Target Click 2015 Fund Commentary

Portfolio Advisor: Fortis Investment Management Canada Limited (now called BNP Paribas Investment Partners Canada Ltd.)

Fund Commentary - June 30, 2011

The Fund was rebalanced in February 2011 resulting in less exposure to the BNP Paribas Global Equity Exposure Fund and an increase of the cash/T-bill liquidity provision. This reduction of the BNP Paribas Global Equity Exposure Fund was due to its positive performance over the 12 months preceding the end of February 2011. This rebalancing was consistent with the investment strategy to annually rebalance the investment in the Global Equity Exposure Fund and the liquidity provision to approximately equal amounts.

The Fund underperformed its benchmark due to a combination of factors. The Fund's equity exposure has less currency risk exposure than the equity portion of the benchmark, and is equally weighted across the Americas, Europe, and Asia; whereas the equity portion of the benchmark is weighted by market capitalization. This results in the Fund's equity exposure having a lower allocation to the Americas and a higher allocation to Asia. The Fund can invest only in Canadian federal and provincial strip bonds, while the bond portion of the benchmark incorporates corporate and municipal bonds along with government bonds. Overall, the allocation to bond and equity exposure can differ, as the Fund does not use a fixed ratio similar to the benchmark.

The international equity markets that the Fund is exposed to ended the first half of 2011 with mixed returns. In local currency terms, the U.S. performed the best, with the S&P 500 Index increasing by 6.0%. The Dow Jones Euro Stoxx 50 Index increased by 2.0%. The UK gained modestly, with the FTSE 100 Index increasing by 0.8%. Japan performed the worst, with the Nikkei 225 Index declining by 4.0%. Australia and Hong Kong also retreated, with both the ASX 200 Index and the Hang Seng Index declining by 2.9% and 2.8%. The S&P TSX 60, the Canadian index, added to the equity mix in February 2011, declined slightly by 0.7% for the six month period.

The wind of optimism that appeared at the end of 2010 continued to blow for a good part of January, enabling U.S. equity indexes to reach their highest level since August 2008. However, when the crisis in the Middle East and North Africa hit the front pages, market participants became alarmed, mainly due to repercussions on oil prices. In addition, equity markets were hit in March after the earthquake in Japan. The geopolitical risks and natural disasters triggered an increase in volatility of most financial assets. At the same time, economic data in the major developed countries showed signs of slowing.

During the second quarter, fears of deflation subsided and the pickup in western economies continued. However, the end of Federal Reserve asset purchases suggests that US long-term interest rates could rise. The latest macroeconomic data were not encouraging, indicating deterioration of the leading indicators and of U.S. job creation. However, there remain new growth opportunities in the cyclical sectors of the US economy. We also have a reassuring view of the situation in China, where we believe there is currently a normalization of the growth rate rather than a hard landing. Moreover, monetary conditions are still favourable, with negative real interest rates in many countries. The confirmation of continuing US and global growth, and a more accurate view of monetary policy trends, should support risky assets in the second half of 2011.

In Canada, prices for government strip bonds maturing in 2015 increased as yields fell.