0001062993-18-004682.txt : 20181114 0001062993-18-004682.hdr.sgml : 20181114 20181114161150 ACCESSION NUMBER: 0001062993-18-004682 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180930 FILED AS OF DATE: 20181114 DATE AS OF CHANGE: 20181114 EFFECTIVENESS DATE: 20181114 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: 181183841 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 09-30-2018 09-30-2018 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 11-14-2018 0 106 1944480 false
INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE ABERDEEN TOTAL DYNAMIC DIVD COM SH BEN INT 00326L100 57620 6562620 SH SOLE 6311125 0 251495 ALLIANCE CALIF MUN INCOME FD COM 018546101 184 13535 SH SOLE 13535 0 0 ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 1850 158757 SH SOLE 158757 0 0 ALLIANZGI NFJ DIVID INT & PR COM 01883A107 4533 346011 SH SOLE 346011 0 0 ALPHABET INC CAP STK CL A 02079K305 48283 40000 SH Put SOLE 40000 0 0 ALPHABET INC CAP STK CL C 02079K107 7034 5894 SH SOLE 5894 0 0 APPLE INC COM 037833100 24786 109800 SH Put SOLE 109800 0 0 APPLE INC COM 037833100 883 3911 SH SOLE 3911 0 0 AVON PRODS INC COM 054303102 2243 1019349 SH SOLE 1019349 0 0 BANCROFT FUND LTD COM 059695106 366 15970 SH SOLE 15970 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 17620 1676516 SH SOLE 1503621 0 172895 BLACKROCK CR ALLCTN INC TR COM 092508100 11460 936265 SH SOLE 887265 0 49000 BLACKROCK DEBT STRAT FD INC COM NEW 09255R202 45451 4079990 SH SOLE 4079990 0 0 BLACKROCK MUNI N Y INTER DUR COM 09255F109 1229 98274 SH SOLE 98274 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 1426 112034 SH SOLE 112034 0 0 BLACKROCK NY MUNICIPAL BOND COM 09249P106 820 63725 SH SOLE 63725 0 0 BRANDYWINEGBL GLBAL INM OPRT COM 10537L104 3525 323962 SH SOLE 323962 0 0 CHESAPEAKE ENERGY CORP COM 165167107 482 107281 SH SOLE 107281 0 0 CHINA FD INC COM 169373107 1891 96494 SH SOLE 96494 0 0 CISCO SYS INC COM 17275R102 97300 2000000 SH Put SOLE 2000000 0 0 CISCO SYS INC COM 17275R102 11831 243178 SH SOLE 243178 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 28501 8237198 SH SOLE 8237198 0 0 COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 12 1981077 SH SOLE 1981077 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 152 11670 SH SOLE 11670 0 0 CREDIT SUISSE ASSET MGMT INC COM 224916106 185 58265 SH SOLE 58265 0 0 DASEKE INC *W EXP 02/27/202 23753F115 54 67703 SH SOLE 67703 0 0 DEAN FOODS CO NEW COM NEW 242370203 8799 1239300 SH Put SOLE 1239300 0 0 DEAN FOODS CO NEW COM NEW 242370203 762 107328 SH SOLE 107328 0 0 DELAWARE ENHANCED GBL DIV & COM 246060107 22758 2031927 SH SOLE 1964927 0 67000 DEUTSCHE MULTI-MKT INCOME TR SHS 25160E102 6884 766597 SH SOLE 766597 0 0 DEUTSCHE STRATEGIC INCOME TR SHS 25160F109 3106 246525 SH SOLE 246525 0 0 DIVIDEND & INCOME FUND COM NEW 25538A204 1603 134376 SH SOLE 134376 0 0 DONNELLEY R R & SONS CO COM 257867200 3547 656866 SH SOLE 656866 0 0 EATON VANCE CA MUNI INCOME T SH BEN INT 27826F101 566 50419 SH SOLE 50419 0 0 EATON VANCE LTD DUR INCOME F COM 27828H105 57726 4552539 SH SOLE 4426206 0 126333 EATON VANCE N Y MUN BD FD II COM 27828T109 814 78149 SH SOLE 78149 0 0 EBAY INC COM 278642103 19812 600000 SH Put SOLE 600000 0 0 EBAY INC COM 278642103 5145 155812 SH SOLE 155812 0 0 FIRST TR ABERDEEN GLBL OPP F COM SHS 337319107 155 16112 SH SOLE 16112 0 0 FIRST TR HIGH INCOME L/S FD COM 33738E109 2378 161214 SH SOLE 146636 0 14578 FRANKLIN UNVL TR SH BEN INT 355145103 67 10058 SH SOLE 10058 0 0 GENERAL AMERN INVS INC COM 368802104 16058 434113 SH SOLE 434113 0 0 GENESIS ENERGY L P UNIT LTD PARTN 371927104 16646 700000 SH Put SOLE 700000 0 0 GENWORTH FINL INC COM CL A 37247D106 9731 2333509 SH SOLE 2333509 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 26332 482700 SH Put SOLE 482700 0 0 HERBALIFE NUTRITION LTD COM SHS G4412G101 594 10882 SH SOLE 10882 0 0 HOSTESS BRANDS INC *W EXP 11/04/202 44109J114 253 238772 SH SOLE 238772 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 45363 300000 SH Put SOLE 300000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 10223 67608 SH SOLE 67608 0 0 INVESCO HIGH