Strategy Name

F/m Integrated Alpha All Cap Focused

Asset Class

US All Cap Core Equities


Seek long-term growth of capital.


This strategy aims to outperform broad equity market indices across market cycles with less risk and has the flexibility to seek opportunities across styles. The strategy utilizes the manager’s proprietary QuantActive investment approach, combining quantitative analysis with active management to enhance stock selection and manage risk.

Composite Details
InceptionMay 31, 2012
BenchmarkDow Jones U.S. Total Stock Market Index
Vehicles AvailableSeparate Account, Model Delivery
Portfolio Structure
Holdings30 – 60
Maximum Position Size≈ 6%
Maximum Cash≈ 15%
Active Sector Exposure+/- 20%
Statistical Expectations vs. Primary Benchmark
Active Share> 75%
Beta0.8 to 1.3
Maximum Tracking Error≈ 8%

Guidelines only. There can be no assurance any objectives can be achieved.