC
ORD SHS
G00349103
704
19790
SH
SOLE
19790
0
0
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
39971
6774825
SH
SOLE
6774825
0
0
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
2485
116826
SH
SOLE
116826
0
0
AEGEAN MARINE PETROLEUM NETW
SHS
Y0017S102
1194
130230
SH
SOLE
130230
0
0
AK STL HLDG CORP
COM
001547108
8392
1047697
SH
SOLE
1047697
0
0
ALCOA INC
COM
013817101
9401
584300
SH
Call
SOLE
0
0
0
ALLIANCEBERNSTEIN INCOME FUN
COM
01881E101
1832
244257
SH
SOLE
244257
0
0
APOLLO SR FLOATING RATE FD I
COM
037636107
1295
75755
SH
SOLE
75755
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
9474
546984
SH
SOLE
546984
0
0
ARCTIC CAT INC
COM
039670104
3598
103335
SH
SOLE
103335
0
0
ASSURED GUARANTY LTD
COM
G0585R106
34058
1536900
SH
Put
SOLE
1536900
0
0
ASSURED GUARANTY LTD
COM
G0585R106
12727
574328
SH
SOLE
574328
0
0
AVERY DENNISON CORP
COM
053611109
1924
43091
SH
SOLE
43091
0
0
AVON PRODS INC
COM
054303102
7209
572165
SH
SOLE
572165
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
15590
500000
SH
Put
SOLE
500000
0
0
BARRICK GOLD CORP
COM
067901108
10985
749344
SH
SOLE
749344
0
0
BIOAMBER INC
*W EXP 05/09/201
09072Q114
167
68226
SH
SOLE
68226
0
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
14522
1086199
SH
SOLE
1086199
0
0
BLACKROCK CORPOR HI YLD FD V
COM
09255P107
90021
7609542
SH
SOLE
7609542
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
49708
3734621
SH
SOLE
3734621
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
63285
16566641
SH
SOLE
16566641
0
0
BLACKROCK INCOME OPP TRUST I
COM
092475102
6204
598887
SH
SOLE
598887
0
0
BLACKROCK INCOME TR INC
COM
09247F100
4131
650515
SH
SOLE
650515
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
5426
335580
SH
SOLE
335580
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
42655
2404449
SH
SOLE
2404449
0
0
BLACKSTONE GSO FLTING RTE FU
COM
09256U105
2228
129780
SH
SOLE
129780
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
11315
677544
SH
SOLE
677544
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
27479
1637590
SH
SOLE
1637590
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
9935
584734
SH
SOLE
584734
0
0
BRUNSWICK CORP
COM
117043109
3578
84901
SH
SOLE
84901
0
0
BUCKLE INC
COM
118440106
1313
28923
SH
SOLE
28923
0
0
CHIPMOS TECH BERMUDA LTD
SHS
G2110R114
1221
54000
SH
SOLE
54000
0
0
CIT GROUP INC
COM NEW
125581801
3024
65803
SH
SOLE
65803
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2017
18383M548
761
33418
SH
SOLE
33418
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG BULL 2015
18383M423
457
17272
SH
SOLE
17272
0
0
CLAYMORE EXCHANGE TRD FD TR
GUG BLT2016 HY
18383M415
839
31481
SH
SOLE
31481
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2014
18383M571
3563
169034
SH
SOLE
169034
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
Y2573F102
980
82163
SH
SOLE
82163
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
219
4000
SH
SOLE
4000
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
24
795108
SH
SOLE
795108
0
0
CONAGRA FOODS INC
COM
205887102
900
27226
SH
SOLE
27226
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
3231
944780
SH
SOLE
944780
0
0
DEERE & CO
COM
244199105
1948
23758
SH
SOLE
23758
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
556
46269
SH
SOLE
46269
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
2501
253870
