0001062993-19-000925.txt : 20190214
0001062993-19-000925.hdr.sgml : 20190214
20190214160211
ACCESSION NUMBER: 0001062993-19-000925
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190214
DATE AS OF CHANGE: 20190214
EFFECTIVENESS DATE: 20190214
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: 19605904
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
12-31-2018
12-31-2018
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
02-14-2019
0
165
2784056
false
INFORMATION TABLE
2
form13fInfoTable.xml
FORM 13F INFORMATION TABLE
ABERDEEN TOTAL DYNAMIC DIVD
COM SH BEN INT
00326L100
17103
2372099
SH
SOLE
2317275
0
54824
ALLIANCE CALIF MUN INCOME FD
COM
018546101
185
13535
SH
SOLE
13535
0
0
ALLIANCEBERNSTEIN GBL HGH IN
COM
01879R106
6287
597044
SH
SOLE
597044
0
0
ALLIANZGI NFJ DIVID INT & PR
COM
01883A107
2518
235729
SH
SOLE
235729
0
0
APOLLO SR FLOATING RATE FD I
COM
037636107
256
17800
SH
SOLE
17800
0
0
APOLLO TACTICAL INCOME FD IN
COM
037638103
1159
84173
SH
SOLE
84173
0
0
ARES DYNAMIC CR ALLOCATION F
COM
04014F102
2028
146986
SH
SOLE
146986
0
0
AVON PRODS INC
COM
054303102
2368
1558022
SH
SOLE
1558022
0
0
BANCROFT FUND LTD
COM
059695106
324
17379
SH
SOLE
17379
0
0
BARINGS GLOBAL SHORT DURATIO
COM
06760L100
2391
149931
SH
SOLE
149931
0
0
BLACKROCK CALIF MUN INCOME T
SH BEN INT
09248E102
6777
566164
SH
SOLE
566164
0
0
BLACKROCK CORPOR HI YLD FD I
COM
09255P107
18737
2019092
SH
SOLE
1846197
0
172895
BLACKROCK CR ALLCTN INC TR
COM
092508100
19553
1748918
SH
SOLE
1654918
0
94000
BLACKROCK DEBT STRAT FD INC
COM NEW
09255R202
28126
2878777
SH
SOLE
2878777
0
0
BLACKROCK FLOAT RATE OME STR
COM
09255X100
944
79359
SH
SOLE
79359
0
0
BLACKROCK LTD DURATION INC T
COM SHS
09249W101
1555
116319
SH
SOLE
116319
0
0
BLACKROCK MULTI-SECTOR INC T
COM
09258A107
1706
111079
SH
SOLE
111079
0
0
BLACKROCK MUNI INTER DR FD I
COM
09253X102
1584
125225
SH
SOLE
125225
0
0
BLACKROCK MUNI N Y INTER DUR
COM
09255F109
3495
281844
SH
SOLE
281844
0
0
BLACKROCK MUNIHLDGS NJ QLTY
COM
09254X101
11632
924628
SH
SOLE
924628
0
0
BLACKROCK MUNIHLDGS NY QLTY
COM
09255C106
5538
462307
SH
SOLE
462307
0
0
BLACKROCK MUNIHLDNGS CALI QL
COM
09254L107
3758
304824
SH
SOLE
304824
0
0
BLACKROCK MUNIYIELD CALI QLT
COM
09254N103
719
56915
SH
SOLE
56915
0
0
BLACKROCK MUNIYIELD N J FD I
COM
09254Y109
3064
236586
SH
SOLE
236586
0
0
BLACKROCK MUNIYIELD NY QLTY
COM
09255E102
7888
684720
SH
SOLE
684720
0
0
BLACKROCK MUNIYIELD PA QLTY
COM
09255G107
2030
161774
SH
SOLE
161774
0
0
BLACKROCK MUNIYLD MICH QLTY
COM
09254V105
5593
450339
SH
