0001062993-17-003819.txt : 20170814 0001062993-17-003819.hdr.sgml : 20170814 20170814162711 ACCESSION NUMBER: 0001062993-17-003819 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171030604 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 06-30-2017 06-30-2017 Saba Capital Management, L.P.

405 LEXINGTON AVENUE 58TH FLOOR NEW YORK NY 10174

13F HOLDINGS REPORT 028-14282 N Michael D'Angelo 212-542-4635 Michael D'Angelo New York NY 08-14-2017 0 103 1105164 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE ADVENT CLAY CONV SEC INC FD COM 007639107 32351 5192780 SH SOLE 5192780 0 0 ADVENT CLAYMORE CV SECS & IN COM 00764C109 42399 2625329 SH SOLE 2625329 0 0 ADVENT CLAYMORE ENH GRW & IN COM 00765E104 11733 1340954 SH SOLE 1340954 0 0 AK STL HLDG CORP COM 001547108 5699 867390 SH SOLE 867390 0 0 ALLIANZGI NFJ DIVID INT & PR COM 01883A107 10913 833660 SH SOLE 833660 0 0 ALPINE GLOBAL DYNAMIC DIVD F COM NEW 02082E205 7705 753182 SH SOLE 742516 0 10666 ALPINE TOTAL DYNAMIC DIVID F COM SH BEN INT N 021060207 55018 6331197 SH SOLE 6128147 0 203050 AMERICAN AIRLS GROUP INC COM 02376R102 27676 550000 SH Put SOLE 550000 0 0 ANADARKO PETE CORP COM 032511107 13697 302100 SH Put SOLE 302100 0 0 ANADARKO PETE CORP COM 032511107 197 4347 SH SOLE 4347 0 0 AVON PRODS INC COM 054303102 7220 1900095 SH SOLE 1900095 0 0 BANCROFT FUND LTD COM 059695106 345 15970 SH SOLE 15970 0 0 BARRETT BILL CORP COM 06846N104 1633 532035 SH SOLE 532035 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 1839 167750 SH SOLE 64698 0 103052 BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 93693 8118988 SH SOLE 8118988 0 0 BLACKROCK ENHANCED GBL DIV T COM 092501105 725 54728 SH SOLE 54728 0 0 BLACKROCK MULTI-SECTOR INC T COM 09258A107 328 18100 SH SOLE 18100 0 0 BON-TON STORES INC COM 09776J101 13 30005 SH SOLE 30005 0 0 BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 795 34301 SH SOLE 34301 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CS4 41655 44450000 PRN SOLE 44450000 0 0 CLOUGH GLOBAL DIVND AND INC COM 18913Y103 24201 1814145 SH SOLE 1803645 0 10500 CLOUGH GLOBAL EQUITY FD COM 18914C100 32335 2562167 SH SOLE 2531167 0 31000 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 79276 7478899 SH SOLE 7279633 0 199266 COMMUNITY HEALTH SYS INC NEW COM 203668108 35372 3551383 SH SOLE 3551383 0 0 COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 16 795108 SH SOLE 795108 0 0 CONSOL ENERGY INC COM 20854P109 6215 415966 SH SOLE 415966 0 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 20035 5945208 SH SOLE 5945208 0 0 DBX ETF TR DBXTR HAR CS 300 233051879 243 8900 SH SOLE 8900 0 0 DELAWARE ENHANCED GBL DIV & COM 246060107 11940 1047343 SH SOLE 1014343 0 33000 DELAWARE INVTS DIV & INCOME COM 245915103 3204 306317 SH SOLE 234510 0 71807 DEUTSCHE GLOBAL HIGH INCOME COM 25158V108 3285 377197 SH SOLE 377197 0 0 DEUTSCHE HIGH INCOME OPPORT COM 25158Y102 25718 1728353 SH SOLE 1728353 0 0 DEUTSCHE MULTI-MKT INCOME TR SHS 25160E102 12365 1405086 SH SOLE 1405086 0 0 DEUTSCHE STRATEGIC INCOME TR SHS 25160F109 2487 200716 SH SOLE 200716 0 0 DIVIDEND & INCOME FUND COM NEW 25538A204 3832 310255 SH SOLE 301255 0 9000 DYNEGY INC NEW DEL COM 26817R108 2252 272346 SH SOLE 272346 0 0 DYNEGY INC NEW DEL *W EXP 10/02/201 26817R116 95 1394423 SH SOLE 1394423 0 0 ELLSWORTH GROWTH & INCOME FD COM 289074106 731 80143 SH SOLE 80143 0 0 ENERGY XXI GULF COAST INC COM 29276K101 4839 260601 SH SOLE 260601 0 0 ENSCO PLC SHS CLASS A G3157S106 602 116570 SH SOLE 116570 0 0 EUROPEAN EQUITY FUND COM 298768102 415 45222 SH SOLE 45222 0 0 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 188 16112 SH SOLE 16112 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 77176 4476541 SH SOLE 4476541 0 0 FIRST TR STRATEGIC HIGH INC COM SHS NEW 337353304 12283 899876 SH SOLE 721650 0 178226 FRANKLIN LTD DURATION INC TR COM 35472T101 3348 283039 SH SOLE 283039 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 1555 1340139 SH SOLE 1340139 0 0 GENERAL AMERN INVS INC COM 368802104 39205 1141332 SH SOLE 