0000902664-14-003529.txt : 20140814
0000902664-14-003529.hdr.sgml : 20140814
20140814161028
ACCESSION NUMBER: 0000902664-14-003529
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140814
DATE AS OF CHANGE: 20140814
EFFECTIVENESS DATE: 20140814
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: 141042814
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
06-30-2014
06-30-2014
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
08-14-2014
0
197
1909885
INFORMATION TABLE
2
infotable.xml
ABENGOA YIELD PLC
ORD SHS
G00349103
756
20000
SH
SOLE
20000
0
0
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
41475
6604376
SH
SOLE
6604376
0
0
ABERDEEN GLOBAL INCOME FD IN
COM
003013109
936
78156
SH
SOLE
78156
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
3145
750500
SH
SOLE
750500
0
0
AK STL HLDG CORP
COM
001547108
8520
1070343
SH
SOLE
1070343
0
0
ALCOA INC
COM
013817101
5560
373400
SH
Call
SOLE
0
0
0
ALLIANCEBERNSTEIN INCOME FUN
COM
01881E101
7919
1053087
SH
SOLE
1053087
0
0
AMERICAN INCOME FD INC
COM
02672T109
561
72304
SH
SOLE
72304
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
10212
556508
SH
SOLE
556508
0
0
ARCTIC CAT INC
COM
039670104
3747
95055
SH
SOLE
95055
0
0
ARES MULTI STRATEGY CR FD IN
COM
04014Q108
471
21549
SH
SOLE
21549
0
0
AVERY DENNISON CORP
COM
053611109
2313
45140
SH
SOLE
45140
0
0
AVON PRODS INC
COM
054303102
9135
625265
SH
SOLE
625265
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
14300
500000
SH
Put
SOLE
500000
0
0
BARRICK GOLD CORP
COM
067901108
11458
626094
SH
SOLE
626094
0
0
BIOAMBER INC
*W EXP 05/09/201
09072Q114
176
69826
SH
SOLE
69826
0
0
BIO-REFERENCE LABS INC
COM $.01 NEW
09057G602
1617
53502
SH
SOLE
53502
0
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
13823
990166
SH
SOLE
990166
0
0
BLACKROCK CORPOR HI YLD FD V
COM
09255P107
92341
7513507
SH
SOLE
7513507
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
48305
3513099
SH
SOLE
3513099
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
68308
16660552
SH
SOLE
16660552
0
0
BLACKROCK FLOAT RATE OME STR
COM
09255X100
4874
332716
SH
SOLE
332716
0
0
BLACKROCK INCOME OPP TRUST I
COM
092475102
7138
657260
SH
SOLE
657260
0
0
BLACKROCK INCOME TR INC
COM
09247F100
3557
535663
SH
SOLE
535663
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
6947
401776
SH
SOLE
401776
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
39822
2152549
SH
SOLE
2152549
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
5277
297644
SH
SOLE
297644
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
5026
282814
SH
SOLE
282814
0
0
BOYD GAMING CORP
COM
103304101
1947
160480
SH
SOLE
160480
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
6078
345353
SH
SOLE
345353
0
0
BROOKFIELD TOTAL RETURN FD I
COM
11283U108
1484
58948
SH
SOLE
58948
0
0
BRUNSWICK CORP
COM
117043109
7656
181714
SH
SOLE
181714
0
0
BUCKLE INC
COM
118440106
2110
47560
SH
SOLE
47560
0
0
CAREFUSION CORP
COM
14170T101
2357
53149
SH
SOLE
53149
0
0
CHIPMOS TECH BERMUDA LTD
SHS
G2110R114
1906
79000
SH
SOLE
79000
0
0
CIT GROUP INC
COM NEW
125581801
3348
73173
SH
SOLE
73173
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2017
18383M548
1065
46465
SH
SOLE
46465
0
0
CLAYMORE EXCHANGE TRD FD TR
GUG BLT2016 HY
18383M415
864
31481
SH
SOLE
31481
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2014
18383M571
3570
169034
SH
SOLE
169034
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
1068
82163
SH
SOLE
82163
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
2419
53328
SH
SOLE
53328
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
53
795108
SH
SOLE
795108
0
0
CONAGRA FOODS INC
COM
205887102
1028
34651
SH
SOLE
34651
0
0
COOPER TIRE & RUBR CO
