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For Universal Life Investment Accounts

BMO Core Bond Fund Advisor Series

Canadian Fixed Income

As Of: Nov 30, 2019
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Fund Objective

This fund's objective is to provide a high level of interest income along with some opportunity for growth by investing primarily in Canadian dollar denominated investment grade debt instruments.

Asset Allocation

Asset Percent
Canadian Corporate Bonds 43.86%
Canadian Government Bonds 40.40%
Cash and Equivalents 14.64%
Foreign Corporate Bonds 5.08%
Foreign Government Bonds -3.99%
Other 0.01%

Sector Allocation

Sector Percent
Fixed Income 85.36%
Cash and Cash Equivalent 14.64%

Geo Allocation

Region Percent
North America 103.99%
Other -3.99%

Top Holdings

Name Percent
BDXNAIG29 CDS USD R V 03MEVENT CDXNAIG29_PRO CCPCDX 1.00% 20-Dec-2022 14.06%
BDXNAIG32 CDS USD R V 03MEVENT CDXNAIG32_PRO CCPCDX 1.00% 20-Jun-2024 9.52%
Canada Government 2.75% 01-Dec-2048 7.55%
USD Currency Forward 6.28%
Canada Government 2.25% 01-Jun-2029 4.80%
Canada Government 2.25% 01-Mar-2024 3.80%
Quebec Province 3.50% 01-Dec-2048 3.77%
Ontario Province 2.80% 02-Jun-2048 3.61%
Ontario Province 2.90% 02-Jun-2049 3.53%
Ontario Province 2.90% 02-Jun-2028 3.20%

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.23%
Total Assets
(in millions)		 $3.12

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.75%
Life Dimensions 2.00%
Wealth Dimensions 0.75%

Fund Management Company

BMO Investments Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth
;

Fund Growth

Growth Summary

Investment Value $11,340.51
Rate of Return +13.41%
Values over period specified.

Legend

BMO Core Bond Fund Advisor Series

BofA Merrill Lynch Canada Broad Market Index


Performance

1 Mth 3 Mth 6 Mth YTD 1 Yr 3 Yr 5 Yr 10 Yr Inception
Fund 0.4 -0.7 2.2 7.2 8.5 2.9 2.5 - 2.8
BofA Merrill Lynch Canada Broad Market Index 0.0 -1.1 1.9 7.8 9.2 3.7 3.5 4.3 -
Quartile 1 2 1 2 1 1 1 - -

Calendar Performance

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund 0.2 2.1 1.2 1.8 - - - - - -
BofA Merrill Lynch Canada Broad Market Index 1.3 2.7 1.5 3.6 9.1 -1.5 3.7 10.0 6.9 5.2
Quartile 2 1 2 2 - - - - - -

Volatility

Volatility: 2

Risk vs. Return

BMO Core Bond Fund Advisor Series

Median

Other - Canadian Fixed Income

Risk & Tax Efficiency

3 Yr 5 Yr 10 Yr
Standard Deviation 3.44 3.76 -
Beta 0.89 0.91 -
Alpha 0.00 -0.01 -
R-Squared 0.97 0.97 -
Sharpe Ratio 0.51 0.44 -
Sortino Ratio -0.40 -0.52 -
Treynor 0.02 0.02 -
Tax Efficiency 81.18 - -

Category

Canadian Fixed Income

General Info

Inception Date Nov 13, 2014
MER 1.23%
Total Assets
(in millions)		 $3.12

UL Fees

Wave 33 or later
Life Dimensions (Low Fees) 0.75%
Life Dimensions 2.00%
Wealth Dimensions 0.75%

Fund Management Company

BMO Investments Inc.

Investment Style

Large
Value
Large
Blend
Large
Growth
Mid
Value
Mid
Blend
Mid
Growth
Small
Value
Small
Blend
Small
Growth