0001062993-16-012335.txt : 20161114
0001062993-16-012335.hdr.sgml : 20161111
20161114165114
ACCESSION NUMBER: 0001062993-16-012335
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161114
DATE AS OF CHANGE: 20161114
EFFECTIVENESS DATE: 20161114
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: 161995672
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
09-30-2016
09-30-2016
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
11-14-2016
0
95
1023835
true
INFORMATION TABLE
2
form13fInfoTable.xml
FORM 13F INFORMATION TABLE
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
8985
1754944
SH
SOLE
1754944
0
0
ADVENT CLAY CONV SEC INC FD
COM
007639107
26629
4631132
SH
SOLE
4631132
0
0
ADVENT CLAYMORE CV SECS & IN
COM
00764C109
35496
2434545
SH
SOLE
2434545
0
0
ADVENT CLAYMORE ENH GRW & IN
COM
00765E104
8599
1028630
SH
SOLE
1028630
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
16312
1290469
SH
SOLE
1290469
0
0
ALPINE TOTAL DYNAMIC DIVID F
COM SH BEN INT N
021060207
807
105739
SH
SOLE
105739
0
0
ANADARKO PETE CORP
COM
032511107
19140
302100
SH
Put
SOLE
302100
0
0
ANADARKO PETE CORP
COM
032511107
1067
16847
SH
SOLE
16847
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
2383
153767
SH
SOLE
153767
0
0
BANCROFT FUND LTD
COM
059695106
631
30055
SH
SOLE
30055
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
88525
24253369
SH
SOLE
24253369
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
7163
419605
SH
SOLE
419605
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
17408
1120205
SH
SOLE
1120205
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
44411
2976577
SH
SOLE
2976577
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
784
52239
SH
SOLE
52239
0
0
CALIFORNIA RES CORP
COM NEW
13057Q206
5223
417845
SH
SOLE
417845
0
0
CANADIAN NAT RES LTD
COM
136385101
21998
686600
SH
Put
SOLE
686600
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
235
24268
SH
SOLE
24268
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
15293
1325175
SH
SOLE
1325175
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
18555
5909177
SH
SOLE
5909177
0
0
DBX ETF TR
DBXTR HAR CS 300
233051879
219
8900
SH
SOLE
8900
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
157
15555
SH
SOLE
15555
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
2935
296509
SH
SOLE
296509
0
0
DEUTSCHE GLOBAL HIGH INCOME
COM
25158V108
3179
377997
SH
SOLE
377997
0
0
DEUTSCHE HIGH INCOME OPPORT
COM
25158Y102
28636
2023745
SH
SOLE
2023745
0
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
14126
1533817
SH
SOLE
1533817
0
0
DEUTSCHE MULTI-MKT INCOME TR
SHS
25160E102
16764
1960714
SH
SOLE
1960714
0
0
DEUTSCHE STRATEGIC INCOME TR
SHS
25160F109
5044
416155
SH
SOLE
416155
0
0
DIVIDEND & INCOME FUND
COM NEW
25538A204
1687
150333
SH
SOLE
150333
0
0
DYNEGY INC NEW DEL
*W EXP 10/02/201
26817R116
223
1394423
SH
SOLE
1394423
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
12523
913452
SH
SOLE
913452
0
0
ELLSWORTH GROWTH & INCOME FD
COM
289074106
670
81843
SH
SOLE
81843
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
377
32005
SH
SOLE
32005
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
47172
3025790
SH
SOLE
3025790
0
0
FIRST TR STRATEGIC HIGH INC
COM SHS NEW
337353304
1933
156638
SH
SOLE
156638
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
489
33890
SH
SOLE
33890
0
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
48753
4032541
SH
SOLE
4032541
0
0
GAP INC DEL
COM
364760108
47898
2153700
SH
Put
SOLE
2153700
0
0
GENERAL AMERN INVS INC
COM
368802104
7490
229412
SH
SOLE
229412
0
0
GENWORTH FINL INC
COM CL A
37247D106
942
189972
SH
SOLE
189972
0
0
HESS CORP
COM
42809H107
10311
192300
SH
Put
SOLE
192300
0
0
HESS CORP
COM
42809H107
536
10000
SH
SOLE
10000
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
