0001062993-20-004013.txt : 20200814 0001062993-20-004013.hdr.sgml : 20200814 20200814161434 ACCESSION NUMBER: 0001062993-20-004013 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200814 DATE AS OF CHANGE: 20200814 EFFECTIVENESS DATE: 20200814 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: 201105235 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 06-30-2020 06-30-2020 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 08-14-2020 0 116 2287244 false INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1324 347623 SH SOLE 347623 0 0 ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 150 19502 SH SOLE 19502 0 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 2440 241579 SH SOLE 238090 0 3489 ALLIANZGI DIVIDEND INT & PRM COM 01883A107 2498 223408 SH SOLE 223408 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 76969 5889000 SH Put SOLE 5889000 0 0 AMKOR TECHNOLOGY INC COM 031652100 1293 105000 SH SOLE 105000 0 0 APOLLO SR FLOATING RATE FD I COM 037636107 11551 929260 SH SOLE 886655 0 42605 APOLLO TACTICAL INCOME FD IN COM 037638103 11926 960265 SH SOLE 931631 0 28634 ARES DYNAMIC CR ALLOCATION F COM 04014F102 4928 413085 SH SOLE 408912 0 4173 BEAZER HOMES USA INC COM NEW 07556Q881 2047 203276 SH SOLE 203276 0 0 BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 10115 768042 SH SOLE 768042 0 0 BLACKROCK DEBT STRATEGIES FD COM NEW 09255R202 5657 606299 SH SOLE 576292 0 30007 BLACKROCK FLOATING RATE INCO COM 09255X100 34820 3114492 SH SOLE 3052197 0 62295 BLACKROCK FLOATING RATE INCO COM 091941104 12073 1099583 SH SOLE 1067654 0 31929 BLACKROCK LTD DURATION INC T COM SHS 09249W101 2537 182131 SH SOLE 181082 0 1049 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 3060 228522 SH SOLE 228522 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 7635 574945 SH SOLE 574945 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 5254 371829 SH SOLE 371829 0 0 BLACKROCK MUNIYIELD PA QLTY COM 09255G107 3610 266010 SH SOLE 266010 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254E103 146 11186 SH SOLE 11186 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 5981 441096 SH SOLE 441096 0 0 BLACKROCK NY MUNI INC QLTY T COM 09249U105 974 73820 SH SOLE 73820 0 0 BLACKROCK NY MUNICIPAL BOND COM 09249P106 7609 484356 SH SOLE 468446 0 15910 BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 14358 1257307 SH SOLE 1195817 0 61490 BNY MELLON HIGH YIELD STRATE SH BEN INT 09660L105 1043 407367 SH SOLE 384226 0 23141 BRANDYWINEGBL GLBAL INM OPRT COM 10537L104 21608 1872468 SH SOLE 1731087 0 141381 CHARTER COMMUNICATIONS INC N CL A 16119P108 108894 213500 SH Put SOLE 213500 0 0 CITIC CAPITAL ACQUISITION CO UNIT 99/99/9999 G21513125 111 11070 SH SOLE 11070 0 0 CLEVELAND CLIFFS INC COM 185899101 8819 1597700 SH Put SOLE 1597700 0 0 CLEVELAND CLIFFS INC COM 185899101 2285 413978 SH SOLE 413978 0 0 CNX RESOURCES CORPORATION COM 12653C108 24045 2779700 SH Put SOLE 2779700 0 0 CNX RESOURCES CORPORATION COM 12653C108 1219 140869 SH SOLE 140869 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 5149 1710545 SH SOLE 1710545 0 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 402 148393 SH SOLE 146409 0 1984 DELAWARE