SOLE
450339
0
0
BLACKROCK N Y MUN INCOME TR
SH BEN INT
09248L106
2541
207586
SH
SOLE
207586
0
0
BLACKROCK NY MUN INCOME TR I
COM
09249R102
1800
145188
SH
SOLE
145188
0
0
BLACKROCK NY MUNI INC QLTY T
COM
09249U105
3052
252628
SH
SOLE
252628
0
0
BLACKROCK NY MUNICIPAL BOND
COM
09249P106
1693
132347
SH
SOLE
132347
0
0
BRANDYWINEGBL GLBAL INM OPRT
COM
10537L104
3363
323962
SH
SOLE
323962
0
0
BROOKFIELD REAL ASSETS INCOM
SHS BEN INT
112830104
754
39560
SH
SOLE
39560
0
0
CHINA FD INC
COM
169373107
1209
71580
SH
SOLE
71580
0
0
CISCO SYS INC
COM
17275R102
33754
779000
SH
Put
SOLE
779000
0
0
CISCO SYS INC
COM
17275R102
4544
104867
SH
SOLE
104867
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
17419
6177067
SH
SOLE
6177067
0
0
COMMUNITY HEALTH SYS INC NEW
RIGHT 12/31/2019
203668116
2
1981077
SH
SOLE
1981077
0
0
CREDIT SUISSE ASSET MGMT INC
COM
224916106
797
287748
SH
SOLE
287748
0
0
CREDIT SUISSE HIGH YLD BND F
SH BEN INT
22544F103
55
25500
SH
SOLE
25500
0
0
DEAN FOODS CO NEW
COM NEW
242370203
381
100000
SH
SOLE
100000
0
0
DELAWARE ENHANCED GBL DIV &
COM
246060107
6014
691208
SH
SOLE
669209
0
21999
DELAWARE INV MN MUN INC FD I
COM
24610V103
4520
381099
SH
SOLE
381099
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
16708
2050000
SH
Put
SOLE
2050000
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
4335
531900
SH
SOLE
531900
0
0
DIVIDEND & INCOME FUND
COM NEW
25538A204
1281
134376
SH
SOLE
134376
0
0
DONNELLEY R R & SONS CO
COM
257867200
3224
814211
SH
SOLE
814211
0
0
DREYFUS ALCENTRA GBL CR INCO
COM
26189A105
230
30000
SH
SOLE
30000
0
0
DREYFUS HIGH YIELD STRATEGIE
SH BEN INT
26200S101
98
36165
SH
SOLE
36165
0
0
DTF TAX-FREE INCOME INC
COM
23334J107
901
72790
SH
SOLE
72790
0
0
EATON VANCE CA MUNI INCOME T
SH BEN INT
27826F101
3731
336997
SH
SOLE
336997
0
0
EATON VANCE CALIF MUN BD FD
COM
27828A100
4508
455335
SH
SOLE
455335
0
0
EATON VANCE FLTG RATE INCOM
COM SHS BEN INT
278284104
3468
243854
SH
SOLE
243854
0
0
EATON VANCE FLTING RATE INC
COM
278279104
1644
129840
SH
SOLE
129840
0
0
EATON VANCE LTD DUR INCOME F
COM
27828H105
72074
6046468
SH
SOLE
5700644
0
345824
EATON VANCE MA MUNI INCOME T
SH BEN INT
27826E104
484
39252
SH
SOLE
39252
0
0
EATON VANCE MUN BD FD
COM
27827X101
322
28494
SH
SOLE
28494
0
0
EATON VANCE MUNI INCOME TRUS
SH BEN INT
27826U108
796
70421
SH
SOLE
70421
0
0
EATON VANCE NEW YORK MUN BD
COM
27827Y109
945
85895
SH
SOLE
85895
0
0
EATON VANCE NJ MUNI INCOME T
SH BEN INT
27826V106
498
44492
SH
SOLE
44492
0
0
EATON VANCE NY MUNI INCOME T
SH BEN INT
27826W104
1723
