Bank of Montreal Canadian Q-Model® Principal at Risk Notes Series 57A
Summary of Investment Portfolio as at May 7, 2018 Product Details Current Portfolio Holdings* Objective Ticker Company Name Composite Rank Sector Weight The Notes are designed for equity BNS Scotiabank 16 Financial 4.87% investors seeking a return based on a CM CIBC 7 Financial 4.79% portfolio of Canadian large-cap stocks selected using the BMO Capital Markets FFH Fairfax Financial 1 Financial 5.16% Quantitative Factor Model. IGM IGM Financial Inc. 30 Financial 4.91% LNR Linamar 12 Industrial 5.01% Series 57A - Regular Accounts LUN Lundin Mining 24 Basic Materials 4.65% Asset Class Canadian Equity MFC Manulife Financial 11 Financial 4.93% Structure Debt Security MG Magna International Inc. 3 Consumer (Cyclical) 5.35% Discipline Quantitative MX Methanex 4 Basic Materials 4.95% NA National Bank 6 Financial 4.90% Strategy Top 20/35 (Total Return) NFI New Flyer Industries Inc 27 Consumer (Cyclical) 4.89% Holdings 20 stocks PEY Peyto Expl. & Development 15 Energy 5.23% Code JHN 8468 POW Power Corp 2 Financial 4.90% PWF Power Financial 19 Financial 4.95% Daily NAV $125.09 RY Royal Bank of Canada 17 Financial 4.82% Current Yield 3.05% SLF Sun Life Financial 13 Financial 4.80% ETC 1.00% TD Toronto-Dominion Bank 10 Financial 4.86% TECK.B TECK Resources 5 Basic Materials 4.88% Issue Date August 17, 2016 TSGI Stars Group Inc 23 Consumer (Cyclical) 6.03% Maturity Date August 17, 2026 WFT West Fraser Timber 8 Basic Materials 5.12% Program Fee 1.75% per annum * Portfolio Holdings as of May 7, 2018
Quantitative Analyst Sector Allocation Portfolio Changes Ken Hartviksen, CFA No changes BMO Capital Markets Quantitative Research
How To Reach Us Historical Performance (NAV)
BMO Investor Solutions Group
1-866-750-5190 www.bmosp.com
Source: BMO Capital Markets Research Bank of Montreal Canadian Q-Model® Principal at Risk Notes (cont.d)
Historical Portfolio Changes
Transaction Date Deletions Additions Transaction Date Deletions Additions
3-Nov-16 AQN THO 2-Dec-16 FFH, OTC, POW ACOx, IPL, BTO 5-Jan-17 BCE, FTS AC, WJA 2-Mar-17 AC, AGU, BTO, IPL TECKb, NPI, WFT, TRP 2-Jun-17 TRP TSGI 3-Aug-17 ACOx, WJA MX, NFI 7-Sep-17 THO POW 6-Dec-17 ENF LUN 6-Mar-18 IAG, NPI FFH, PEY
This Summary is for information purposes only and does not constitute an offer to sell or a solicitation to buy the Notes referred to herein. Details of certain risks of investing in the Notes are contained in the related base shelf prospectus and pricing supplement and capitalized terms not defined herein have the meanings given to them in the related pricing supplement. The Notes are not listed on any stock exchange. Bank of Montreal makes no recommendations concerning equity investments as asset classes or the suitability of investing in securities generally or in the Notes in particular. This Summary reflects the Portfolio as at the date shown on the front page. Updates to the Summary will be available monthly at www.bmosp.com. The value of the portfolio changes frequently and past performance may not be repeated. The Notes are not insured under the Canada Deposit Insurance Corporation Act.
Additional information relating to any of the Companies whose shares are included in the Portfolio can be obtained from the public disclosure filed on www.sedar.com or other publicly available sources; it is the sole responsibility of the respective Companies to ensure the accuracy, reliability and completeness of such information. Neither the Bank nor any of its respective affiliates or associates make any assurances, representations or warranties with respect to, nor assume any responsibility for, the accuracy, reliability or completeness of such information, or accept responsibility for the provision of any future information in respect of the Shares and the Companies, or has any duty or obligation to update such information in connection with the Notes. Investors shall have no recourse against the Bank in connection with any information about and/or relating to the Shares and the Companies. "BMO (M-bar roundel symbol)" is a registered trademark and "BMO Capital Markets" is a trademark of the Bank used under license. "Q-Model" is a trademark of BMO Nesbitt Burns Corporation Limited.