Saba Capital Management
Institutional investorNew York · 7 people tracked
Investment thesis
Saba Capital is a global alternative asset management firm that pioneered credit and equity relative value and capital structure arbitrage strategies. It aims to deliver superior risk-adjusted, convex returns by identifying dislocations in credit and equity markets, particularly during volatile periods. The firm employs a rigorous investment process combining quantitative models with fundamental and technical analysis to generate alpha. Its senior team has decades of collective experience hedging tail risk and arbitraging dislocations across bonds, loans, structured credit, and derivatives spanning capital and term structures.
Source: firm website, verified Aug 6, 2026.
Team · 7 people
from the firm's website
Fund performance · per public LP disclosures
as of Jun 2024| Fund | Vintage | Committed | Net IRR | TVPI | DPI |
|---|---|---|---|---|---|
| Saba Capital PartnersLPs: North Carolina Retirement Systems | 2011 | — | 0.8% | — | — |
Source: public limited-partner disclosures (CalPERS, CalSTRS). Net IRR / TVPI / DPI as reported by the limited partner; a fund's early-year IRR is an interim estimate (J-curve).
Frequently asked questions
- Where is Saba Capital Management located?
- Saba Capital Management is headquartered in New York, US.
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