0000902664-15-001084.txt : 20150218
0000902664-15-001084.hdr.sgml : 20150216
20150217163301
ACCESSION NUMBER: 0000902664-15-001084
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150217
DATE AS OF CHANGE: 20150217
EFFECTIVENESS DATE: 20150217
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: 15623271
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
12-31-2014
12-31-2014
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
02-17-2015
0
147
1246818
INFORMATION TABLE
2
infotable.xml
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
27907
5028347
SH
SOLE
5028347
0
0
AEGEAN MARINE PETROLEUM NETW
SHS
Y0017S102
1604
114399
SH
SOLE
114399
0
0
AK STL HLDG CORP
COM
001547108
4422
744370
SH
SOLE
744370
0
0
ALCOA INC
COM
013817101
3330
210900
SH
Call
SOLE
0
0
0
APOLLO SR FLOATING RATE FD I
COM
037636107
396
23824
SH
SOLE
23824
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
6483
406212
SH
SOLE
406212
0
0
ARCTIC CAT INC
COM
039670104
1465
41269
SH
SOLE
41269
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
1526
121498
SH
SOLE
121498
0
0
AVERY DENNISON CORP
COM
53611109
1997
38492
SH
SOLE
38492
0
0
AVON PRODS INC
COM
054303102
189
20100
SH
Put
SOLE
20100
0
0
BARCLAYS BK PLC
IPATH S&P500 VIX
06742E711
14315
454300
SH
Put
SOLE
454300
0
0
BARRICK GOLD CORP
COM
067901108
9474
881344
SH
SOLE
881344
0
0
BIOAMBER INC
*W EXP 05/09/201
09072Q114
102
64326
SH
SOLE
64326
0
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
9913
750974
SH
SOLE
750974
0
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
79564
6979323
SH
SOLE
6979323
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
40875
3163682
SH
SOLE
3163682
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
58851
15820136
SH
SOLE
15820136
0
0
BLACKROCK INCOME TR INC
COM
09247F100
1848
288813
SH
SOLE
288813
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
2353
149690
SH
SOLE
149690
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
33633
2005559
SH
SOLE
2005559
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
10663
686581
SH
SOLE
686581
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
28405
1723585
SH
SOLE
1723585
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
7173
436319
SH
SOLE
436319
0
0
CIT GROUP INC
COM NEW
125581801
1406
29397
SH
SOLE
29397
0
0
CLAYMORE EXCHANGE TRD FD TR
GUG BLT2016 HY
18383M415
382
14750
SH
SOLE
14750
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2017
18383M548
759
33418
SH
SOLE
33418
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG BULL 2015
18383M423
681
26335
SH
SOLE
26335
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
348
27143
SH
SOLE
27143
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
20
795108
SH
SOLE
795108
0
0
CONSOL ENERGY INC
COM
20854P109
23025
681000
SH
Put
SOLE
681000
0
0
CONSOL ENERGY INC
COM
20854P109
5511
163000
SH
SOLE
163000
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
2169
659168
SH
SOLE
659168
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
342
30369
SH
SOLE
30369
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
2347
238291
SH
SOLE
238291
0
0
DEUTSCHE HIGH INCOME OPPORT
COM
25158Y102
10284
733003
SH
SOLE
733003
0
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
11611
1328512
SH
SOLE
1328512
0
0
DEUTSCHE MULTI-MKT INCOME TR
SHS
25160E102
8873
1041482
SH
SOLE
1041482
0
0
DYNEGY INC NEW DEL
*W EXP 10/02/201
26817R116
3501
868769
SH
SOLE
868769
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
428
30335
SH
SOLE
30335
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
1648
116443
SH
SOLE
116443
0
0
EMCOR GROUP INC
COM
29084Q100
2460
55288
SH
SOLE
55288
0
0
F M C CORP
COM NEW
302491303
1515
26559
SH
SOLE
26559
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
7627
