0000902664-16-005869.txt : 20160216
0000902664-16-005869.hdr.sgml : 20160215
20160216161206
ACCESSION NUMBER: 0000902664-16-005869
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160216
DATE AS OF CHANGE: 20160216
EFFECTIVENESS DATE: 20160216
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: 161428266
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
12-31-2015
12-31-2015
false
Saba Capital Management, L.P.
405 Lexington Avenue
58th Floor
New York
NY
10174
13F HOLDINGS REPORT
028-14282
N
Michael D'Angelo
Chief Compliance Officer
212-542-4635
/s/ Michael D'Angelo
New York
NY
02-16-2016
0
99
1048964
INFORMATION TABLE
2
infotable.xml
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
8085
1769098
SH
SOLE
1769098
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
237
82700
SH
Put
SOLE
82700
0
0
ADVENT CLAYMORE ENH GRW & IN
COM
00765E104
3982
481443
SH
SOLE
481443
0
0
ALLIANCEBERNSTEIN GBL HGH IN
COM
01879R106
5199
482245
SH
SOLE
482245
0
0
ANADARKO PETE CORP
COM
032511107
33773
695200
SH
Put
SOLE
695200
0
0
ANADARKO PETE CORP
COM
032511107
3984
82000
SH
SOLE
82000
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
2555
183965
SH
SOLE
183965
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
20614
1794100
SH
Put
SOLE
1794100
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
2476
215510
SH
SOLE
215510
0
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
48481
4957128
SH
SOLE
4957128
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
7713
625032
SH
SOLE
625032
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
56983
16908864
SH
SOLE
16908864
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
278
19085
SH
SOLE
19085
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
21461
1357459
SH
SOLE
1357459
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
8709
646090
SH
SOLE
646090
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
33434
2500662
SH
SOLE
2500662
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
9937
673696
SH
SOLE
673696
0
0
BROOKFIELD TOTAL RETURN FD I
COM
11283U108
2799
127510
SH
SOLE
127510
0
0
CENTURYLINK INC
COM
156700106
53279
2117600
SH
Put
SOLE
2117600
0
0
CENTURYLINK INC
COM
156700106
1023
40648
SH
SOLE
40648
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
6390
1420000
SH
Put
SOLE
1420000
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
283
27143
SH
SOLE
27143
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
7
795108
SH
SOLE
795108
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
9582
3446796
SH
SOLE
3446796
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
145
15555
SH
SOLE
15555
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
1771
200830
SH
SOLE
200830
0
0
DEUTSCHE GLOBAL HIGH INCOME
COM
25158V108
1890
250361
SH
SOLE
250361
0
0
DEUTSCHE HIGH INCOME OPPORT
COM
25158Y102
24537
1878803
SH
SOLE
1878803
0
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
17401
2188791
SH
SOLE
2188791
0
0
DEUTSCHE MULTI-MKT INCOME TR
SHS
25160E102
13317
1743029
SH
SOLE
1743029
0
0
DEUTSCHE STRATEGIC INCOME TR
SHS
25160F109
3835
364934
SH
SOLE
364934
0
0
DEVON ENERGY CORP NEW
COM
25179M103
27315
853600
SH
Put
SOLE
853600
0
0
DEVON ENERGY CORP NEW
COM
25179M103
2054
64200
SH
SOLE
64200
0
0
DYNEGY INC NEW DEL
*W EXP 10/02/201
26817R116
344
731344
SH
SOLE
731344
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
13318
993166
SH
SOLE
993166
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
3912
277830
SH
SOLE
277830
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
589
40521
SH
SOLE
40521
0
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
26013
2426544
SH
SOLE
2426544
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
22492
3322300
SH
Put
SOLE
3322300
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
44452
9518600
SH
Put
SOLE
9518600
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
4051
867558
SH
SOLE
867558
0
0
GENWORTH FINL INC
COM CL A
37247D106
4929
1321500
SH
Put
SOLE
1321500
0
0
GENWORTH FINL INC
COM CL A
37247D106
3176
851358
SH
SOLE
851358
0
0
GLOBAL HIGH INCOME FUND INC
COM
37933G108
9548
1123257
SH
SOLE
1123257
0
0
HCP INC
COM
40414L109
3654
95542
SH
SOLE
95542
