0000902664-15-002609.txt : 20150515
0000902664-15-002609.hdr.sgml : 20150515
20150515162325
ACCESSION NUMBER: 0000902664-15-002609
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150515
DATE AS OF CHANGE: 20150515
EFFECTIVENESS DATE: 20150515
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: 15869868
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
03-31-2015
03-31-2015
false
Saba Capital Management, L.P.
405 Lexington Avenue
58th Floor
New York
NY
10174
13F HOLDINGS REPORT
028-14282
N
Douglas Chiciak
Chief Compliance Officer
212-542-4618
/s/ Douglas Chiciak
New York
NY
05-15-2015
0
132
957637
INFORMATION TABLE
2
infotable.xml
ABERDEEN ASIA PACIFIC INCOM
COM
003009107
14670
2726824
SH
SOLE
2726824
0
0
APOLLO SR FLOATING RATE FD I
COM
037636107
303
16962
SH
SOLE
16962
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
4074
249779
SH
SOLE
249779
0
0
AVERY DENNISON CORP
COM
053611109
1192
22535
SH
SOLE
22535
0
0
BARRICK GOLD CORP
COM
067901108
5639
514513
SH
SOLE
514513
0
0
BLACKROCK CORE BD TR
SHS BEN INT
09249E101
6352
459599
SH
SOLE
459599
0
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
68456
6134042
SH
SOLE
6134042
0
0
BLACKROCK CR ALLCTN INC TR
COM
092508100
24938
1852719
SH
SOLE
1852719
0
0
BLACKROCK DEBT STRAT FD INC
COM
09255R103
49863
13368189
SH
SOLE
13368189
0
0
BLACKROCK INCOME TR INC
COM
09247F100
146
22693
SH
SOLE
22693
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
1531
96974
SH
SOLE
96974
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
24863
1423156
SH
SOLE
1423156
0
0
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
8185
507122
SH
SOLE
507122
0
0
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
23978
1481975
SH
SOLE
1481975
0
0
BROOKFIELD MTG OPP INC FD IN
COM
112792106
5907
358656
SH
SOLE
358656
0
0
CIT GROUP INC
COM NEW
125581801
1266
28066
SH
SOLE
28066
0
0
CLAYMORE EXCHANGE TRD FD TR
GUG BLT2016 HY
18383M415
389
14750
SH
SOLE
14750
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2017
18383M548
383
16767
SH
SOLE
16767
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG CRP BD 2015
18383M563
213
9843
SH
SOLE
9843
0
0
CLAYMORE EXCHANGE TRD FD TR
GUGG BULL 2015
18383M423
688
26335
SH
SOLE
26335
0
0
CLOUGH GLOBAL OPPORTUNITIES
SH BEN INT
18914E106
338
27143
SH
SOLE
27143
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 01/27/2016
203668116
17
795108
SH
SOLE
795108
0
0
CONSOL ENERGY INC
COM
20854P109
13560
486200
SH
Put
SOLE
486200
0
0
CONSOL ENERGY INC
COM
20854P109
4331
155300
SH
SOLE
155300
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
1899
591504
SH
SOLE
591504
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
178
15555
SH
SOLE
15555
0
0
DELAWARE INVTS DIV & INCOME
COM
245915103
1969
195697
SH
SOLE
195697
0
0
DEUTSCHE HIGH INCOME OPPORT
COM
25158Y102
15009
1045218
SH
SOLE
1045218
0
0
DEUTSCHE HIGH INCOME TR
SHS
25155R100
12940
1457187
SH
SOLE
1457187
0
0
DEUTSCHE MULTI-MKT INCOME TR
SHS
25160E102
7606
899008
SH
SOLE
899008
0
0
DEUTSCHE STRATEGIC INCOME TR
SHS
25160F109
3279
279057
SH
SOLE
279057
0
0
DYNEGY INC NEW DEL
*W EXP 10/02/201
26817R116
3642
863094
SH
SOLE
863094
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
437
30335
SH
SOLE
30335
0
0
EATON VANCE SH TM DR DIVR IN
COM
27828V104
1621
111848
SH
SOLE
111848
0
0
EMCOR GROUP INC
COM
29084Q100
1543
33199
SH
SOLE
33199
0
0
ENBRIDGE INC
COM
29250N105
50925
1050000
SH
Put
SOLE
1050000
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
5700
347978
SH
SOLE
347978
0
0
FIRST TRUST MORTGAGE INCM FD
COM SHS
33734E103
524
35284
SH
SOLE
35284
0
0
FLEXTRONICS INTL LTD
ORD
Y2573F102
959
8748
SH
SOLE
8748
0
0
