Traditional resampling methods for estimating sampling distributions sometimes fail, and alternative approaches are then needed. For example, if the classical central limit theorem does not hold and the naive bootstrap fails, the m/n bootstrap, based on smaller-sized resamples, may be used as an alternative. An alternative to the naive bootstrap, the sufficient bootstrap, which uses only the distinct observations in a bootstrap sample, is another recently proposed bootstrap approach that has been suggested to reduce the computational burden associated with bootstrapping. It works as long as naive bootstrap does. However, if the naive bootstrap fails, so will the sufficient bootstrap. In this paper, we propose combining the sufficient bootstrap with the m/n bootstrap in order to both regain consistent estimation of sampling distributions and to reduce the computational burden of the bootstrap. We obtain necessary and sufficient conditions for asymptotic normality of the proposed method, and propose new values for the resample size m. We compare the proposed method with the naive bootstrap, the sufficient bootstrap, and the m/n bootstrap by simulation.