0001062993-18-003436.txt : 20180814 0001062993-18-003436.hdr.sgml : 20180814 20180814160555 ACCESSION NUMBER: 0001062993-18-003436 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180814 DATE AS OF CHANGE: 20180814 EFFECTIVENESS DATE: 20180814 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: 181017377 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 06-30-2018 06-30-2018 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 08-14-2018 0 94 1605608 false
INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 72537 8289924 SH SOLE 7945864 0 344060 ADVENT CLAY CONV SEC INC FD COM 007639107 529 94624 SH SOLE 94624 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 384 25101 SH SOLE 25101 0 0 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 134 17281 SH SOLE 17281 0 0 ALLIANCE CALIF MUN INCOME FD COM 018546101 178 13535 SH SOLE 13535 0 0 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 3675 318432 SH SOLE 318432 0 0 ALLIANZGI NFJ DIVID INT & PR COM 01883A107 22059 1747930 SH SOLE 1531829 0 216101 ALPHABET INC CAP STK CL A 02079K305 45846 40600 SH Put SOLE 40600 0 0 ALPHABET INC CAP STK CL C 02079K107 13938 12493 SH SOLE 12493 0 0 APPLE INC COM 037833100 37022 200000 SH Put SOLE 200000 0 0 APPLE INC COM 037833100 9953 53767 SH SOLE 53767 0 0 AVON PRODS INC COM 054303102 5568 3436757 SH SOLE 3436757 0 0 BANCROFT FUND LTD COM 059695106 349 15970 SH SOLE 15970 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 31244 2987005 SH SOLE 2793110 0 193895 BLACKROCK CR ALLCTN INC TR COM 092508100 2553 211353 SH SOLE 211353 0 0 BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 54688 4891563 SH SOLE 4891563 0 0 BRANDYWINEGBL GLBAL INM OPRT COM 10537L104 4423 388320 SH SOLE 388320 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 4772 632953 SH SOLE 632953 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4964 947281 SH SOLE 947281 0 0 CHINA FD INC COM 169373107 2078 99443 SH SOLE 99443 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 27267 8213005 SH SOLE 8213005 0 0 COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 20 1981077 SH SOLE 1981077 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 144 11670 SH SOLE 11670 0 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 560 177142 SH SOLE 177142 0 0 DASEKE INC *W EXP 02/27/202 23753F115 212 198094 SH SOLE 198094 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 236 8900 SH SOLE 8900 0 0 DEAN FOODS CO NEW COM NEW 242370203 23227 2210000 SH Put SOLE 2210000 0 0 DEAN FOODS CO NEW COM NEW 242370203 897 85328 SH SOLE 85328 0 0 DELAWARE ENHANCED GBL DIV & COM 246060107 23022 2031918 SH SOLE 1964918 0 67000 DEUTSCHE MULTI-MKT INCOME TR SHS 25160E102 7018 796597 SH SOLE 796597 0 0 DEUTSCHE STRATEGIC INCOME TR SHS 25160F109 3150 256525 SH SOLE 256525 0 0 DIVIDEND & INCOME FUND COM NEW 25538A204 1657 134376 SH SOLE 134376 0 0 DONNELLEY R R & SONS CO COM 257867200 3343 581474 SH SOLE 581474 0 0 EATON VANCE CA MUNI INCOME T SH BEN INT 27826F101 610 53222 SH SOLE 53222 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 28248 2245455 SH SOLE 2233455 0 12000 ELLSWORTH GRWTH AND INCOME L COM 289074106 420 44542 SH SOLE 44542 0 0 ENSCO PLC SHS CLASS A G3157S106 674 92776 SH SOLE 92776 0 0 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 162 16112 SH SOLE 16112 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 2839 192723 SH SOLE 178145 0 14578 FRANKLIN UNVL TR SH BEN INT 355145103 68 10145 SH SOLE 10145 0 0 GENERAL AMERN INVS INC COM 368802104 18725 545294 SH SOLE 545294 0 0 GENWORTH FINL INC COM CL A 37247D106 19676 4372434 SH SOLE 4372434 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 406 238772 SH SOLE 238772 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 41910 