AGF INVES TMENTS About F-Squared Investments F-Squared Investments was founded Investment Approach and Process by investment industry veterans whose goal was not merely to succeed against conventional industry standards, but to deliver ground-breaking solutions that meet the real needs of investors. F-Squared has a fundamentally different approach to risk and return. The company is committed to “Rethink Investing” based on the needs of investors. F-Squared aims to break from convention and re-set expectations. It holds that investors view risk in absolute terms of loss versus relative performance against the benchmark. Success is capturing and preserving value, not beating the index. Their approach appreciates that favourable results compared to benchmark that are still negative and statistics such as tracking error mean little to investors. Philosophy F-Squared’s investment philosophy is clear, simple and groundbreaking. Its strategies are designed to protect investors from severe losses in down markets while providing quality participation in rising markets. Their solutions are index-specific and, when investing in the sectors of the index, they are style and cap-size agnostic. F-Squared manages to sector opportunities, not the market. Designed to meet the real needs of investors, AlphaSector targets upside participation while focusing on the risk of loss in bear markets. The firm has focused on bringing to market investment strategies built on disciplined, quantitative models. In 2008, the firm brought the AlphaSector solution to market, delivering a full-market investment solution with embedded risk management. AlphaSector stands apart from conventional investment management products by combining participation in rising markets with the flexibility to provide powerful risk controls during bear markets. By focusing on the needs of investors and delivering innovative solutions, F-Squared Investments had over US$20 billion tracking its indexes as of December 31, 2013. AGF INVES TMENTS The F-Squared Investment Committee At F-Squared, we recognize that the investment industry is home to a large number of highly talented, dedicated professionals. Even in that context, we believe that the capabilities of our Investment Committee are unparalleled. of F-Squared Investments, in conjunction with business partners, and for institutional clients, the marketplace is provided with investment products that seek to track the AlphaSector Indexes. There are three distinct skill sets represented on the Investment Committee. By combining these skills, F-Squared aims to deliver solutions that are truly differentiated from conventional investment approaches. Because F-Squared’s indexes are based on disciplined, quantitative models, there are no fundamental research or security selection activities in our process. The role of the Investment Committee is therefore focused on oversight: ensuring the ongoing operation of the model, data inputs and the delivery of the model output. Traditional Portfolio Managers: Professionals from the investment management and research functions of leading firms, with experience across multiple asset classes: long-only, long-short, fundamental and quantitative. Mathematicians: Experts in advanced mathematics, statistics and programming. The team includes deep experience in the financial world, but also exposure to advanced techniques used in other industries and academia. Product Specialists: F-Squared provides a series of indexes based on the AlphaSector philosophy. Through subsidiaries The Investment Committee has responsibility for analysis, review and approval of any proposed refinements to the investment models. The Investment Committee does not intervene or override the action of the model but completes extensive research and testing on possible enhancements. Members of the Investment Committee engage with partner firms to provide insight on the indexes, investment process and the results of F-Squared’s investment solutions. William Creedon Head of Trading for Institutional & Alternatives Luiza Miranyan Senior Vice President, Quantitative Analysis Nathan Eigerman, CFA Senior Vice President – Investments Alexey Panchekha, CFA Senior Vice President – Quantitative Analysis Dennis Follmer Senior Vice President – Investments William Thompson Senior Vice President – Investments INVESTMENT COMMITTEE MEMBERS Langton Garvin, CFA Senior Vice President – Investments Rodrigo Toso Vice President, Quantitative Analysis James Celico Managing Director – Alternative Investments Kevin Orr Managing Director – Strategic Partnerships & Product Thomas W. Hagstrom, CFA Senior Vice President – Investments Jerry Yuan Vice President, Quantitative Analysis Vadim Fishman* Managing Director – Quantitative Analysis Richard F. Tomney Head of Advisor Solutions John J. Harrington, CFA Senior Vice President – Investments Steven Fiedler Senior Vice President – Alternatives Eileen Leary, CFA Senior Vice President – Investments Jeffrey Megar Senior Vice President – Advisor Solutions Laura P. Dagan, CFA Chief Executive Officer – Board Member and Investment Committee Co-Chair Joseph Miskel Managing Director, F-Squared Solutions Richard Block Head of Trading & Operations for F-Squared Capital Co-Founder, Investment Committee Member Commissions, trailing commissions, management fees and expenses all may be associated with mutual fund investments. Please read the prospectus before investing. Mutual funds are not guaranteed, their values change frequently and past performance may not be repeated. Publication date: December 1, 2014. FUND793 11-14-E * Richard Weed, CFA Managing Director – Investments and Investment Committee Co-Chair
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