476666
SH
SOLE
476666
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
872
58681
SH
SOLE
58681
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
3598
311225
SH
SOLE
311225
0
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
15089
1237813
SH
SOLE
1237813
0
0
FRANKLIN UNVL TR
SH BEN INT
355145103
1190
167584
SH
SOLE
167584
0
0
GENERAL MTRS CO
COM
37045V100
1070
30644
SH
SOLE
30644
0
0
GENWORTH FINL INC
COM CL A
37247D106
3225
379378
SH
SOLE
379378
0
0
GLOBAL HIGH INCOME FUND INC
COM
37933G108
17527
1987215
SH
SOLE
1987215
0
0
GRACE W R & CO DEL NEW
COM
38388F108
3805
39888
SH
SOLE
39888
0
0
GREIF INC
CL A
397624107
1357
28724
SH
SOLE
28724
0
0
HANCOCK JOHN INCOME SECS TR
COM
410123103
371
25953
SH
SOLE
25953
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
10545
766901
SH
SOLE
766901
0
0
HCP INC
COM
40414L109
6125
139099
SH
SOLE
139099
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
2931
26064
SH
SOLE
26064
0
0
INVESCO BD FD
COM
46132L107
2126
115531
SH
SOLE
115531
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
8880
749394
SH
SOLE
749394
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
2680
178560
SH
SOLE
178560
0
0
INVESCO SR INCOME TR
COM
46131H107
357
78370
SH
SOLE
78370
0
0
ISHARES
10+ YR CR BD ETF
464289511
2742
44553
SH
SOLE
44553
0
0
ISHARES
INTERM CR BD ETF
464288638
838
7666
SH
SOLE
7666
0
0
ISHARES
CORE US CR BD
464288620
260
2322
SH
SOLE
2322
0
0
ISHARES
IBOXX INV CP ETF
464287242
7852
65753
SH
SOLE
65753
0
0
ISHARES
A RATE CP BD ETF
46429B291
1907
36831
SH
SOLE
36831
0
0
KB HOME
COM
48666K109
1356
81957
SH
SOLE
81957
0
0
KBR INC
COM
48242W106
4271
251991
SH
SOLE
251991
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
9032
540511
SH
SOLE
540511
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
862
11983
SH
SOLE
11983
0
0
LMP CAP & INCOME FD INC
COM
50208A102
324
19326
SH
SOLE
19326
0
0
LMP CORPORATE LN FD INC
COM
50208B100
178
16127
SH
SOLE
16127
0
0
M D C HLDGS INC
COM
552676108
915
34576
SH
SOLE
34576
0
0
MACK CALI RLTY CORP
COM
554489104
8989
471634
SH
SOLE
471634
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
10498
5831973
SH
SOLE
5831973
0
0
MASCO CORP
COM
574599106
2175
86328
SH
SOLE
86328
0
0
MATRIX SVC CO
COM
576853105
3035
135959
SH
SOLE
135959
0
0
MBIA INC
COM
55262C100
30179
3163400
SH
Put
SOLE
3163400
0
0
MBIA INC
COM
55262C100
4225
442840
SH
SOLE
442840
0
0
MCCLATCHY CO
CL A
579489105
1174
353606
SH
SOLE
353606
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
15285
1663266
SH
SOLE
1663266
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
4272
1612190
SH
SOLE
1612190
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
16189
2490689
SH
SOLE
2490689
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
36591
3465097
SH
SOLE
3465097
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
376
41361
SH
SOLE
41361
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
445
24844
SH
SOLE
24844
0
0
MURPHY OIL CORP
COM
626717102
15156
300000
SH
Put
SOLE
300000
0
0
MURPHY OIL CORP
COM
626717102
2487
49220
SH
SOLE
49220
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
12145
987417
SH
SOLE
987417
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
783
87626
SH
SOLE
87626
0
0
NEXPOINT CR STRATEGIES FD
COM
65340G106
128
11441
SH
SOLE
11441
0
0
NRG ENERGY INC
COM NEW
629377508
1598
59300
SH
Put
SOLE
59300
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
3372
384547
SH
SOLE
384547
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
491
41718
SH
SOLE
41718
0
0
NUVEEN MTG OPPORTUNITY TERM
COM
670735109
20644
891750
SH
SOLE
891750
0
0
NUVEEN MTG OPPTY TERM FD 2
COM
67074R100
731
31545
SH
SOLE
31545
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
555
72304
SH
SOLE
72304
