Global Value Fund Commentary

Portfolio Advisor: Industrial Alliance Investment Management Inc.

Fund Commentary - September 30, 2012

The third quarter ended in a tense atmosphere for global affairs, marked by protests in several European countries. Concerns surrounding Europe persisted and the U.S. economy continued to display signs of weakness. Despite the backdrop, stock markets around the world rebounded considerably over the period. For several quarters now, the world economy has been operating with considerable risks: a Great Recession, the European debt crisis, a risk of a Greek default, the U.S. fiscal cliff (end of tax relief measures coupled with major spending cuts) and China's economic slowdown being some of the highlights.

The U.S. Federal Reserve has committed to buying $40 billion worth of mortgage-backed securities (MBS) each month until the job market shows substantial improvement, in addition to maintaining its key interest rate at nearly zero until 2015. With these measures, the goal is to lower mortgage rates in order to stimulate the real estate and stock markets, and to bolster consumer and business confidence. The real estate market is already performing well compared to the last two interventions; another important difference with the current intervention.

Despite the difficult economic environment, the equity markets posted strong gains in the third quarter, propelled by the anticipated interventions of central banks around the world. The Federal Reserve finally confirmed a third round of quantitative easing, while in Europe, ECB president Mario Draghi set up a bond purchasing program to help financially troubled countries.

On a geographic basis, the Fund was underweight in Canadian and international securities and overweight in U.S. securities. Stock selection across a number of sectors produced strong results during the quarter, including Barclays PLC, Newcrest Mining, Valero Energy, Gap, Google and CGG Veritas. Stocks resulting in performance detraction included Canon, Amada and Komatsu.

Fiat Industrial, CNH and GlaxoSmithKline were sold after they reached their target price. Stocks which were added to the portfolio this quarter included Vale, Norsk Hydro, Wolseley, and BNP Paribas. Freeport McMoran and Deere & Co., was reintroduced to the portfolio after profits were taken during the first half of the year. In addition to having attractive valuations, the portfolio manager believes this company is well-positioned within its industry.

After having been more defensively positioned during the first two quarters of 2012, the portfolio has been gradually shifted in favor of cyclical positioning. The cash position within the Fund was reduced along with portfolio weights in the Healthcare and Consumer Staple sectors. The portfolio manager continues to monitor the potential for a soft landing in China. The ongoing European sovereign debt crisis, specifically the concerns with Spain, remains an issue of concern as well.