SH
SOLE
253870
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
2542
412599
SH
SOLE
412599
0
0
DRYSHIPS INC
SHS
Y2109Q101
569
230509
SH
SOLE
230509
0
0
DWS HIGH INCOME OPPORT FD IN
COM NEW
25158Y102
10731
733003
SH
SOLE
733003
0
0
DWS HIGH INCOME TR
SHS NEW
25155R100
11458
1281658
SH
SOLE
1281658
0
0
DWS MULTI MKT INCOME TR
SHS
25160E102
8993
1015067
SH
SOLE
1015067
0
0
DWS STRATEGIC INCOME TR
SHS
25160F109
3778
311225
SH
SOLE
311225
0
0
DYNEGY INC NEW DEL
*W EXP 99/99/999
26817R116
4497
1086278
SH
SOLE
1086278
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
3500
240070
SH
SOLE
240070
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
3218
219336
SH
SOLE
219336
0
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
73
11161
SH
SOLE
11161
0
0
EMCOR GROUP INC
COM
29084Q100
2059
51528
SH
SOLE
51528
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
2480
60000
SH
SOLE
60000
0
0
ENPRO INDS INC
COM
29355X107
1392
23000
SH
SOLE
23000
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
9836
575557
SH
SOLE
575557
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
1107
73303
SH
SOLE
73303
0
0
FOREST OIL CORP
COM PAR $0.01
346091705
12665
10824476
SH
SOLE
10824476
0
0
FRANKLIN TEMPLETON LTD DUR I
COM
35472T101
17323
1399268
SH
SOLE
1399268
0
0
FRANKLIN UNVL TR SH BEN INT
SH BEN INT
355145103
1456
206805
SH
SOLE
206805
0
0
GASLOG LTD
SHS
G37585109
367
16690
SH
SOLE
16690
0
0
GENERAL MTRS CO
COM
37045V100
1757
55000
SH
SOLE
55000
0
0
GENUINE PARTS CO
COM
372460105
1343
15312
SH
SOLE
15312
0
0
GENWORTH FINL INC
COM CL A
37247D106
6367
486040
SH
SOLE
486040
0
0
GLOBAL HIGH INCOME FUND INC
COM
37933G108
19252
1992959
SH
SOLE
1992959
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
2988
45000
SH
SOLE
45000
0
0
GRACE W R & CO DEL NEW
COM
38388F108
3703
40717
SH
SOLE
40717
0
0
GREIF INC
CL A
397624107
1513
34543
SH
SOLE
34543
0
0
HANCOCK JOHN INCOME SECS TR
COM
410123103
1053
74712
SH
SOLE
74712
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
16105
1224752
SH
SOLE
1224752
0
0
HCA HOLDINGS INC
COM
40412C101
494
7000
SH
SOLE
7000
0
0
HCP INC
COM
40414L109
6581
165719
SH
SOLE
165719
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
2510
24085
SH
SOLE
24085
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
1070
63449
SH
SOLE
63449
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
1445
75842
SH
SOLE
75842
0
0
INVESCO BD FD
COM
46132L107
9645
519119
SH
SOLE
519119
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
4982
403415
SH
SOLE
403415
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
3033
194904
SH
SOLE
194904
0
0
INVESCO SR INCOME TR
COM
46131H107
371
78026
SH
SOLE
78026
0
0
INVESCO SR INCOME TR
1-3 YR CR BD ETF
464288646
24129
229192
SH
SOLE
229192
0
0
INVESCO SR INCOME TR
INTERM CR BD ETF
464288638
4180
38241
SH
SOLE
38241
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
3185
26943
SH
SOLE
26943
0
0
ISHARES TR
A RATE CP BD ETF
46429B291
2107
41120
SH
SOLE
41120
0
0
ISHARES TR
CORE TOTUSBD ETF
464287226
2994
27444
SH
SOLE
27444
0
0
KB HOME
COM
48666K109
12332
825459
SH
SOLE
825459
0
0
KBR INC
COM
48242W106
7096
376849
SH
SOLE
376849
0
0
LEE ENTERPRISES INC
COM
523768109
1201
355365
SH
SOLE
355365
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
10414
615462
SH
SOLE
615462
0
0
LMP CAP & INCOME FD INC
COM
50208A102
911
53863
SH
