The fund broadly invests in Canadian stocks and income trusts across the market-cap spectrum. The fund uses a mix of historical and projected financial and stock market data, to identify factors that measure growth, value, low volatility, and momentum. Holdings are market-cap-weighted. As an actively managed fund, the portfolio managers can analyze market and financial data to make buy, sell, and hold decisions at their discretion. As such, the fund may use put options or engage in securities lending and repurchase transactions. FLRM may also hold a portion of its assets in cash and cash equivalents.