COM
216831107
5194
173134
SH
SOLE
173134
0
0
CORNERSTONE PROGRESSIVE RTN
COM
21925C101
1379
300341
SH
SOLE
300341
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
3103
850139
SH
SOLE
850139
0
0
CSX CORP
COMP
126408103
1023
33191
SH
SOLE
33191
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
587
46269
SH
SOLE
46269
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
4105
390966
SH
SOLE
390966
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
2623
364249
SH
SOLE
364249
0
0
DOUBLELINE INCOME SOLUTIONS
COM
258622109
481
21422
SH
SOLE
21422
0
0
DRYSHIPS INC
SHS
Y2109Q101
1707
530000
SH
SOLE
530000
0
0
DWS HIGH INCOME OPPORT FD IN
COM NEW
23339M204
11410
772502
SH
SOLE
772502
0
0
DWS HIGH INCOME TR
SHS NEW
23337C208
10816
1149444
SH
SOLE
1149444
0
0
DWS MULTI MKT INCOME TR
SHS
23338L108
3104
327734
SH
SOLE
327734
0
0
DWS STRATEGIC INCOME TR
SHS
23338N104
2566
199544
SH
SOLE
199544
0
0
DYNEGY INC NEW DEL
*W EXP 99/99/999
26817R116
5029
1086278
SH
SOLE
1086278
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
7849
503798
SH
SOLE
503798
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
2679
174671
SH
SOLE
174671
0
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
89
13008
SH
SOLE
13008
0
0
ELLSWORTH FUND LTD
COM
289074106
114
12860
SH
SOLE
12860
0
0
ENERGIZER HLDGS INC
COM
29266R108
843
6909
SH
SOLE
6909
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
2500
60000
SH
SOLE
60000
0
0
ENPRO INDS INC
COM
29355X107
1983
27100
SH
SOLE
27100
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
8934
492244
SH
SOLE
492244
0
0
FIRST TR STRATEGIC HIGH INC
COM SHS NEW
337353304
720
44013
SH
SOLE
44013
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
886
55845
SH
SOLE
55845
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
899
81212
SH
SOLE
81212
0
0
FOREST OIL CORP
COM PAR $0.01
346091705
25840
11333476
SH
SOLE
11333476
0
0
FRANKLIN TEMPLETON LTD DUR I
COM
35472T101
13995
1069937
SH
SOLE
1069937
0
0
FRANKLIN UNVL TR SH BEN INT
SH BEN INT
355145103
1554
206705
SH
SOLE
206705
0
0
FREEPORT-MCMORAN COPPER & GO
COM
35671D857
3998
109526
SH
SOLE
109526
0
0
GENUINE PARTS CO
COM
372460105
1742
19841
SH
SOLE
19841
0
0
GLOBAL HIGH INCOME FUND INC
COM
37933G108
18396
1773940
SH
SOLE
1773940
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
2164
36000
SH
SOLE
36000
0
0
GRACE W R & CO DEL NEW
COM
38388F108
1955
20676
SH
SOLE
20676
0
0
GREEN PLAINS RENEWABLE ENERG
COM
393222104
296
9000
SH
SOLE
9000
0
0
GREIF INC
CL A
397624107
1984
36370
SH
SOLE
36370
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
13970
1027993
SH
SOLE
1027993
0
0
HCA HOLDINGS INC
COM
40412C101
1522
27000
SH
SOLE
27000
0
0
HCP INC
COM
40414L109
6674
161279
SH
SOLE
161279
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
1201
12700
SH
SOLE
12700
0
0
INTERNATIONAL GAME TECHNOLOG
COM
459902102
1514
95163
SH
SOLE
95163
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
1972
89892
SH
SOLE
89892
0
0
INVESCO BD FD
COM
46132L107
12178
634916
SH
SOLE
634916
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
3557
207518
SH
SOLE
207518
0
0
ISHARES
CREDIT BD ETF
464288620
5779
51858
SH
SOLE
51858
0
0
ISHARES
FLTG RATE BD ETF
46429B655
319
6286
SH
SOLE
6286
0
0
ISHARES
1-3 YR CR BD ETF
464288646
74080
700982
SH
SOLE
700982
0
0
ISHARES TR
A RATE CP BD ETF
46429B291
3282
63793
SH
SOLE
63793
0
0
ISHARES TR
CORE TOTUSBD ETF
464287226
76284
697295
SH
SOLE
697295
0
0
KB HOME
COM
48666K109
23688
1268111
SH
SOLE
1268111
0
0
KBR INC
COM
48242W106
7499
314429
SH
SOLE
314429
0
0
LEE ENTERPRISES INC
COM
523768109
1891
425000
SH
SOLE
425000
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
11294
615462
SH
SOLE
615462