SOLE
53863
0
0
LMP CORPORATE LN FD INC
COM
50208B100
1098
95095
SH
SOLE
95095
0
0
M D C HLDGS INC
COM
552676108
951
37550
SH
SOLE
37550
0
0
MACK CALI RLTY CORP
COM
554489104
9003
471108
SH
SOLE
471108
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
11635
5846800
SH
SOLE
5846800
0
0
MASCO CORP
COM
574599106
1759
73523
SH
SOLE
73523
0
0
MATRIX SVC CO
COM
576853105
2198
91138
SH
SOLE
91138
0
0
MBIA INC
COM
55262C100
47507
5175000
SH
Put
SOLE
5175000
0
0
MBIA INC
COM
55262C100
12035
1310996
SH
SOLE
1310996
0
0
MCCLATCHY CO
CL A
579489105
34
10000
SH
SOLE
10000
0
0
MCDERMOTT INTL INC
COM
580037109
7600
1328700
SH
Put
SOLE
1328700
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
22861
2580198
SH
SOLE
2580198
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
4314
1585968
SH
SOLE
1585968
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
20378
3174128
SH
SOLE
3174128
0
0
MGIC INVT CORP WIS
COM
552848103
6612
846608
SH
SOLE
846608
0
0
MICRON TECHNOLOGY INC
COM
595112103
1096
32000
SH
SOLE
32000
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
40757
3451090
SH
SOLE
3451090
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
582
60051
SH
SOLE
60051
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
839
47140
SH
SOLE
47140
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
14019
1085894
SH
SOLE
1085894
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
1108
117733
SH
SOLE
117733
0
0
NEXPOINT CR STRATEGIES FD
COM
65340G106
267
25100
SH
SOLE
25100
0
0
NORANDA ALUM HLDG CORP
COM
65542W107
1288
285014
SH
SOLE
285014
0
0
NRG ENERGY INC
COM NEW
629377508
1807
59300
SH
Put
SOLE
59300
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
3436
384747
SH
SOLE
384747
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
556
47729
SH
SOLE
47729
0
0
NUVEEN MTG OPPORTUNITY TERM
COM
670735109
22169
932650
SH
SOLE
932650
0
0
NUVEEN MTG OPPTY TERM FD 2
COM
67074R100
1479
63512
SH
SOLE
63512
0
0
NUVEEN MULTI MKT INCOME FD I
COM
67075J107
546
72304
SH
SOLE
72304
0
0
NUVEEN PFD & INCOME TERM FD
COM
67075A106
1845
80534
SH
SOLE
80534
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
7672
916613
SH
SOLE
916613
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
6263
768449
SH
SOLE
768449
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
3510
402993
SH
SOLE
402993
0
0
PEABODY ENERGY CORP
COM
704549104
45187
3650000
SH
Put
SOLE
3650000
0
0
PEABODY ENERGY CORP
COM
704549104
21190
1711623
SH
SOLE
1711623
0
0
PENNEY J C INC
COM
708160106
40363
4020200
SH
Put
SOLE
4020200
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
55702
2478943
SH
SOLE
2478943
0
0
POPULAR INC
COM NEW
733174700
50731
1723500
SH
Put
SOLE
1723500
0
0
POPULAR INC
COM NEW
733174700
12845
436388
SH
SOLE
436388
0
0
POWERSHARES ETF TRUST II
SENIOR LN PORT
73936Q769
1051
43292
SH
SOLE
43292
0
0
PRUDENTIAL GLB SHT DUR HG YL
COM
74433A109
3655
221495
SH
SOLE
221495
0
0
PRUDENTIAL SHT DURATION HG Y
COM
74442F107
3552
212288
SH
SOLE
212288
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
5349
642928
SH
SOLE
642928
0
0
PUTNAM MASTER INTER INCOME T
SH BEN INT
746909100
11047
2196219
SH
SOLE
2196219
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
36167
6599907
SH
SOLE
6599907
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
6627
109214
SH
SOLE
109214
0
0
RADIAN GROUP INC
COM
750236101
3636
