0001062993-20-002473.txt : 20200515
0001062993-20-002473.hdr.sgml : 20200515
20200515160316
ACCESSION NUMBER: 0001062993-20-002473
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200515
DATE AS OF CHANGE: 20200515
EFFECTIVENESS DATE: 20200515
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: 20884891
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
03-31-2020
03-31-2020
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
05-15-2020
0
147
1901171
false
INFORMATION TABLE
2
form13fInfoTable.xml
FORM 13F INFORMATION TABLE
ABERDEEN ASIA-PACIFIC INCOME
COM
003009107
1175
347623
SH
SOLE
347623
0
0
ABERDEEN INCOME CR STRATEGIE
COM
003057106
5792
788026
SH
SOLE
770139
0
17887
ABERDEEN TOTAL DYNAMIC DIVD
COM SH BEN INT
00326L100
274
41674
SH
SOLE
41674
0
0
ALLIANCE RES PARTNER L P
UT LTD PART
01877R108
5984
1930100
SH
Put
SOLE
1930100
0
0
ALLIANCEBERNSTEIN GLOBAL HIG
COM
01879R106
5530
597225
SH
SOLE
588705
0
8520
ALLIANZGI DIVERSIFIED INCOME
COM
01883J108
333
18529
SH
SOLE
18529
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
2265
235729
SH
SOLE
235729
0
0
ANGEL OAK FINL STRATEGIES IN
COM BEN INT
03464A100
593
34689
SH
SOLE
33901
0
788
APOLLO SR FLOATING RATE FD I
COM
037636107
5445
469002
SH
SOLE
444196
0
24806
APOLLO TACTICAL INCOME FD IN
COM
037638103
6380
563149
SH
SOLE
535111
0
28038
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
4460
413376
SH
SOLE
409017
0
4359
AVIS BUDGET GROUP
COM
053774105
1155
83106
SH
SOLE
83106
0
0
BARINGS GLOBAL SHORT DURATIO
COM
06760L100
2048
183967
SH
SOLE
179491
0
4476
BEAZER HOMES USA INC
COM NEW
07556Q881
2321
360420
SH
SOLE
360420
0
0
BLACKROCK CALIF MUN INCOME T
SH BEN INT
09248E102
14626
1152553
SH
SOLE
1091989
0
60564
BLACKROCK DEBT STRATEGIES FD
COM NEW
09255R202
12009
1421179
SH
SOLE
1363588
0
57591
BLACKROCK FLOATING RATE INCO
COM
09255X100
26737
2671028
SH
SOLE
2618335
0
52693
BLACKROCK FLOATING RATE INCO
COM
091941104
8629
879611
SH
SOLE
847682
0
31929
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
11149
883469
SH
SOLE
871379
0
12090
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
9934
823043
SH
SOLE
787232
0
35811
BLACKROCK MUNI N Y INTER DUR
COM
09255F109
7650
522205
SH
SOLE
521512
0
693
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
7571
574018
SH
SOLE
574018
0
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
13007
1032341
SH
SOLE
1008944
0
23397
BLACKROCK MUNIHLDNGS CALI QL
COM
09254L107
12396
929896
SH
SOLE
929896
0
0
BLACKROCK MUNIYIELD CALIF FD
COM
09254M105
387
29225
SH
SOLE
29225
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
1062
86814
SH
SOLE
86814
0
0
BLACKROCK MUNIYIELD PA QLTY
COM
09255G107
5177
385776
SH
SOLE
385776
0
0
BLACKROCK MUNIYIELD QLTY FD
COM
09254E103
7408
579656
SH
SOLE
579656
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
8346
629913
SH
SOLE
616568
0
13345
BLACKROCK NY MUNI INC QLTY T
COM
09249U105
1931
154503
SH
SOLE
149925
0
4578
BLACKROCK NY MUNICIPAL BOND
COM
09249P106
5239