FRANKLIN LTD DURATION INC TR
COM
35472T101
13530
1111738
SH
SOLE
1111738
0
0
FRANKLIN UNVL TR
SH BEN INT
355145103
946
130895
SH
SOLE
130895
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
10423
550000
SH
Put
SOLE
550000
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
190
10000
SH
SOLE
10000
0
0
GENWORTH FINL INC
COM CL A
37247D106
2180
298278
SH
SOLE
298278
0
0
GLOBAL HIGH INCOME FUND INC
COM
37933G108
16483
1883734
SH
SOLE
1883734
0
0
GRACE W R & CO DEL NEW
COM
38388F108
1702
17210
SH
SOLE
17210
0
0
GREIF INC
CL A
397624107
1473
37516
SH
SOLE
37516
0
0
HANCOCK JOHN INCOME SECS TR
COM
410123103
217
15184
SH
SOLE
15184
0
0
HANCOCK JOHN PREMUIM DIV FD
COM SH BEN INT
41013T105
4709
338766
SH
SOLE
338766
0
0
HCP INC
COM
40414L109
5237
121192
SH
SOLE
121192
0
0
INVESCO BD FD
COM
46132L107
910
48640
SH
SOLE
48640
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
3484
291086
SH
SOLE
291086
0
0
INVESCO HIGH INCOME TR II
COM
46131F101
1650
109103
SH
SOLE
109103
0
0
INVESCO SR INCOME TR
COM
46131H107
210
44392
SH
SOLE
44392
0
0
ISHARES
1-3 YR CR BD ETF
464288646
878
8320
SH
SOLE
8320
0
0
ISHARES
INTERM CR BD ETF
464288638
248
2239
SH
SOLE
2239
0
0
ISHARES
IBOXX HI YD ETF
464288513
722
7971
SH
SOLE
7971
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
850
6983
SH
SOLE
6983
0
0
ISHARES TR
A RATE CP BD ETF
46429B291
3074
58478
SH
SOLE
58478
0
0
ISHARES TR
CORE US AGGBD ET
464287226
48221
432751
SH
SOLE
432751
0
0
ITRON INC
COM
465741106
1652
45260
SH
SOLE
45260
0
0
KB HOME
COM
48666K109
346
22123
SH
SOLE
22123
0
0
KBR INC
COM
48242W106
1557
107519
SH
SOLE
107519
0
0
KLX INC
COM
482539103
702
18204
SH
SOLE
18204
0
0
LEGG MASON BW GLB INC OPP FD
COM
52469B100
7209
452533
SH
SOLE
452533
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
1623
22099
SH
SOLE
22099
0
0
LMP CAP & INCOME FD INC
COM
50208A102
313
18712
SH
SOLE
18712
0
0
LMP CORPORATE LN FD INC
COM
50208B100
180
16127
SH
SOLE
16127
0
0
MACK CALI RLTY CORP
COM
554489104
5636
292320
SH
SOLE
292320
0
0
MACYS INC
COM
55616P104
961
14807
SH
SOLE
14807
0
0
MANAGED HIGH YIELD PLUS FD I
COM
561911108
10716
5581157
SH
SOLE
5581157
0
0
MASCO CORP
COM
574599106
1132
42391
SH
SOLE
42391
0
0
MATRIX SVC CO
COM
576853105
1310
74621
SH
SOLE
74621
0
0
MBIA INC
COM
55262C100
6764
727300
SH
Put
SOLE
727300
0
0
MBIA INC
COM
55262C100
446
48000
SH
SOLE
48000
0
0
MERITOR INC
COM
59001K100
1008
79947
SH
SOLE
79947
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
10102
1148001
SH
SOLE
1148001
0
0
MFS INTERMEDIATE HIGH INC FD
SH BEN INT
59318T109
4116
1496848
SH
SOLE
1496848
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
8692
1368775
SH
SOLE
1368775
0
0
MILLER HERMAN INC
COM
600544100
1013
36506
SH
SOLE
36506
0
0
MORGAN STANLEY EM MKTS DM DE
COM
617477104
24435
2638762
SH
SOLE
2638762
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
383
41361
SH
SOLE
41361
0
0
MORGAN STANLEY TRUSTS
INCOME SECS INC
61745P874
207
11500
SH
SOLE
11500
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
10524
852869
SH
SOLE
852869
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
636
70278
SH
SOLE
70278
0
0
NEXPOINT CR STRATEGIES FD
COM
65340G106
139
11441
SH
SOLE
11441
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
307
33974
SH
SOLE
33974
0
0
NUVEEN DIVERSIFIED DIV INCM
COM
6706EP105
192
15767
SH
SOLE
15767
0
0
NUVEEN MTG OPPORTUNITY TERM
COM
670735109
16976
728895
SH
SOLE
728895
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
405
53651
SH
SOLE
53651
0
0
NUVEEN QUALITY PFD INC FD 3
COM
67072W101
4817
556276
SH
SOLE
556276
0
0
NUVEEN QUALITY PFD INCOME FD
COM
67071S101
879
102930
SH
SOLE
102930
0
0
OI S.A.