255000
SH
SOLE
255000
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
4948
217091
SH
SOLE
217091
0
0
ROCK-TENN CO
CL A
772739207
5952
125098
SH
SOLE
125098
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
5976
236127
SH
SOLE
236127
0
0
SEARS HLDGS CORP
COM
812350106
12483
500600
SH
Put
SOLE
500600
0
0
SEARS HLDGS CORP
COM
812350106
263
10442
SH
SOLE
10442
0
0
SKYWEST INC
COM
830879102
3409
438168
SH
SOLE
438168
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
31523
160000
SH
Put
SOLE
160000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
17600
89329
SH
SOLE
89329
0
0
SPDR SER TR
SHT TRM HGH YLD
78468R408
6467
216082
SH
SOLE
216082
0
0
SPDR SERIES TRUST
BRC HGH YLD BD
78464A417
16156
402081
SH
SOLE
402081
0
0
SPDR SERIES TRUST
BARC SHT TR CP
78464A474
5342
174057
SH
SOLE
174057
0
0
STANLEY BLACK & DECKER INC
COM
854502101
1808
20363
SH
SOLE
20363
0
0
STRATEGIC GLOBAL INCOME FD
COM
862719101
3368
381387
SH
SOLE
381387
0
0
TALISMAN ENERGY INC
COM
87425E103
27367
3163816
SH
SOLE
3163816
0
0
TECK RESOURCES LTD
CL B
878742204
2279
120666
SH
SOLE
120666
0
0
TEEKAY CORPORATION
COM
Y8564W103
6337
95491
SH
SOLE
95491
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
594
10000
SH
SOLE
10000
0
0
TETRA TECH INC NEW
COM
88162G103
2045
81872
SH
SOLE
81872
0
0
TIME WARNER CABLE INC
COM
88732J207
509
3548
SH
SOLE
3548
0
0
T-MOBILE US INC
COM
872590104
1057
36600
SH
SOLE
36600
0
0
TRANSAMERICA INCOME SHS INC
COM
893506105
538
26361
SH
SOLE
26361
0
0
TRINSEO S A SHS ADDED
COM
L9340P101
5801
368778
SH
SOLE
368778
0
0
TYSON FOODS INC
CL A
902494103
19685
500000
SH
Call
SOLE
0
0
0
TYSON FOODS INC
CL A
902494103
19685
500000
SH
Put
SOLE
500000
0
0
TYSON FOODS INC
CL A
902494103
9031
229392
SH
SOLE
229392
0
0
UNIFIRST CORP MASS
COM
904708104
8150
84373
SH
SOLE
84373
0
0
VANGUARD BD INDEX FD INC
LONG TERM BOND
921937793
975
10806
SH
SOLE
10806
0
0
VANGUARD SCOTTSDALE FDS
MORTG-BACK SEC
92206C771
1996
37959
SH
SOLE
37959
0
0
VANGUARD SCOTTSDALE FDS
LG-TERM COR BD
92206C813
15259
170450
SH
SOLE
170450
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
949
55584
SH
SOLE
55584
0
0
VOYA PRIME RATE TR
SH BEN INT
92913A100
65
11900
SH
SOLE
11900
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
32609
3603249
SH
SOLE
3603249
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
23807
1705343
SH
SOLE
1705343
0
0
WENDYS CO
COM
95058W100
4829
584614
SH
SOLE
584614
0
0
WERNER ENTERPRISES INC
COM
950755108
2232
88568
SH
SOLE
88568
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
16458
961876
SH
SOLE
961876
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
20869
1734740
SH
SOLE
1734740
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
5311
510680
SH
SOLE
510680
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
17124
941406
SH
SOLE
941406
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
27552
1658756
SH
SOLE
1658756
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
21995
3798775
SH
SOLE
3798775
0
0
WESTERN ASSET INCOME FD
COM
95766T100
2803
209174
SH
SOLE
209174
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
24508
4431910
SH
SOLE
4431910
0
0
WESTERN ASSET VAR RT STRG FD
COM
957667108
446
26124
SH
SOLE
26124
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
5502
449480
SH
SOLE
449480
0
0
WHIRLPOOL CORP
COM
963320106
5917
40628
SH
SOLE
40628
0
0