373391
SH
SOLE
357481
0
15910
BLACKSTONE GSO FLTING RTE FU
COM
09256U105
1507
128371
SH
SOLE
121963
0
6408
BLACKSTONE GSO LNG SHRT CR I
COM SHS BN INT
09257D102
4375
415068
SH
SOLE
405704
0
9364
BLACKSTONE GSO STRATEGIC CR
COM SHS BEN IN
09257R101
16365
1572029
SH
SOLE
1486843
0
85186
BNY MELLON HIGH YIELD STRATE
SH BEN INT
09660L105
3303
1455172
SH
SOLE
1436437
0
18735
BRANDYWINEGBL GLBAL INM OPRT
COM
10537L104
12294
1166380
SH
SOLE
1024999
0
141381
BROOKFIELD REAL ASSETS INCOM
SHS BEN INT
112830104
7069
481540
SH
SOLE
473836
0
7704
CHARTER COMMUNICATIONS INC N
CL A
16119P108
81983
187900
SH
Put
SOLE
187900
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
6888
15786
SH
SOLE
15786
0
0
CITIC CAPITAL ACQUISITION CO
UNIT 99/99/9999
G21513125
110
11070
SH
SOLE
11070
0
0
CLEVELAND CLIFFS INC
COM
185899101
6095
1543000
SH
Put
SOLE
1543000
0
0
CLEVELAND CLIFFS INC
COM
185899101
2065
522800
SH
SOLE
522800
0
0
CNX MIDSTREAM PARTNERS LP
COM UNIT REPST
12654A101
3897
481200
SH
Put
SOLE
481200
0
0
CNX RESOURCES CORPORATION
COM
12653C108
31371
5896700
SH
Put
SOLE
5896700
0
0
CNX RESOURCES CORPORATION
COM
12653C108
4414
829642
SH
SOLE
829642
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
5713
1710545
SH
SOLE
1710545
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
1874
783964
SH
SOLE
766626
0
17338
CREDIT SUISSE HIGH YLD BND F
SH BEN INT
22544F103
3657
1998202
SH
SOLE
1935179
0
63023
DELAWARE INVTS MINN MUN INCO
COM
24610V103
3178
256946
SH
SOLE
256946
0
0
DFP HEALTHCARE ACQUISITNS CO
UNIT 03/31/2025
23343Q209
2043
207458
SH
SOLE
207458
0
0
DIAMONDPEAK HLDGS COR
COM CL A
25280H100
2092
201175
SH
SOLE
201175
0
0
DIVIDEND & INCOME FUND
COM NEW
25538A204
3017
343204
SH
SOLE
343204
0
0
DONNELLEY R R & SONS CO
COM
257867200
4527
4723003
SH
SOLE
4723003
0
0
EATON VANCE CALIF MUN BD FD
COM
27828A100
5224
495173
SH
SOLE
492438
0
2735
EATON VANCE FLTG RATE INCOM
COM SHS BEN INT
278284104
19923
1713049
SH
SOLE
1665559
0
47490
EATON VANCE FLTING RATE INC
COM
278279104
17903
1746602
SH
SOLE
1723976
0
22626
EATON VANCE LTD DUR INCOME F
COM
27828H105
66334
6275718
SH
SOLE
6128678
0
147040
EATON VANCE NEW YORK MUN BD
COM
27827Y109
458
39587
SH
SOLE
39057
0
530
EATON VANCE NY MUNI INCOME T
SH BEN INT
27826W104
2140
172586
SH
SOLE
172586
0
0
EATON VANCE SR FLTNG RTE TR
COM
27828Q105
15227
1541223
SH
SOLE
1493421
0
47802
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
12330
2674715
SH
SOLE
2544683
0
130032
ELLSWORTH GROWTH & INCOME FD
COM
289074106
86
10000
SH
SOLE
10000
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
32438
2665400
SH
SOLE
2555048
0
110352
FIRST TR SR FLG RTE INCM FD
COM
33733U108
18025
1895399
SH
SOLE
1769689
0
125710
FIRST TR/ABERDEEN EMERG OPT
COM
33731K102
106
10732
SH
SOLE
10732
0
0
FRANKLIN LTD DURATION INCOME
COM
35472T101
426
54276
SH
SOLE
52525
0
1751
GENERAL AMERN INVS INC
COM
368802104
11996
437323
SH
SOLE
437323
0
0
HANCOCK JOHN INVS TR
COM
410142103
498
39621
SH
SOLE
39621
0
0