1075
62583
SH
SOLE
62583
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
9208
630225
SH
SOLE
630225
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
19306
507924
SH
SOLE
507924
0
0
IVY HIGH INC OPPORTUNITIES F
COM
465893105
318
22142
SH
SOLE
22142
0
0
LAZARD GLB TTL RET&INCM FD I
COM
52106W103
690
49360
SH
SOLE
49360
0
0
LAZARD WORLD DIVID & INCOME
COM
521076109
592
58623
SH
SOLE
58623
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
18614
1370696
SH
SOLE
1370696
0
0
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
6505
1255787
SH
SOLE
1255787
0
0
LMP CAP & INCOME FD INC
COM
50208A102
158
11589
SH
SOLE
11589
0
0
MADISON STRTG SECTOR PREM FD
COM
558268108
222
18887
SH
SOLE
18887
0
0
MBIA INC
COM
55262C100
17832
2289100
SH
Put
SOLE
2289100
0
0
MBIA INC
COM
55262C100
2808
360399
SH
SOLE
360399
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
25386
2938201
SH
SOLE
2938201
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
4382
1705180
SH
SOLE
1705180
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
17863
2933214
SH
SOLE
2933214
0
0
MGIC INVT CORP WIS
COM
552848103
4140
517448
SH
SOLE
517448
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
14886
1853858
SH
SOLE
1853858
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
860
89090
SH
SOLE
89090
0
0
MVC CAPITAL INC
COM
553829102
149
18000
SH
SOLE
18000
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
9706
818403
SH
SOLE
818403
0
0
NEUBERGER BERMAN RE ES SEC F
COM
64190A103
486
85333
SH
SOLE
85333
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
601
65227
SH
SOLE
65227
0
0
NOBLE CORP PLC
SHS USD
G65431101
204
32253
SH
SOLE
32253
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
822
96899
SH
SOLE
96899
0
0
NUVEEN GLOBAL EQUITY INCOME
COM
6706EH103
211
17700
SH
SOLE
17700
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
130
17285
SH
SOLE
17285
0
0
OFFICE DEPOT INC
COM
676220106
1497
419220
SH
SOLE
419220
0
0
PACHOLDER HIGH YIELD FD INC
COM
693742108
1227
172057
SH
SOLE
172057
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
2829
352793
SH
SOLE
352793
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
21984
4495713
SH
SOLE
4495713
0
0
QEP RES INC
COM
74733V100
32721
1675400
SH
Put
SOLE
1675400
0
0
QEP RES INC
COM
74733V100
488
25000
SH
SOLE
25000
0
0
RADIAN GROUP INC
COM
750236101
1565
115500
SH
Put
SOLE
115500
0
0
RADIAN GROUP INC
COM
750236101
136
10000
SH
SOLE
10000
0
0
ROYCE VALUE TR INC
COM
780910105
1014
80095
SH
SOLE
80095
0
0
SEADRILL LIMITED
SHS
G7945E105
13067
5513500
SH
Put
SOLE
5513500
0
0
SEADRILL LIMITED
SHS
G7945E105
462
195000
SH
SOLE
195000
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1212
53490
SH
SOLE
53490
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
18933
1776100
SH
Put
SOLE
1776100
0
0
UNISYS CORP
COM NEW
909214306
1293
132781
SH
SOLE
132781
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
10982
447351
SH
SOLE
447351
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
528
33247
SH
SOLE
33247
0
0
VIRTUS TOTAL RETURN FD
COM
92829A103
701
147879
SH
SOLE
147879
0
0
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
163
19455
SH
SOLE
19455
0
0
WELLS FARGO MULTI SECTOR INC
WF MLT SECTR INC
94987D101
74403
5736527
SH
SOLE
5736527
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
8062
495790
SH
SOLE
495790
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
22992
1997533
SH
SOLE
1997533
0
0
WESTERN ASSET GLB HI INCOME
COM
95766B109
4106
402926
SH
SOLE
402926
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
4028
797572
SH
SOLE
797572
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
2980
256714
SH
SOLE
256714
0
0
WESTERN DIGITAL CORP
COM
958102105
45389
776300
SH
Put
SOLE
776300
0
0
WESTERN DIGITAL CORP
COM
958102105
2204
37700
SH
SOLE
37700
0
0