I know that it's saws, but it doesn't sound as straight as out of the box. I've tried with portamento on Neutral & slide inside of Sylenth1, pitch modulation using LFO's as mentioned above, but I dont achieve the same type of sound. It feels like it's kind of bending or something? I don't know how to explain it, listen for yourself and I'm sure you get what I mean.
I used the theme from Sorcerer's Apprentice by Paul Dukas for this tutorial. Read the timed comments, they explain everything.[soundcloud][/soundcloud]