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
1596
25704
SH
SOLE
25704
0
0
LMP CAP & INCOME FD INC
COM
50208A102
956
53863
SH
SOLE
53863
0
0
LMP CORPORATE LN FD INC
COM
50208B100
161
13409
SH
SOLE
13409
0
0
MACK CALI RLTY CORP
COM
554489104
9450
439958
SH
SOLE
439958
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
11129
5224756
SH
SOLE
5224756
0
0
MASCO CORP
COM
574599106
1819
81923
SH
SOLE
81923
0
0
MBIA INC
COM
55262C100
58962
5340800
SH
Put
SOLE
5340800
0
0
MBIA INC
COM
55262C100
5724
518523
SH
SOLE
518523
0
0
MCCLATCHY CO
CL A
579489105
145
26049
SH
SOLE
26049
0
0
MCDERMOTT INTL INC
COM
580037109
7281
900000
SH
Put
SOLE
900000
0
0
MCDERMOTT INTL INC
COM
580037109
267
32964
SH
SOLE
32964
0
0
MERITOR INC
COM
59001K100
360
27600
SH
SOLE
27600
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
20433
2211381
SH
SOLE
2211381
0
0
MFS INTERMARKET INCOME TRUST
SH BEN INT
59318R103
365
42821
SH
SOLE
42821
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
2512
854262
SH
SOLE
854262
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
15130
2275180
SH
SOLE
2275180
0
0
MGIC INVT CORP WIS
COM
552848103
19589
2119983
SH
SOLE
2119983
0
0
MICRON TECHNOLOGY INC
COM
595112103
1516
46000
SH
SOLE
46000
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
44260
3322809
SH
SOLE
3322809
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
544
53511
SH
SOLE
53511
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
2127
117840
SH
SOLE
117840
0
0
NAVIENT CORP
COM
63938C108
891
50310
SH
SOLE
50310
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
11390
822364
SH
SOLE
822364
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
1182
117733
SH
SOLE
117733
0
0
NEXPOINT CR STRATEGIES FD
COM
65340G106
881
72956
SH
SOLE
72956
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1021
9914
SH
SOLE
9914
0
0
NRG ENERGY INC
COM NEW
629377508
2206
59300
SH
Put
SOLE
59300
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
240
25646
SH
SOLE
25646
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
585
47729
SH
SOLE
47729
0
0
NUVEEN GBL INCOME OPPORTUN F
COM
67073C104
1563
122592
SH
SOLE
122592
0
0
NUVEEN MTG OPPORTUNITY TERM
COM
670735109
20632
840049
SH
SOLE
840049
0
0
NUVEEN MTG OPPTY TERM FD 2
COM
67074R100
1512
63534
SH
SOLE
63534
0
0
NUVEEN PFD & INCOME TERM FD
COM
67075A106
2653
112996
SH
SOLE
112996
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
5469
630021
SH
SOLE
630021
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
6540
768449
SH
SOLE
768449
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67072C105
3226
357250
SH
SOLE
357250
0
0
OWENS ILL INC
COM NEW
690768403
860
24838
SH
SOLE
24838
0
0
PEABODY ENERGY CORP
COM
704549104
4174
255282
SH
SOLE
255282
0
0
PENNEY J C INC
COM
708160106
36383
4020200
SH
Put
SOLE
4020200
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
59185
2484665
SH
SOLE
2484665
0
0
PIMCO ETF TR
INV GRD CRP BD
72201R817
703
6809
SH
SOLE
6809
0
0
POWERSHARES ETF TR II
FND INV GR CP
73937B761
323
12644
SH
SOLE
12644
0
0
POWERSHARES ETF TRUST II
SENIOR LN PORT
73936Q769
1062
42692
SH
SOLE
42692
0
0
PRUDENTIAL GLB SHT DUR HG YL
COM
74433A109
11730
649838
SH
SOLE
649838
0
0
PRUDENTIAL SHT DURATION HG Y
COM
74442F107
8553
475974
SH
SOLE
475974
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
3840
440889
SH
SOLE
440889
0
0
PUTNAM MASTER INTER INCOME T
SH BEN INT
746909100
9668
1877260
SH
SOLE
1877260
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
33884
6105137
SH
SOLE
6105137
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
6955
118504
SH
SOLE
118504
0
0
RADIAN GROUP INC
COM
750236101
34063
2300026
SH
SOLE
2300026
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