INVTS MINN MUN INCO COM 24610V103 1830 144654 SH SOLE 144654 0 0 DFP HEALTHCARE ACQUISITNS CO UNIT 03/31/2025 23343Q209 1144 107458 SH SOLE 107458 0 0 DIAMONDPEAK HLDGS COR COM CL A 25280H100 2072 201175 SH SOLE 201175 0 0 DIVIDEND & INCOME FD INC COM NEW 25538A204 3441 338019 SH SOLE 338019 0 0 DONNELLEY R R & SONS CO COM 257867200 8227 6913391 SH SOLE 6913391 0 0 EATON VANCE CALIF MUN BD FD COM 27828A100 2382 214044 SH SOLE 213922 0 122 EATON VANCE FLTG RATE INCOM COM SHS BEN INT 278284104 23715 1714749 SH SOLE 1667259 0 47490 EATON VANCE FLTING RATE INC COM 278279104 43546 3819821 SH SOLE 3714994 0 104827 EATON VANCE LTD DURATION INC COM 27828H105 65939 5850821 SH SOLE 5808375 0 42446 EATON VANCE NEW YORK MUN INC SH BEN INT 27826W104 1634 129392 SH SOLE 129392 0 0 EATON VANCE SR FLTNG RTE TR COM 27828Q105 25745 2274266 SH SOLE 2223926 0 50340 EATON VANCE SR INCOME TR SH BEN INT 27826S103 32032 6009697 SH SOLE 5879665 0 130032 FIRST EAGLE SENIOR LOAN FUND COM NEW 32010E100 8645 701149 SH SOLE 678341 0 22808 FIRST TR HIGH INCOME L/S FD COM 33738E109 24882 1875069 SH SOLE 1828181 0 46888 FIRST TR SR FLG RTE INCM FD COM 33733U108 21986 2018958 SH SOLE 1913670 0 105288 FIRST TR/ABERDEEN EMERG OPT COM 33731K102 127 10732 SH SOLE 10732 0 0 FOLEY TRASIMENE ACQUISTN COR UNIT 99/99/9999 34431F203 1067 100000 SH SOLE 100000 0 0 FORTRESS VALUE ACQUISITION C UNIT 99/99/9999 34962V205 515 50000 SH SOLE 50000 0 0 GENERAL AMERN INVS INC COM 368802104 13914 437323 SH SOLE 437323 0 0 GIGCAPITAL3 INC UNIT 99/99/9999 37519D206 1004 100000 SH SOLE 100000 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 21091 468900 SH Put SOLE 468900 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 152 181293 SH SOLE 181293 0 0 INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 55546 6241127 SH SOLE 5965367 0 275760 INVESCO HIGH INCOME TR II COM 46131F101 1487 124451 SH SOLE 115568 0 8883 INVESCO SR INCOME TR COM 46131H107 51729 14950575 SH SOLE 13507710 0 1442865 ISHARES TR IBOXX HI YD ETF 464288513 358842 4396500 SH Put SOLE 4396500 0 0 IVY HIGH INCOME OPPORTUNITIE COM 465893105 4306 383086 SH SOLE 366898 0 16188 JAWS ACQUISITION CORP UNIT 99/99/9999 G50744120 261 25000 SH SOLE 25000 0 0 LIVE OAK ACQUISITION CORP UNIT 99/99/9999 53804F202 3006 300000 SH SOLE 300000 0 0 MORGAN STANLEY EMER MKTS DEB COM 61744H105 12362 1456059 SH SOLE 1427951 0 28108 NEUBERGER BERMAN HIGH YIELD COM 64128C106 50455 4874870 SH SOLE 4422555 0 452315 NEUBERGER BRMAN CLIFRN MUNI COM 64123C101 755 58723 SH SOLE 58723 0 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 1642 141804 SH SOLE 141804 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 12850 1649549 SH SOLE 1631472 0 18077 NGL ENERGY PARTNERS LP COM UNIT REPST 62913M107 4246 1088700 SH Put SOLE 1088700 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 27341 4681661 SH SOLE 4578053 0 103608 NUVEEN FLOATING RATE INCOME COM 67072T108 41376 5237500 SH SOLE 5117193 0 120307 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 21833 2781281 SH SOLE 2712138 0 69143 NUVEEN GEORGIA QLTY MUN INC COM 67072B107 5401 442745 SH SOLE 442198 0 547 NUVEEN GLOBAL HIGH INCOME FD SHS 67075G103 30548 2305481 SH SOLE 2236443 