1141332 0 0 GENWORTH FINL INC COM CL A 37247D106 13924 3693407 SH SOLE 3693407 0 0 HERTZ GLOBAL HLDGS INC COM 42806J106 12701 1104410 SH SOLE 1104410 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 1919 659572 SH SOLE 659572 0 0 INVESCO HIGH INCOME TR II COM 46131F101 12046 807399 SH SOLE 758000 0 49399 ISHARES TR IBOXX HI YD ETF 464288513 999 11300 SH SOLE 11300 0 0 LAZARD GLB TTL RET&INCM FD I COM 52106W103 823 50360 SH SOLE 50360 0 0 LAZARD WORLD DIVID & INCOME COM 521076109 675 61223 SH SOLE 61223 0 0 LEGG MASON BW GLB INC OPP FD COM 52469B100 16479 1245560 SH SOLE 1245560 0 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 13751 2429484 SH SOLE 2138809 0 290675 LMP CAP & INCOME FD INC COM 50208A102 165 11589 SH SOLE 11589 0 0 MBIA INC COM 55262C100 2116 224342 SH SOLE 224342 0 0 MFS CHARTER INCOME TR SH BEN INT 552727109 811 93815 SH SOLE 93815 0 0 MORGAN STANLEY EM MKTS DM DE COM 617477104 1917 241723 SH SOLE 241723 0 0 MORGAN STANLEY EMER MKTS DEB COM 61744H105 13592 1374349 SH SOLE 1281849 0 92500 MVC CAPITAL INC COM 553829102 177 18000 SH SOLE 18000 0 0 NEUBERGER BERMAN HGH YLD FD COM 64128C106 9021 758703 SH SOLE 758703 0 0 NEUBERGER BERMAN RE ES SEC F COM 64190A103 290 53762 SH SOLE 53762 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 143 15050 SH SOLE 15050 0 0 NEW GOLD INC CDA COM 644535106 4574 1438265 SH SOLE 1438265 0 0 NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 383 22704 SH SOLE 185 0 22519 NUVEEN MULTI MKT INCOME FD COM 67075J107 130 17285 SH SOLE 17285 0 0 OCWEN FINL CORP COM NEW 675746309 1330 494461 SH SOLE 494461 0 0 ONEMAIN HLDGS INC COM 68268W103 5732 233083 SH SOLE 233083 0 0 PACHOLDER HIGH YIELD FD INC COM 693742108 1618 203224 SH SOLE 203224 0 0 PARKER DRILLING CO COM 701081101 582 430824 SH SOLE 430824 0 0 PENNEY J C INC COM 708160106 5655 1216100 SH SOLE 1216100 0 0 PIONEER ENERGY SVCS CORP COM 723664108 492 240025 SH SOLE 240025 0 0 PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 702 47225 SH SOLE 168 0 47057 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 2856 324901 SH SOLE 324901 0 0 RADIAN GROUP INC COM 750236101 1950 119300 SH Put SOLE 119300 0 0 RADIAN GROUP INC COM 750236101 164 10000 SH SOLE 10000 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 3503 342052 SH SOLE 342052 0 0 ROYCE VALUE TR INC COM 780910105 4686 321167 SH SOLE 321167 0 0 SEADRILL LIMITED SHS G7945E105 1302 3605900 SH Put SOLE 3605900 0 0 SEARS HLDGS CORP COM 812350106 1102 124325 SH SOLE 124325 0 0 SM ENERGY CO COM 78454L100 4687 283526 SH SOLE 283526 0 0 SOLARCITY CORP NOTE 2.750%11/0 83416TAA8 2338 2333000 PRN SOLE 2333000 0 0 SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 3299 3475000 PRN SOLE 3475000 0 0 SUPERVALU INC COM 868536103 3793 1152860 SH SOLE 1152860 0 0 TEMPLETON EMERG MKTS INCOME COM 880192109 4306 383769 SH SOLE 330323 0 53446 TENET HEALTHCARE CORP COM NEW 88033G407 15670 810262 SH SOLE 810262 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 5801 5000000 PRN SOLE 5000000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 6935 5500000 PRN SOLE 5500000 0 0 TESLA INC NOTE 0.250% 3/0 88160RAB7 1432 1250000 PRN SOLE 1250000 0 0 TESLA INC COM 88160R101 36161 100000 SH Put SOLE 100000 0 0 TRANSOCEAN LTD REG SHS H8817H100 6424 780600 SH Put SOLE 780600 0 0 UNISYS CORP COM NEW 909214306 780 60944 SH SOLE 60944 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 28073 1622688 SH SOLE 1622688 0 0 VIRTUS TOTAL RETURN FUND INC COM 92837G100 384 31366 SH SOLE 31366 0 0 VOYA GLBL ADV & PREM OPP FD COM 92912R104 1889 174755 SH SOLE 90555 0 84200 VOYA GLBL EQTY DIV & PREM OP COM 92912T100 110 14560 SH SOLE 14560 0 0 WELLS FARGO GLOBAL DIVIDEND COM 94987C103 19552 3194833 SH SOLE 3194833 0 0 WELLS FARGO MULTI SECTOR INC COM 94987D101 44411 3326688 SH SOLE 3326688 0 0 WESTERN ASSET EMRG MKT DEBT COM 95766A101 18101 1162573 SH SOLE 1162573 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 3199 318007 SH SOLE 309007 0 9000 WESTERN ASSET HGH YLD DFNDFD COM 95768B107 662 43354 SH SOLE 22354 0 21000