INCOME TR II COM 46131F101 11035 804871 SH SOLE 755516 0 49355 INVESCO SR INCOME TR COM 46131H107 23380 5437160 SH SOLE 5417160 0 20000 ISHARES TR BARCLAYS 7 10 YR 464287440 182106 1800000 SH Call SOLE 1800000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 131521 1300000 SH Put SOLE 1300000 0 0 ISHARES TR BARCLAYS 7 10 YR 464287440 98754 976122 SH SOLE 976122 0 0 IVY HIGH INC OPPORTUNITIES F COM 465893105 9468 663967 SH SOLE 648967 0 15000 LAZARD WORLD DIVID & INCOME COM 521076109 304 29148 SH SOLE 29148 0 0 LIBERTY ALL STAR EQUITY FD SH BEN INT 530158104 176 25821 SH SOLE 25821 0 0 LINDBLAD EXPEDITIONS HLDGS I *W EXP 07/08/202 535219117 151 36822 SH SOLE 36822 0 0 MICROSOFT CORP COM 594918104 57185 500000 SH Put SOLE 500000 0 0 MICROSOFT CORP COM 594918104 2782 24324 SH SOLE 24324 0 0 MORGAN STANLEY EMER MKTS DEB COM 61744H105 6163 710804 SH SOLE 621808 0 88996 NEUBERGER BERMAN HGH YLD FD COM 64128C106 9820 896769 SH SOLE 834051 0 62718 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 719 62968 SH SOLE 62968 0 0 NEW AMER HIGH INCOME FD INC COM NEW 641876800 5929 691052 SH SOLE 691052 0 0 NEW GOLD INC CDA COM 644535106 5161 6505498 SH SOLE 6505498 0 0 NUVEEN CONNECTICUT QLTY MUN COM 67060D107 10807 951332 SH SOLE 951332 0 0 NUVEEN CR STRATEGIES INCM FD COM SHS 67073D102 69212 8684018 SH SOLE 8269380 0 414638 NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN100 774 75051 SH SOLE 75051 0 0 NUVEEN MULTI MKT INCOME FD COM 67075J107 715 102048 SH SOLE 102048 0 0 NUVEEN PFD & INCM SECURTIES COM 67072C105 525 59698 SH SOLE 0 0 59698 NUVEEN SR INCOME FD COM 67067Y104 225 36556 SH SOLE 36556 0 0 OCWEN FINL CORP COM NEW 675746309 681 172768 SH SOLE 172768 0 0 ONEMAIN HLDGS INC COM 68268W103 16805 500000 SH Put SOLE 500000 0 0 ONEMAIN HLDGS INC COM 68268W103 4977 148083 SH SOLE 148083 0 0 ORACLE CORP COM 68389X105 28358 550000 SH Put SOLE 550000 0 0 ORACLE CORP COM 68389X105 7912 153460 SH SOLE 153460 0 0 PARKER DRILLING CO COM NEW 701081408 3241 1087568 SH SOLE 1087568 0 0 PGIM GLOBAL SHORT DURATION H COM 69346J106 21733 1566891 SH SOLE 1387834 0 179057 PGIM SHORT DURATION HIGH YIE COM 69346H100 10741 759617 SH SOLE 677829 0 81788 PIONEER DIV HIGH INCOME TRUS COM 723653101 5110 349538 SH SOLE 333042 0 16496 PIONEER HIGH INCOME TR COM 72369H106 93 10000 SH SOLE 10000 0 0 QUALCOMM INC COM 747525103 72030 1000000 SH Put SOLE 1000000 0 0 QUALCOMM INC COM 747525103 21348 296378 SH SOLE 296378 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 1816 96400 SH Put SOLE 96400 0 0 ROWAN COMPANIES PLC SHS CL A G7665A101 190 10095 SH SOLE 10095 0 0 ROYCE GLOBAL VALUE TR INC COM 78081T104 4757 452640 SH SOLE 452640 0 0 SEADRILL LTD COM G7998G106 60380 2436646 SH SOLE 2436646 0 0 SEARS HLDGS CORP COM 812350106 1091 1127464 SH SOLE 1127464 0 0 SIMON PPTY GROUP INC NEW COM 828806109 53025 300000 SH Put SOLE 300000 0 0 SIMPLY GOOD FOODS CO *W EXP 07/07/202 82900L110 251 29700 SH SOLE 29700 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 12396 526800 SH Put SOLE 526800 0 0 TEMPLETON EMERG MKTS INCOME COM 880192109 36005 3600542 SH SOLE 3456284 0 144258 TESLA INC COM 88160R101 49433 186700 SH Put SOLE 186700 0 0 TEXAS INSTRS INC COM 882508104 32187 300000 SH Put SOLE 300000 0 0 TEXAS INSTRS INC COM 882508104 13441 125276 SH SOLE 125276 0 0 TRANSOCEAN LTD REG SHS H8817H100 22540 1615800 SH Put SOLE 1615800 0 0 TRANSOCEAN LTD REG SHS H8817H100 698 50000 SH SOLE 50000 0 0 VOYA PRIME RATE TR SH BEN INT 92913A100 23061 4630804 SH SOLE 4620549 0 10255 WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 52711 6655456 SH SOLE 6537756 0 117700 WESTERN ASSET CORPORATE LN F COM 95790J102 1730 174003 SH SOLE 174003 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 25349 2782600 SH SOLE 2692435 0 90165 WESTERN ASSET HGH YLD DFNDFD COM 95768B107 8685 596939 SH SOLE 463498 0 133441 WESTERN ASSET HIGH INCM FD I COM 95766J102 40063 6319009 SH SOLE 6105621 0 213388 WESTERN ASSET HIGH INCM OPP COM 95766K109 50940 10701646 SH SOLE 10205809 0 495837 XEROX CORP COM NEW 984121608 3238 120000 SH Put SOLE 120000 0 0 XEROX CORP COM NEW 984121608 1509 55936 SH SOLE 55936 0 0