Madison Square Investors offers several 130/30 strategies. Also called active extension strategies, these strategies allow our managers to more fully exploit quantitative findings on negative stocks by implementing short selling, while still maintaining a beta of one. Importantly, our investment teams are experienced at running both long-only and long/short portfolios and the same rigorous risk management process used in our long-only portfolios is applied. Available in both international and domestic strategies, our 130/30 strategies:
- Maintain an approximate net 100% long exposure to the equity market (long market value less short market value).
- Will generally hold long positions equal to 130% of the Fund’s equity assets and short positions equal to 30% of the Fund’s equity assets.
- Long equity positions may range from 120% to 140% and short equity positions may range from 20% to 40%.
Our series of 130/30 strategies include:
| > US Large-Cap Core 130/30 |
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| > US Large-Cap Growth 130/30 |
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| > International 130/30 |
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For more information about Madison Square Investors’ 130/30 strategies, please call Institutional Sales at 877-394-4800.
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