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
12571
431100
SH
Put
SOLE
431100
0
0
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
2064
70777
SH
SOLE
70777
0
0
HOSTESS BRANDS INC
*W EXP 11/04/202
44109J114
103
181293
SH
SOLE
181293
0
0
INVESCO DYNAMIC CR OPPORTUNI
COM
46132R104
41654
5219785
SH
SOLE
4944025
0
275760
INVESCO HIGH INCOME 2024 TAR
COM
46136K105
107
14546
SH
SOLE
14296
0
250
INVESCO HIGH INCOME TR II
COM
46131F101
2793
260825
SH
SOLE
242264
0
18561
INVESCO SR INCOME TR
COM
46131H107
36626
11374540
SH
SOLE
9931675
0
1442865
ISHARES TR
IBOXX HI YD ETF
464288513
308280
4000000
SH
Put
SOLE
4000000
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
369
4790
SH
SOLE
4790
0
0
IVY HIGH INCOME OPPORTUNITIE
COM
465893105
5235
503407
SH
SOLE
495015
0
8392
KB HOME
COM
48666K109
5757
318072
SH
SOLE
318072
0
0
KKR INCOME OPPORTUNITIES FD
COM
48249T106
7779
729762
SH
SOLE
705012
0
24750
L BRANDS INC
COM
501797104
2139
185000
SH
Put
SOLE
185000
0
0
L BRANDS INC
COM
501797104
890
77032
SH
SOLE
77032
0
0
MEDNAX INC
COM
58502B106
625
53700
SH
Put
SOLE
53700
0
0
MEDNAX INC
COM
58502B106
224
19233
SH
SOLE
19233
0
0
MFS CHARTER INCOME TR
SH BEN INT
552727109
1814
245185
SH
SOLE
245185
0
0
MFS MULTIMARKET INCOME TR
SH BEN INT
552737108
2302
457692
SH
SOLE
457692
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
1558
203612
SH
SOLE
199053
0
4559
NEUBERGER BERMAN HIGH YIELD
COM
64128C106
37276
4294509
SH
SOLE
3842194
0
452315
NEUBERGER BRMAN CLIFRN MUNI
COM
64123C101
868
65982
SH
SOLE
65982
0
0
NEUBERGER BRMAN NY MUNI FD I
COM
64124K102
1910
165093
SH
SOLE
158569
0
6524
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
9890
1425001
SH
SOLE
1406646
0
18355
NGL ENERGY PARTNERS LP
COM UNIT REPST
62913M107
11440
4399700
SH
Put
SOLE
4399700
0
0
NUVEEN ARIZONA QLTY MUN INC
COM
67061W104
143
11560
SH
SOLE
11560
0
0
NUVEEN CR STRATEGIES INCOME
COM SHS
67073D102
28762
5072582
SH
SOLE
4897137
0
175445
NUVEEN FLOATING RATE INCOME
COM
67072T108
21164
2803197
SH
SOLE
2715202
0
87995
NUVEEN FLTNG RTE INCM OPP FD
COM SHS
6706EN100
12486
1680440
SH
SOLE
1640620
0
39820
NUVEEN GEORGIA QLTY MUN INC
COM
67072B107
5822
490044
SH
SOLE
481438
0
8606
NUVEEN GLOBAL HIGH INCOME FD
SHS
67075G103
19394
1734745
SH
SOLE
1665707
0
69038
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
9290
735534
SH
SOLE
735534
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
15506
1155438
SH
SOLE
1155438
0
0
NUVEEN NEW JERSEY MUN VALUE
SHS
670702109
130
10169
SH
SOLE
10169
0
0
NUVEEN NEW JERSEY QULT MUN F
COM
67069Y102
9805
729536
SH
SOLE
729536
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
22077
1766193
SH
SOLE
1760917
0
5276
NUVEEN OHIO QLTY MUN INCOME
COM
670980101
21836
1482385
SH
SOLE
1392213
0
90172
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
26159
1965337
SH
SOLE
1965337
0
0
NUVEEN SHT DUR CR OPP FD
COM
67074X107
5483
503962
SH
SOLE
487473
0
16489
NUVEEN SR INCOME FD
COM
67067Y104
7169
1621869
SH
SOLE
1586684
0