5097
181383
SH
SOLE
181383
0
0
ROCK-TENN CO
CL A
772739207
1998
18924
SH
SOLE
18924
0
0
SKYWEST INC
COM
830879102
3087
252621
SH
SOLE
252621
0
0
SLM CORP
COM
78442P106
418
50310
SH
SOLE
50310
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
70459
360000
SH
Put
SOLE
360000
0
0
SPDR SER TR
SHT TRM HGH YLD
78468R408
653
21092
SH
SOLE
21092
0
0
SPDR SERIES TRUST
BRC HGH YLD BD
78464A417
56094
1344207
SH
SOLE
1344207
0
0
STANLEY BLACK & DECKER INC
COM
854502101
2367
26956
SH
SOLE
26956
0
0
STRATEGIC GLOBAL INCOME FD
COM
862719101
3499
374173
SH
SOLE
374173
0
0
SUPERVALU INC
COM
868536103
3022
367671
SH
SOLE
367671
0
0
TALISMAN ENERGY INC
COM
87425E103
7497
707228
SH
SOLE
707228
0
0
TECK RESOURCES LTD
CL B
878742204
2490
109049
SH
SOLE
109049
0
0
TEEKAY CORPORATION
COM
Y8564W103
3984
64000
SH
SOLE
64000
0
0
TEMPLETON GLOBAL INCOME FD
COM
880198106
426
51546
SH
SOLE
51546
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
2271
48378
SH
SOLE
48378
0
0
TIME WARNER CABLE INC
COM
88732J207
523
3548
SH
SOLE
3548
0
0
T-MOBILE US INC
COM
872590104
1224
36400
SH
SOLE
36400
0
0
TRANSAMERICA INCOME SHS INC
COM
893506105
660
31150
SH
SOLE
31150
0
0
TRINSEO S A SHS ADDED
COM
L9340P101
7280
350000
SH
SOLE
350000
0
0
TYSON FOODS INC
CL A
902494103
18770
500000
SH
Call
SOLE
0
0
0
TYSON FOODS INC
CL A
902494103
18770
500000
SH
Put
SOLE
500000
0
0
TYSON FOODS INC
CL A
902494103
8348
222368
SH
SOLE
222368
0
0
UNIFIRST CORP MASS
COM
904708104
8835
83345
SH
SOLE
83345
0
0
UNITED CONTL HLDGS INC
COM
910047109
1150
28000
SH
SOLE
28000
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
479
5000
SH
SOLE
5000
0
0
URS CORP NEW
COM
903236107
997
21754
SH
SOLE
21754
0
0
VANGUARD BD INDEX FD INC
SHORT TRM BOND
921937827
9431
117390
SH
SOLE
117390
0
0
VANGUARD BD INDEX FD INC
LONG TERM BOND
921937793
5080
56513
SH
SOLE
56513
0
0
VANGUARD BD INDEX FD INC
TOTAL BND MRKT
921937835
93778
1140580
SH
SOLE
1140580
0
0
VANGUARD SCOTTSDALE FDS
MORTG-BACK SEC
92206C771
1998
37959
SH
SOLE
37959
0
0
VANGUARD SCOTTSDALE FDS
LG-TERM COR BD
92206C813
22887
253593
SH
SOLE
253593
0
0
VIASAT INC
COM
92552V100
869
15000
SH
SOLE
15000
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
993
55584
SH
SOLE
55584
0
0
VOYA PRIME RATE TR
SH BEN INT
92913A100
69
11900
SH
SOLE
11900
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
29752
3112107
SH
SOLE
3112107
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
21698
1456224
SH
SOLE
1456224
0
0
WENDYS CO
COM
95058W100
4764
558514
SH
SOLE
558514
0
0
WERNER ENTERPRISES INC
COM
950755108
1619
61088
SH
SOLE
61088
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
19090
1038654
SH
SOLE
1038654
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
22743
1758921
SH
SOLE
1758921
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
2913
260324
SH
SOLE
260324
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
16481
881810
SH
SOLE
881810
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
26145
1459775
SH
SOLE
1459775
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
23190
3801580
SH
SOLE
3801580
0
0
WESTERN ASSET INCOME FD
COM
95766T100
3409
245443
SH
SOLE
245443
0
0
WESTERN ASSET INVT GRADE DEF
COM
95790A101
222
10436
SH
SOLE
10436
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
24879
4289421
SH
SOLE
4289421
0
0
WESTERN ASSET MTG DEF OPPTY
COM
95790B109
1687
68581
SH
SOLE
68581
0
0
WESTERN ASSET VAR RT STRG FD
COM
957667108
2510
143659
SH
SOLE
143659
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
5420
412188
SH
SOLE
412188
0
0
WHIRLPOOL CORP
COM
963320106
6442
46271
SH
SOLE
46271
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
1795
63870
SH
SOLE
63870
0
0