149966
SH
SOLE
149966
0
0
EATON VANCE OH MUNI INCOME T
SH BEN INT
27826G109
297
24439
SH
SOLE
24439
0
0
EATON VANCE OHIO MUNICIPAL B
COM
27828L106
219
19287
SH
SOLE
19287
0
0
EATON VANCE PA MUN BD FD
COM
27828W102
482
42320
SH
SOLE
42320
0
0
EATON VANCE PA MUNI INCOME T
SH BEN INT
27826T101
248
22288
SH
SOLE
22288
0
0
EATON VANCE SR FLTNG RTE TR
COM
27828Q105
557
44380
SH
SOLE
44380
0
0
EATON VANCE SR INCOME TR
SH BEN INT
27826S103
7566
1261060
SH
SOLE
1189060
0
72000
EATON VANCE TAX ADV BD OPT S
COM SH BEN INT
27829M103
618
72498
SH
SOLE
72498
0
0
EBAY INC
COM
278642103
16842
600000
SH
Put
SOLE
600000
0
0
EBAY INC
COM
278642103
6381
227338
SH
SOLE
227338
0
0
EXCHANGE LISTED FDS TR
SABA INT RATE
30151E806
262
14924
SH
SOLE
14924
0
0
FINTECH ACQUISITION CORP III
UNIT 12/01/2023
31811A309
1404
140000
SH
SOLE
140000
0
0
FIRST TR ABERDEEN GLBL OPP F
COM SHS
337319107
2568
273823
SH
SOLE
273823
0
0
FIRST TR HIGH INCOME L/S FD
COM
33738E109
25972
1955744
SH
SOLE
1837260
0
118484
FIRST TR SR FLG RTE INCM FD
COM
33733U108
3325
296891
SH
SOLE
296891
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
19125
2500000
SH
Put
SOLE
2500000
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
6311
825000
SH
SOLE
825000
0
0
FRANKLIN UNVL TR
SH BEN INT
355145103
64
10058
SH
SOLE
10058
0
0
GENERAL AMERN INVS INC
COM
368802104
12671
445534
SH
SOLE
445534
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
19763
1070000
SH
Put
SOLE
1070000
0
0
HERBALIFE NUTRITION LTD
COM SHS
G4412G101
28456
482700
SH
Put
SOLE
482700
0
0
HOSTESS BRANDS INC
*W EXP 11/04/202
44109J114
208
238772
SH
SOLE
238772
0
0
INVESCO DYNAMIC CR OPP FD
COM
46132R104
37052
3607769
SH
SOLE
3415704
0
192065
INVESCO HIGH INCOME TR II
COM
46131F101
13605
1085764
SH
SOLE
992375
0
93389
INVESCO SR INCOME TR
COM
46131H107
47532
12156597
SH
SOLE
11413717
0
742880
ISHARES TR
BARCLAYS 7 10 YR
464287440
187560
1800000
SH
Call
SOLE
1800000
0
0
ISHARES TR
BARCLAYS 7 10 YR
464287440
135460
1300000
SH
Put
SOLE
1300000
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
924702
11402000
SH
Put
SOLE
11402000
0
0
ISHARES TR
BARCLAYS 7 10 YR
464287440
4691
45021
SH
SOLE
45021
0
0
IVY HIGH INC OPPORTUNITIES F
COM
465893105
14764
1217166
SH
SOLE
1166675
0
50491
KKR INCOME OPPORTUNITIES FD
COM
48249T106
1266
88841
SH
SOLE
88841
0
0
L BRANDS INC
COM
501797104
15915
620000
SH
Put
SOLE
620000
0
0
L BRANDS INC
COM
501797104
228
8884
SH
SOLE
8884
0
0
LAZARD WORLD DIVID & INCOME
COM
521076109
146
17148
SH
SOLE
17148
0
0
LIBERTY ALL STAR EQUITY FD
SH BEN INT