SPN ADR PFD NEW
670851401
2493
1618698
SH
SOLE
1618698
0
0
PENNEY J C INC
COM
708160106
12785
1520200
SH
Put
SOLE
1520200
0
0
PIMCO DYNAMIC CR INCOME FD
COM SHS
72202D106
23357
1143816
SH
SOLE
1143816
0
0
PIMCO ETF TR
0-5 HIGH YIELD
72201R783
1310
12902
SH
SOLE
12902
0
0
PUTMAN HIGH INCOME SEC FUND
SHS BEN INT
746779107
4032
494721
SH
SOLE
494721
0
0
PUTNAM MASTER INTER INCOME T
SH BEN INT
746909100
3287
670890
SH
SOLE
670890
0
0
PUTNAM PREMIER INCOME TR
SH BEN INT
746853100
23797
4515630
SH
SOLE
4515630
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
1750
69261
SH
SOLE
69261
0
0
ROWAN COMPANIES PLC
SHS CL A
00B6SLMV1
1652
93304
SH
SOLE
93304
0
0
SEARS HLDGS CORP
COM
812350106
9054
218800
SH
Put
SOLE
218800
0
0
SKYWEST INC
COM
830879102
1158
79287
SH
SOLE
79287
0
0
SPDR SER TR
SHT TRM HGH YLD
78468R408
3965
135779
SH
SOLE
135779
0
0
SPDR SERIES TRUST
BRC HGH YLD BD
78464A417
1055
26906
SH
SOLE
26906
0
0
SPX CORP
COM
784635104
1487
17519
SH
SOLE
17519
0
0
STRATEGIC GLOBAL INCOME FD
COM
862719101
1977
234520
SH
SOLE
234520
0
0
TALISMAN ENERGY INC
COM
87425E103
11276
1468244
SH
SOLE
1468244
0
0
TETRA TECH INC NEW
COM
88162G103
1772
73783
SH
SOLE
73783
0
0
Transocean LTD
REG SHS
H8817H950
40411
2754700
SH
Put
SOLE
2754700
0
0
TRINSEO S A
SHS
105778848
1884
95153
SH
SOLE
95153
0
0
UNIFIRST CORP MASS
COM
904708104
1774
15075
SH
SOLE
15075
0
0
UNITED STATES STL CORP NEW
COM
912909108
13535
554700
SH
Put
SOLE
554700
0
0
UNITED STATES STL CORP NEW
COM
912909108
2952
121000
SH
SOLE
121000
0
0
VANGUARD BD INDEX FD INC
LONG TERM BOND
921937793
2356
24466
SH
SOLE
24466
0
0
VANGUARD BD INDEX FD INC
TOTAL BND MRKT
921937835
30328
363772
SH
SOLE
363772
0
0
VANGUARD SCOTTSDALE FDS
LG-TERM COR BD
92206C813
525
5580
SH
SOLE
5580
0
0
VANGUARD SCOTTSDALE FDS
SHRT TRM CORP BD
92206C409
687
8571
SH
SOLE
8571
0
0
VANGUARD SCOTTSDALE FDS
INT-TERM CORP
92206C870
321
3665
SH
SOLE
3665
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
266
15932
SH
SOLE
15932
0
0
WELLS FARGO ADVANTAGE INCOME
COM SHS
94987B105
22594
2567465
SH
SOLE
2567465
0
0
WELLS FARGO ADVANTAGE MULTI
COM SHS
94987D101
19073
1428698
SH
SOLE
1428698
0
0
WESTERN ASSET EMRG MKT DEBT
COM
95766A101
10334
656142
SH
SOLE
656142
0
0
WESTERN ASSET EMRG MKT INCM
COM
95766E103
15665
1409950
SH
SOLE
1409950
0
0
WESTERN ASSET GLB PTNRS INCO
COM
95766G108
4615
482246
SH
SOLE
482246
0
0
WESTERN ASSET GLOBAL CP DEFI
COM
95790C107
12449
703708
SH
SOLE
703708
0
0
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
21575
1319575
SH
SOLE
1319575
0
0
WESTERN ASSET HIGH INCM OPP
COM
95766K109
12345
2320559
SH
SOLE
2320559
0
0
WESTERN ASSET INCOME FD
COM
95766T100
289
20898
SH
SOLE
20898
0
0
WESTERN ASSET MGD HI INCM FD
COM
95766L107
20247
3916198
SH
SOLE
3916198
0
0
WESTERN ASSET WORLDWIDE INCO
COM
957668106
3309
291794
SH
SOLE
291794
0
0
WORTHINGTON INDS INC
COM
981811102
1668
62673
SH
SOLE
62673
0
0