35185
OCEANEERING INTL INC
COM
675232102
356
121105
SH
SOLE
121105
0
0
PGIM GLOBAL HIGH YIELD FD FO
COM
69346J106
34236
3095445
SH
SOLE
2958007
0
137438
PGIM HIGH YIELD BOND FUND IN
COM
69346H100
23895
2063512
SH
SOLE
2017033
0
46479
PIONEER DIVERSIFIED HIGH INC
COM
723653101
105
10000
SH
SOLE
10000
0
0
PIONEER FLOATING RATE TR
COM
72369J102
22606
2955011
SH
SOLE
2739179
0
215832
PIONEER HIGH INCOME TR
COM
72369H106
6121
953353
SH
SOLE
940336
0
13017
POST HLDGS INC
COM
737446104
19523
235300
SH
Put
SOLE
235300
0
0
POST HLDGS INC
COM
737446104
1003
12090
SH
SOLE
12090
0
0
RIVERNORTH / DOUBLELINE STRA
COM
76882G107
1045
81643
SH
SOLE
81643
0
0
ROYCE GLOBAL VALUE TR INC
COM
78081T104
7179
892940
SH
SOLE
785511
0
107429
SABRE CORP
COM
78573M104
1767
298054
SH
SOLE
298054
0
0
SEADRILL LTD
COM
G7998G106
284
661204
SH
SOLE
661204
0
0
SOURCE CAP INC
COM
836144105
5465
178066
SH
SOLE
177758
0
308
STANDARD DIVERSIFIED INC
COM CL A
85336L109
519
47569
SH
SOLE
47569
0
0
TCW STRATEGIC INCOME FD INC
COM
872340104
94
18198
SH
SOLE
18198
0
0
TEMPLETON GLOBAL INCOME FD
COM
880198106
6481
1211436
SH
SOLE
1211436
0
0
THL CR SR LN FD
COM
87244R103
4576
395890
SH
SOLE
373594
0
22296
TRANSDIGM GROUP INC
COM
893641100
10823
33800
SH
Put
SOLE
33800
0
0
TRANSDIGM GROUP INC
COM
893641100
1740
5433
SH
SOLE
5433
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
11329
9766900
SH
Put
SOLE
9766900
0
0
TRANSOCEAN LTD
REG SHS
H8817H100
2420
2086611
SH
SOLE
2086611
0
0
UBER TECHNOLOGIES INC
COM
90353T100
3258
116700
SH
Put
SOLE
116700
0
0
UBER TECHNOLOGIES INC
COM
90353T100
1319
47227
SH
SOLE
47227
0
0
UNITED NAT FOODS INC
COM
911163103
862
93871
SH
SOLE
93871
0
0
UNITED STATES STL CORP NEW
COM
912909108
26543
4206600
SH
Put
SOLE
4206600
0
0
USA COMPRESSION PARTNERS LP
COMUNIT LTDPAR
90290N109
143
25400
SH
Put
SOLE
25400
0
0
VANECK VECTORS ETF TR
HIGH YLD MUN ETF
92189H409
21636
414006
SH
SOLE
414006
0
0
VERTICAL CAP INCOME FD
SHS BEN INT
92535C104
1260
150307
SH
SOLE
150307
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
1240
128486
SH
SOLE
126474
0
2012
VOYA PRIME RATE TR
SH BEN INT
92913A100
132778
35789338
SH
SOLE
35110860
0
678478
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
15458
2422908
SH
SOLE
2360414
0
62494
WELLS FARGO MULTI SECTOR INC
COM
94987D101
5623
583943
SH
SOLE
568352
0
15591
WESTERN ASSET CORPORATE LN F
COM
95790J102
5056
712073
SH
SOLE
701989
0
10084
WESTERN ASSET EMERGING MKTS
COM
95766A101
11528
1094757
SH
SOLE
1055780
0
38977
WESTERN ASSET GLOBAL HIGH IN
COM
95766B109
62468
8351378
SH
SOLE
7702168
0
649210
WESTERN ASSET HIGH INCM FD I
COM
95766J102
37345
7454061
SH
SOLE
7013483
0
440578
WESTERN ASSET HIGH INCM OPP
COM
95766K109
54362
12912550
SH
SOLE
11769028
0
1143522
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
9009
2160341
SH
SOLE
2160341
0
0
YPF SOCIEDAD ANONIMA
SPON ADR CL D
984245100
39584
9492500
SH
Put
SOLE
9492500
0
0
YUNHONG INTL
UNIT 99/99/9999
G98882114
2668
275000
SH
SOLE
275000
0
0