530158104
139
25821
SH
SOLE
25821
0
0
LINDBLAD EXPEDITIONS HLDGS I
*W EXP 07/08/202
535219117
77
24525
SH
SOLE
24525
0
0
MFS CALIF MUN FD
COM
59318C106
886
88599
SH
SOLE
88599
0
0
MORGAN STANLEY EMER MKTS DEB
COM
61744H105
1662
201982
SH
SOLE
201982
0
0
NEUBERGER BERMAN HGH YLD FD
COM
64128C106
16535
1709923
SH
SOLE
1461107
0
248816
NEUBERGER BRMAN CLIFRN MUNI
COM
64123C101
1977
163084
SH
SOLE
163084
0
0
NEUBERGER BRMAN NY MUNI FD I
COM
64124K102
1660
149253
SH
SOLE
149253
0
0
NEW AMER HIGH INCOME FD INC
COM NEW
641876800
7793
1030764
SH
SOLE
1030764
0
0
NEW GOLD INC CDA
COM
644535106
2667
3523784
SH
SOLE
3523784
0
0
NUVEEN ARIZONA QLTY MUN INC
COM
67061W104
3078
259350
SH
SOLE
259350
0
0
NUVEEN CA QUALTY MUN INCOME
COM
67066Y105
4261
334189
SH
SOLE
334189
0
0
NUVEEN CALIFORNIA AMT QLT MU
COM
670651108
451
35594
SH
SOLE
35594
0
0
NUVEEN CONNECTICUT QLTY MUN
COM
67060D107
10925
970231
SH
SOLE
970231
0
0
NUVEEN CR STRATEGIES INCM FD
COM SHS
67073D102
94995
12837178
SH
SOLE
11929646
0
907532
NUVEEN FLOATING RATE INCOME
COM
67072T108
1328
143887
SH
SOLE
143887
0
0
NUVEEN FLTNG RTE INCM OPP FD
COM SHS
6706EN100
2402
266251
SH
SOLE
266251
0
0
NUVEEN GEORGIA QLTY MUN INC
COM
67072B107
3811
348364
SH
SOLE
348364
0
0
NUVEEN GLOBAL HIGH INCOME FD
SHS
67075G103
5462
400138
SH
SOLE
400138
0
0
NUVEEN MARYLAND QLT MUN INC
COM
67061Q107
7723
658996
SH
SOLE
658996
0
0
NUVEEN MICHIGAN QLT MUN INC
COM
670979103
7976
640155
SH
SOLE
640155
0
0
NUVEEN MINESOTA QLT MUN INC
SHS
670734102
407
33402
SH
SOLE
33402
0
0
NUVEEN MULTI MKT INCOME FD
COM
67075J107
529
76708
SH
SOLE
76708
0
0
NUVEEN NEW JERSEY MUN VALUE
SHS
670702109
369
29974
SH
SOLE
29974
0
0
NUVEEN NEW JERSEY QULT MUN F
COM
67069Y102
9183
720771
SH
SOLE
720771
0
0
NUVEEN NEW YORK AMT QLT MUNI
COM
670656107
13576
1165338
SH
SOLE
1165338
0
0
NUVEEN NEW YORK QLT MUN INC
COM
67066X107
1903
155342
SH
SOLE
155342
0
0
NUVEEN NORTH CAROLINA QLTY M
COM
67060P100
6304
534729
SH
SOLE
534729
0
0
NUVEEN OHIO QLTY MUN INCOME
COM
670980101
7828
588545
SH
SOLE
588545
0
0
NUVEEN PENNSYLVANIA QLT MUN
COM
670972108
8989
736826
SH
SOLE
736826
0
0
NUVEEN PFD & INCM SECURTIES
COM
67072C105
660
79698
SH
SOLE
0
0
79698
NUVEEN SHT DUR CR OPP FD
COM
67074X107
194
13519
SH
SOLE
13519
0
0
NUVEEN SR INCOME FD
COM
67067Y104
481
87415
SH
SOLE
87415
0
0
NUVEEN TEXAS QLTY MUN INCME
COM
670983105
1565
126306
SH
SOLE
126306
0
0
NUVEEN VIRGINIA QLTY MUNCPL
COM
67064R102
2777
236907
SH
SOLE
236907
0
0
OCWEN FINL CORP
COM NEW
675746309
502
374463
SH
SOLE
374463
0
0
ONEMAIN HLDGS INC
COM