0 69038 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 7480 580740 SH SOLE 580740 0 0 NUVEEN MICH QUALITY MUN INCO COM 670979103 14604 1067537 SH SOLE 1067537 0 0 NUVEEN NEW JERSEY QULT MUN F COM 67069Y102 7881 594776 SH SOLE 594776 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 13016 1010529 SH SOLE 1010507 0 22 NUVEEN OHIO QLTY MUN INCOME COM 670980101 20311 1353173 SH SOLE 1289382 0 63791 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 22313 1644310 SH SOLE 1644310 0 0 NUVEEN SHT DUR CR OPP FD COM 67074X107 10952 928906 SH SOLE 911725 0 17181 NUVEEN SR INCOME FD COM 67067Y104 14087 2997161 SH SOLE 2950889 0 46272 OCEANEERING INTL INC COM 675232102 219 34349 SH SOLE 34349 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 41844 3289649 SH SOLE 3159842 0 129807 PGIM HIGH YIELD BOND FUND IN COM 69346H100 26715 2019301 SH SOLE 1975217 0 44084 PIONEER FLOATING RATE TR COM 72369J102 58244 6124520 SH SOLE 5908688 0 215832 POST HLDGS INC COM 737446104 7737 88300 SH Put SOLE 88300 0 0 POST HLDGS INC COM 737446104 293 3345 SH SOLE 3345 0 0 ROYCE GLOBAL VALUE TR INC COM 78081T104 16697 1443110 SH SOLE 1335681 0 107429 ROYCE VALUE TR INC COM 780910105 5580 444979 SH SOLE 444979 0 0 SABRE CORP COM 78573M104 1546 191854 SH SOLE 191854 0 0 SOURCE CAP INC COM 836144105 5891 178066 SH SOLE 177758 0 308 STANDARD DIVERSIFIED INC COM CL A 85336L109 614 47569 SH SOLE 47569 0 0 SUSTAINABLE OPPORTNTS ACQ CO UNIT 99/99/9999 G8598Y125 505 50000 SH SOLE 50000 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 26666 4965654 SH SOLE 4767090 0 198564 TRANSDIGM GROUP INC COM 893641100 14941 33800 SH Put SOLE 33800 0 0 TRANSDIGM GROUP INC COM 893641100 1036 2343 SH SOLE 2343 0 0 TRANSOCEAN LTD REG SHS H8817H100 10750 5874000 SH Put SOLE 5874000 0 0 TRANSOCEAN LTD REG SHS H8817H100 748 408476 SH SOLE 408476 0 0 UBER TECHNOLOGIES INC COM 90353T100 3985 128200 SH Put SOLE 128200 0 0 UNITED AIRLS HLDGS INC COM 910047109 45637 1318600 SH Put SOLE 1318600 0 0 UNITED AIRLS HLDGS INC COM 910047109 1211 35000 SH SOLE 35000 0 0 UNITED STATES STL CORP NEW COM 912909108 88469 12253300 SH Put SOLE 12253300 0 0 UNITED STATES STL CORP NEW COM 912909108 2124 294182 SH SOLE 294182 0 0 VERTICAL CAP INCOME FD SHS BEN INT 92535C104 5757 594684 SH SOLE 553093 0 41591 VOYA PRIME RATE TR SH BEN INT 92913A100 147825 36320674 SH SOLE 35642196 0 678478 WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 7018 999659 SH SOLE 999659 0 0 WESTERN ASSET CORPORATE LN F COM 95790J102 8080 945028 SH SOLE 934944 0 10084 WESTERN ASSET EMERGING MKTS COM 95766A101 15480 1256511 SH SOLE 1181894 0 74617 WESTERN ASSET GLOBAL HIGH IN COM 95766B109 82844 8956102 SH SOLE 8306892 0 649210 WESTERN ASSET HIGH INCM FD I COM 95766J102 46677 7528629 SH SOLE 7088051 0 440578 WESTERN ASSET HIGH INCM OPP COM 95766K109 59656 12912550 SH SOLE 11769028 0 1143522 WESTERN ASST INFLTN LKD INM COM SH BEN INT 95766Q106 6880 584024 SH SOLE 558002 0 26022 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 4114 715529 SH SOLE 715529 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 36238 6302100 SH Put SOLE 6302100 0 0 YUNHONG INTL UNIT 99/99/9999 G98882114 2973 295998 SH SOLE 295998 0 0