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
7154
858778
SH
SOLE
858778
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
1038
128728
SH
SOLE
128728
0
0
ORBITZ WORLDWIDE INC
COM
68557K109
1687
205011
SH
SOLE
205011
0
0
PAREXEL INTL CORP
COM
699462107
1621
29178
SH
SOLE
29178
0
0
PEABODY ENERGY CORP
COM
704549104
2334
301500
SH
Put
SOLE
301500
0
0
PEABODY ENERGY CORP
COM
704549104
2191
283052
SH
SOLE
283052
0
0
PENNEY J C INC
COM
708160106
26051
4020200
SH
Put
SOLE
4020200
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
46592
2256284
SH
SOLE
2256284
0
0
PIMCO DYNAMIC CR INCOME FD
0-5 HIGH YIELD
72201R783
1301
12902
SH
SOLE
12902
0
0
POPULAR INC
COM NEW
733174700
27659
812300
SH
Put
SOLE
812300
0
0
POPULAR INC
COM NEW
733174700
2513
73789
SH
SOLE
73789
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
4832
595814
SH
SOLE
595814
0
0
PUTNAM MASTER INTER INCOME T
SH BEN INT
746909100
7171
1490812
SH
SOLE
1490812
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
30871
5880265
SH
SOLE
5880265
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
6387
95250
SH
SOLE
95250
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
4069
174269
SH
SOLE
174269
0
0
ROCK-TENN CO
CL A
772739207
2796
45846
SH
SOLE
45846
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
2651
113684
SH
SOLE
113684
0
0
SEARS HLDGS CORP
COM
812350106
16945
513800
SH
Put
SOLE
513800
0
0
SKYWEST INC
COM
830879102
3057
230229
SH
SOLE
230229
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
4110
20000
SH
SOLE
20000
0
0
SPDR SERIES TRUST
BARC SHT TR CP
78464A474
1314
42969
SH
SOLE
42969
0
0
SPX CORP
COM
784635104
1671
19448
SH
SOLE
19448
0
0
STANLEY BLACK & DECKER INC
COM
854502101
1226
12763
SH
SOLE
12763
0
0
STRATEGIC GLOBAL INCOME FD
COM
862719101
2792
329287
SH
SOLE
329287
0
0
TALISMAN ENERGY INC
COM
87425E103
12608
1610260
SH
SOLE
1610260
0
0
TECK RESOURCES LTD
CL B
878742204
1754
128556
SH
SOLE
128556
0
0
TETRA TECH INC NEW
COM
88162G103
2484
93017
SH
SOLE
93017
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
71456
3898300
SH
Put
SOLE
3898300
0
0
TRINSEO S A
SHS
L9340P101
4582
262569
SH
SOLE
262569
0
0
UNIFIRST CORP MASS
COM
904708104
3974
32720
SH
SOLE
32720
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1138
9896
SH
SOLE
9896
0
0
VANGUARD BD INDEX FD INC
SHORT TRM BOND
921937827
249
3114
SH
SOLE
3114
0
0
VANGUARD BD INDEX FD INC
TOTAL BND MRKT
921937835
17232
209205
SH
SOLE
209205
0
0
VANGUARD SCOTTSDALE FDS
MORTG-BACK SEC
92206C771
1946
36709
SH
SOLE
36709
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
822
51884
SH
SOLE
51884
0
0
VOYA PRIME RATE TR
SH BEN INT
92913A100
63
11900
SH
SOLE
11900
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
30200
3397049
SH
SOLE
3397049
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
22399
1643375
SH
SOLE
1643375
0
0
WENDYS CO
COM
95058W100
3120
345464
SH
SOLE
345464
0
0
WERNER ENTERPRISES INC
COM
950755108
2124
68171
SH
SOLE
68171
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
14524
921565
SH
SOLE
921565
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
18047
1648089
SH
SOLE
1648089
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
5438
554908
SH
SOLE
554908
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
15091
848772
SH
SOLE
848772
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
25853
1639390
SH
SOLE
1639390
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
16499
3072438
SH
SOLE
3072438
0
0
WESTERN ASSET INCOME FD
COM
95766T100
796
59217
SH
SOLE
59217
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
22049
4314910
SH
SOLE
4314910
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
4951
433944
SH
SOLE
433944
0
0
WORTHINGTON INDS INC
COM
981811102
2153
71560
SH
SOLE
71560
0
0