0001062993-16-011169.txt : 20160815
0001062993-16-011169.hdr.sgml : 20160815
20160815161738
ACCESSION NUMBER: 0001062993-16-011169
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160815
DATE AS OF CHANGE: 20160815
EFFECTIVENESS DATE: 20160815
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: 161832958
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
true
false
0001510281
XXXXXXXX
06-30-2016
06-30-2016
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
Michael D'Angelo
New York
NY
08-15-2016
0
97
1118375
true
INFORMATION TABLE
2
form13fInfoTable.xml
FORM 13F INFORMATION TABLE
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
10467
2089275
SH
SOLE
2089275
0
0
ADVENT CLAY CONV SEC INC FD
COM
007639107
21209
3842289
SH
SOLE
3842289
0
0
ADVENT CLAYMORE CV SECS & IN
COM
00764C109
31292
2243159
SH
SOLE
2243159
0
0
ADVENT CLAYMORE ENH GRW & IN
COM
00765E104
8424
1028630
SH
SOLE
1028630
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
9746
790405
SH
SOLE
790405
0
0
ANADARKO PETE CORP
COM
032511107
15671
294300
SH
Put
SOLE
294300
0
0
ANADARKO PETE CORP
COM
032511107
897
16847
SH
SOLE
16847
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
2836
196552
SH
SOLE
196552
0
0
BANCROFT FUND LTD
COM
059695106
4464
238599
SH
SOLE
238599
0
0
BANK AMER CORP
COM
060505104
425
32000
SH
SOLE
32000
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
83827
23746992
SH
SOLE
23746992
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
12296
742935
SH
SOLE
742935
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
16234
1123477
SH
SOLE
1123477
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
37278
2590531
SH
SOLE
2590531
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
1926
129546
SH
SOLE
129546
0
0
CALIFORNIA RES CORP
COM NEW
13057Q206
5098
417845
SH
SOLE
417845
0
0
CANADIAN NAT RES LTD
COM
136385101
21167
686600
SH
Put
SOLE
686600
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
253
27143
SH
SOLE
27143
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
8490
704538
SH
SOLE
704538
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 99/99/9999
203668116
4
795108
SH
SOLE
795108
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
17314
5909177
SH
SOLE
5909177
0
0
DBX ETF TR
DBXTR HAR CS 300
233051879
211
8900
SH
SOLE
8900
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
150
15555
SH
SOLE
15555
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
3983
399947
SH
SOLE
399947
0
0
DEUTSCHE GLOBAL HIGH INCOME
COM
25158V108
3077
377997
SH
SOLE
377997
0
0
DEUTSCHE HIGH INCOME OPPORT
COM
25158Y102
27432
2017035
SH
SOLE
2017035
0
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
19602
2232588
SH
SOLE
2232588
0
0
DEUTSCHE MULTI-MKT INCOME TR
SHS
25160E102
16904
2074166
SH
SOLE
2074166
0
0
DEUTSCHE STRATEGIC INCOME TR
SHS
25160F109
4773
416155
SH
SOLE
416155
0
0
DYNEGY INC NEW DEL
*W EXP 10/02/201
26817R116
507
1394423
SH
SOLE
1394423
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
14552
1077906
SH
SOLE
1077906
0
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
425
70749
SH
SOLE
70749
0
0
ELLSWORTH GROWTH & INCOME FD
COM
289074106
721
91857
SH
SOLE
91857
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
366
32005
SH
SOLE
32005
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
27137
1829904
SH
SOLE
1829904
0
0
FIRST TR STRATEGIC HIGH INC
COM SHS NEW
337353304
1459
121987
SH
SOLE
121987
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
489
33890
SH
SOLE
33890
0
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
46777
4032465
SH
SOLE
4032465
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
213
43300
SH
Put
SOLE
43300
0
0
GAP INC DEL
COM
364760108
76148
3588500
SH
Put
SOLE
3588500
0
0
GAP INC DEL
COM
364760108
4023
189600
SH
SOLE
189600
0
0
GENWORTH FINL INC
COM CL A
37247D106
1729
670072
SH
SOLE
670072
0
0
HESS CORP
COM
42809H107
34053
566600
SH
Put
SOLE
566600
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
1241
78043
SH
SOLE
78043
