Weinstein's Saba Accused by Pension of Mismarking Bonds

  • Canadian pension suit claims hedge fund was `shortchanging' it
  • New York firm says securities pricing was `fair and accurate'
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One of the biggest former investors in Boaz Weinstein’s Saba Capital Management LP accused the $1.6 billion hedge fund of “shortchanging” it by mismarking bond holdings before returning its money.

Canada’s C$112 billion ($84 billion) Public Sector Pension Investment Board sued Saba in New York state court on Friday, saying the firm “artificially manipulated” the value of its investment by marking down a significant portion of the fund’s portfolio after the retirement plan asked for all its money back, only to boost the value of the assets the following month.