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
532
34053
SH
SOLE
34053
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
4626
360000
SH
SOLE
360000
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
747
6549
SH
SOLE
6549
0
0
ISHARES TR
A RATE CP BD ETF
46429B291
1148
22687
SH
SOLE
22687
0
0
ISHARES TR
1-3 YR CR BD ETF
464288646
1323
12651
SH
SOLE
12651
0
0
ISHARES TR
INTERM CR BD ETF
464288638
697
6493
SH
SOLE
6493
0
0
ISHARES TR
JP MOR EM MK ETF
464288281
262
2473
SH
SOLE
2473
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
839
10414
SH
SOLE
10414
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
22581
639864
SH
SOLE
639864
0
0
IVY HIGH INC OPPORTUNITIES F
COM
465893105
1344
108600
SH
SOLE
108600
0
0
KATE SPADE & CO
COM
485865109
1460
82161
SH
SOLE
82161
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
3351
289404
SH
SOLE
289404
0
0
LINN ENERGY LLC
UNIT LTD LIAB
536020100
543
421300
SH
Put
SOLE
421300
0
0
LMP CAP & INCOME FD INC
COM
50208A102
231
18712
SH
SOLE
18712
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
10792
6132069
SH
SOLE
6132069
0
0
MARKET VECTORS ETF TR
RUSSIA ETF
57060U506
17803
1215200
SH
SOLE
1215200
0
0
MERITOR INC
COM
59001K100
128
15295
SH
SOLE
15295
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
8302
1089442
SH
SOLE
1089442
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
3134
1350832
SH
SOLE
1350832
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
7480
1357565
SH
SOLE
1357565
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
16666
2450870
SH
SOLE
2450870
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
10641
1054630
SH
SOLE
1054630
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
1039
135656
SH
SOLE
135656
0
0
NOBLE CORP PLC
SHS USD
G65431101
9646
914300
SH
Put
SOLE
914300
0
0
NOBLE CORP PLC
SHS USD
G65431101
910
86249
SH
SOLE
86249
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
171
15767
SH
SOLE
15767
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
393
55358
SH
SOLE
55358
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
488
57494
SH
SOLE
57494
0
0
OI S.A.
SPN ADR NEW
670851302
808
1324866
SH
SOLE
1324866
0
0
PACHOLDER HIGH YIELD FD INC
COM
693742108
770
126806
SH
SOLE
126806
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
3105
722000
SH
SOLE
722000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
11276
2622400
SH
Put
SOLE
2622400
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
31426
1742993
SH
SOLE
1742993
0
0
PRUDENTIAL GLB SHT DUR HG YL
COM
74433A109
2053
145071
SH
SOLE
145071
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
2673
365665
SH
SOLE
365665
0
0
PUTNAM MASTER INTER INCOME T
SH BEN INT
746909100
259
56893
SH
SOLE
56893
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
29646
5989125
SH
SOLE
5989125
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
22689
1338600
SH
Put
SOLE
1338600
0
0
STRATEGIC GLOBAL INCOME FD
COM
862719101
740
84432
SH
SOLE
84432
0
0
TEMPLETON EMERG MKTS INCOME
COM
880192109
426
42734
SH
SOLE
42734
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
48083
3883900
SH
Put
SOLE
3883900
0
0
UNISYS CORP
COM NEW
909214306
537
48560
SH
SOLE
48560
0
0
UNITED STATES STL CORP NEW
COM
912909108
62952
7888700
SH
Put
SOLE
7888700
0
0
VANGUARD BD INDEX FD INC
TOTAL BND MRKT
921937835
1915
23711
SH
SOLE
23711
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
11107
1490869
SH
SOLE
1490869
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
41252
3644198
SH
SOLE
3644198
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
4204
306177
SH
SOLE
306177
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
13997
1438577
SH
SOLE
1438577
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
5031
650794
SH
SOLE
650794
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
4855
307266
SH
SOLE
307266
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
16686
1183381
SH
SOLE
1183381
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
14925
3182405
SH
SOLE
3182405
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
17688
3913240
SH
SOLE
3913240
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
2577
255656
SH
SOLE
255656
0
0