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
567
51414
SH
SOLE
51414
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
7436
540418
SH
SOLE
540418
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
847
10000
SH
SOLE
10000
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
21896
639864
SH
SOLE
639864
0
0
IVY HIGH INC OPPORTUNITIES F
COM
465893105
1516
110919
SH
SOLE
110919
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
7376
569172
SH
SOLE
569172
0
0
LMP CAP & INCOME FD INC
COM
50208A102
246
18712
SH
SOLE
18712
0
0
MADISON STRTG SECTOR PREM FD
COM
558268108
361
31417
SH
SOLE
31417
0
0
MBIA INC
COM
55262C100
15375
2251100
SH
Put
SOLE
2251100
0
0
MBIA INC
COM
55262C100
2462
360399
SH
SOLE
360399
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
26725
3155231
SH
SOLE
3155231
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
4570
1850260
SH
SOLE
1850260
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
19871
3284445
SH
SOLE
3284445
0
0
MGIC INVT CORP WIS
COM
552848103
4159
699066
SH
SOLE
699066
0
0
MICRON TECHNOLOGY INC
COM
595112103
29481
2142500
SH
Put
SOLE
2142500
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
18583
2422753
SH
SOLE
2422753
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
649
70135
SH
SOLE
70135
0
0
MVC CAPITAL INC
COM
553829102
145
18000
SH
SOLE
18000
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
9996
912895
SH
SOLE
912895
0
0
NEUBERGER BERMAN RE ES SEC F
COM
64190A103
641
112880
SH
SOLE
112880
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
1292
151136
SH
SOLE
151136
0
0
NOBLE CORP PLC
SHS USD
G65431101
4485
544400
SH
Put
SOLE
544400
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
1777
219910
SH
SOLE
219910
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
184
15767
SH
SOLE
15767
0
0
NUVEEN GLOBAL EQUITY INCOME
COM
6706EH103
207
17700
SH
SOLE
17700
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
129
17285
SH
SOLE
17285
0
0
OFFICE DEPOT INC
COM
676220106
1540
465300
SH
SOLE
465300
0
0
PACHOLDER HIGH YIELD FD INC
COM
693742108
1283
180157
SH
SOLE
180157
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
36029
1883389
SH
SOLE
1883389
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
2798
364765
SH
SOLE
364765
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
24632
5240766
SH
SOLE
5240766
0
0
QEP RES INC
COM
74733V100
29464
1671200
SH
Put
SOLE
1671200
0
0
QEP RES INC
COM
74733V100
441
25000
SH
SOLE
25000
0
0
RADIAN GROUP INC
COM
750236101
1078
103500
SH
Put
SOLE
103500
0
0
RADIAN GROUP INC
COM
750236101
104
10000
SH
SOLE
10000
0
0
SEADRILL LIMITED
SHS
G7945E105
14092
4349500
SH
Put
SOLE
4349500
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
43402
3650200
SH
Put
SOLE
3650200
0
0
UNISYS CORP
COM NEW
909214306
1491
204781
SH
SOLE
204781
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
8587
426381
SH
SOLE
426381
0
0
VANECK VECTORS ETF TR
RUSSIA ETF
92189F403
14391
826120
SH
SOLE
826120
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
2014
132868
SH
SOLE
132868
0
0
VIRTUS TOTAL RETURN FD
COM
92829A103
683
147879
SH
SOLE
147879
0
0
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
762
96471
SH
SOLE
96471
0
0
WELLS FARGO MULTI SECTOR INC
WF MLT SECTR INC
94987D101
70471
5570869
SH
SOLE
5570869
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
9195
597836
SH
SOLE
597836
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
24533
2263146
SH
SOLE
2263146
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
6167
719560
SH
SOLE
719560
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
1508
88521
SH
SOLE
88521
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
414
27557
SH
SOLE
27557
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
6292
1333140
SH
SOLE
1333140
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
3119
283780
SH
SOLE
283780
0
0
WESTERN DIGITAL CORP
COM
958102105
35776
757000
SH
Put
SOLE
757000
0
0
WESTERN DIGITAL CORP
COM
958102105
1843
39000
SH
SOLE
39000
0
0