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