Strategy Name
F/m Integrated Alpha Large Cap Focused
Asset Class
US Large Cap Core Equities
Objective
Seek long-term growth of capital.
Strategy
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
| Inception | May 31, 2012 |
| Benchmark | S&P 500 Index |
| Vehicles Available | Separate Account, Model Delivery, Mutual Fund – IAFLX, IAFMX |
Portfolio Structure
| Holdings | 30 – 60 |
| Maximum Position Size | ≈ 6% |
| Maximum Cash | ≈ 15% |
| Active Sector Exposure | +/- 20% |
| Statistical Expectations vs. Primary Benchmark | |
| Active Share | > 75% |
| Beta | 0.8 to 1.3 |
| Maximum Tracking Error | ≈ 8% |
Guidelines only. There can be no assurance any objectives can be achieved.