Strategy Name

F/m Integrated Alpha Large Cap Focused

Asset Class

US Large Cap Core Equities


Seek long-term growth of capital.


This strategy seeks long-term growth of capital with downside risk reduction by investing in large capitalization US companies with accelerating revenues and earnings. The manager’s proprietary QuantActive process seeks to combine technology-based, quantitative analysis with active, qualitative management to enhance stock selection and manage risk.

Composite Details
InceptionMay 31, 2012
BenchmarkS&P 500 Index
Vehicles AvailableSeparate Account, Model Delivery, Mutual Fund – IAFLX, IAFMX
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.