300000 SH Put SOLE 300000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 15043 107683 SH SOLE 107683 0 0 INVESCO HIGH INCOME TR II COM 46131F101 10858 804871 SH SOLE 755516 0 49355 ISHARES TR IBOXX HI YD ETF 464288513 85080 1000000 SH Put SOLE 1000000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 184518 1800000 SH Call SOLE 1800000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 184518 1800000 SH Put SOLE 1800000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 91725 894795 SH SOLE 894795 0 0 IVY HIGH INC OPPORTUNITIES F COM 465893105 13745 959144 SH SOLE 939144 0 20000 LAZARD WORLD DIVID & INCOME COM 521076109 302 29148 SH SOLE 29148 0 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 165 25821 SH SOLE 25821 0 0 LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 64 23298 SH SOLE 23298 0 0 MBIA INC COM 55262C100 18876 2088100 SH Put SOLE 2088100 0 0 MFS CHARTER INCOME TR SH BEN INT 552727109 105 13240 SH SOLE 0 0 13240 MORGAN STANLEY EM MKTS DM DE COM 617477104 218 32545 SH SOLE 32545 0 0 MORGAN STANLEY EMER MKTS DEB COM 61744H105 8814 1007319 SH SOLE 896323 0 110996 NEUBERGER BERMAN HGH YLD FD COM 64128C106 6183 571468 SH SOLE 571468 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 3108 360575 SH SOLE 360575 0 0 NEW GOLD INC CDA COM 644535106 3594 1728037 SH SOLE 1728037 0 0 NUVEEN CONNECTICUT QLTY MUN COM 67060D107 11560 973058 SH SOLE 973058 0 0 NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 35770 4499331 SH SOLE 4441321 0 58010 OCWEN FINL CORP COM NEW 675746309 645 162963 SH SOLE 162963 0 0 ONEMAIN HLDGS INC COM 68268W103 787 23649 SH SOLE 23649 0 0 PARKER DRILLING CO COM 701081101 6199 16313556 SH SOLE 16313556 0 0 PGIM GLOBAL SHORT DURATION H COM 69346J106 10873 795960 SH SOLE 656403 0 139557 PGIM SHORT DURATION HIGH YIE COM 69346H100 2585 184654 SH SOLE 122866 0 61788 PIONEER DIV HIGH INCOME TRUS COM 723653101 2604 178711 SH SOLE 178711 0 0 PIONEER HIGH INCOME TR COM 72369H106 93 10000 SH SOLE 10000 0 0 PITNEY BOWES INC COM 724479100 11180 1304500 SH Put SOLE 1304500 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1565 96400 SH Put SOLE 96400 0 0 ROYCE GLOBAL VALUE TR INC COM 78081T104 4773 454126 SH SOLE 454126 0 0 SEARS HLDGS CORP COM 812350106 2672 1127464 SH SOLE 1127464 0 0 SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 124 29700 SH SOLE 29700 0 0 SM ENERGY CO COM 78454L100 2874 111891 SH SOLE 111891 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2321 437994 SH SOLE 437994 0 0 STONEMOR PARTNERS L P COM UNITS INT 86183Q100 386 64000 SH SOLE 64000 0 0 SUPERVALU INC COM NEW 868536301 2538 123686 SH SOLE 123686 0 0 TEMPLETON EMERG MKTS INCOME COM 880192109 62761 6111108 SH SOLE 5879022 0 232086 TEMPLETON GLOBAL INCOME FD COM 880198106 5771 939966 SH SOLE 939966 0 0 TESLA INC COM 88160R101 49728 145000 SH Put SOLE 145000 0 0 TEXAS INSTRS INC COM 882508104 33075 300000 SH Put SOLE 300000 0 0 TEXAS INSTRS INC COM 882508104 11857 107546 SH SOLE 107546 0 0 TRANSOCEAN LTD REG SHS H8817H100 21716 1615800 SH Put SOLE 1615800 0 0 WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 49982 6255613 SH SOLE 6177913 0 77700 WESTERN ASSET EMRG MKT DEBT COM 95766A101 1647 124139 SH SOLE 124139 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 19649 2154522 SH SOLE 2086724 0 67798 WESTERN ASSET HGH YLD DFNDFD COM 95768B107 11855 812556 SH SOLE 674115 0 138441 WESTERN ASSET HIGH INCM FD I COM 95766J102 33795 5247746 SH SOLE 5138458 0 109288 WESTERN ASSET HIGH INCM OPP COM 95766K109 50203 10415552 SH SOLE 9939715 0 475837 WILLSCOT CORP *W EXP 09/10/202 971375118 301 133100 SH SOLE 133100 0 0 XEROX CORP COM NEW 984121608 3288 137000 SH Put SOLE 137000 0 0 XEROX CORP COM NEW 984121608 2130 88734 SH SOLE 88734 0 0