68268W103
24290
1000000
SH
Put
SOLE
1000000
0
0
ONEMAIN HLDGS INC
COM
68268W103
7725
318026
SH
SOLE
318026
0
0
ORACLE CORP
COM
68389X105
2258
50000
SH
Put
SOLE
50000
0
0
ORACLE CORP
COM
68389X105
1389
30764
SH
SOLE
30764
0
0
PG&E CORP
COM
69331C108
2404
101200
SH
Put
SOLE
101200
0
0
PG&E CORP
COM
69331C108
668
28125
SH
SOLE
28125
0
0
PGIM GLOBAL SHORT DURATION H
COM
69346J106
30394
2352477
SH
SOLE
2024896
0
327581
PGIM SHORT DURATION HIGH YIE
COM
69346H100
20977
1609930
SH
SOLE
1454803
0
155127
PIONEER DIV HIGH INCOME TRUS
COM
723653101
5080
390798
SH
SOLE
374302
0
16496
PIONEER FLOATING RATE TR
COM
72369J102
1495
151952
SH
SOLE
151952
0
0
PIONEER HIGH INCOME TR
COM
72369H106
1231
154411
SH
SOLE
154411
0
0
QUALCOMM INC
COM
747525103
56910
1000000
SH
Put
SOLE
1000000
0
0
QUALCOMM INC
COM
747525103
42385
744766
SH
SOLE
744766
0
0
REALOGY HLDGS CORP
COM
75605Y106
27306
1860100
SH
Put
SOLE
1860100
0
0
REALOGY HLDGS CORP
COM
75605Y106
367
25000
SH
SOLE
25000
0
0
ROYCE GLOBAL VALUE TR INC
COM
78081T104
3936
443273
SH
SOLE
438673
0
4600
SEADRILL LTD
COM
G7998G106
5755
590238
SH
SOLE
590238
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
50397
300000
SH
Put
SOLE
300000
0
0
SUBURBAN PROPANE PARTNERS L
UNIT LTD PARTN
864482104
10151
526800
SH
Put
SOLE
526800
0
0
TESLA INC
COM
88160R101
50819
152700
SH
Put
SOLE
152700
0
0
TEXAS INSTRS INC
COM
882508104
28350
300000
SH
Put
SOLE
300000
0
0
TEXAS INSTRS INC
COM
882508104
28350
300000
SH
SOLE
300000
0
0
THL CR SR LN FD
COM
87244R103
1092
73506
SH
SOLE
73506
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
14030
1000000
SH
Put
SOLE
1000000
0
0
VANECK VECTORS ETF TR
OIL SVCS ETF
92189F718
5336
380300
SH
SOLE
380300
0
0
VIRTUS GLOBAL MULTI-SEC INC
COM
92829B101
360
32528
SH
SOLE
32528
0
0
VOYA PRIME RATE TR
SH BEN INT
92913A100
31075
6920996
SH
SOLE
6468145
0
452851
WELLS FARGO INCOME OPPORTUNI
WF INC OPPTY FD
94987B105
41723
5770763
SH
SOLE
5612239
0
158524
WELLS FARGO MULTI SECTOR INC
COM
94987D101
1028
92684
SH
SOLE
92684
0
0
WESTERN ASSET CORPORATE LN F
COM
95790J102
3008
334911
SH
SOLE
334911
0
0
WESTERN ASSET GLB HI INCOME
COM
95766B109
40669
4917633
SH
SOLE
4448366
0
469267
WESTERN ASSET HGH YLD DFNDFD
COM
95768B107
6927
526781
SH
SOLE
425666
0
101115
WESTERN ASSET HIGH INCM FD I
COM
95766J102
52837
9173048
SH
SOLE
8486318
0
686730
WESTERN ASSET HIGH INCM OPP
COM
95766K109
55953
12774682
SH
SOLE
11638513
0
1136169
XEROX CORP
COM NEW
984121608
1931
97700
SH
Put
SOLE
97700
0
0
XEROX CORP
COM NEW
984121608
1929
97643
SH
SOLE
97643
0
0