<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>How do Canadian Corporate Bond Mutual Funds Meet Investor Redemptions?</label>
    <description><![CDATA[This file contains data based on the Bank of Canada research paper described above. The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s). The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future.
SOURCES: Bloomberg, Morningstar, Thomson Reuters and Bank of Canada calculations.]]></description>
    <link>https://www.bankofcanada.ca/?p=199129</link>
</groupDetail>
<seriesDetail>
<series id="WM_SAN_LEBO20180425_F1A_FH_CASH">
<label>Fund holdings (t)_Cash</label>
<description>Fund holdings -- Cash ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_FH_CASH-SOLD">
<label>Fund holdings (t)_Cash sold</label>
<description>Fund holdings -- Cash (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS">
<label>Fund holdings (t)_Government bonds</label>
<description>Fund holdings -- Government bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS-SOLD">
<label>Fund holdings (t)_Government bonds sold</label>
<description>Fund holdings -- Government bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS">
<label>Fund holdings (t)_Corporate bonds</label>
<description>Fund holdings -- Corporate bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS-SOLD">
<label>Fund holdings (t)_Corporate bonds sold</label>
<description>Fund holdings -- Corporate bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_CASH">
<label>Subsequent fund holdings (t+1)_Cash</label>
<description>Subsequent fund holdings -- Cash ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_CASH-SOLD">
<label>Subsequent fund holdings (t+1)_Cash sold</label>
<description>Subsequent fund holdings -- Cash (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS">
<label>Subsequent fund holdings (t+1)_Government bonds</label>
<description>Subsequent fund holdings -- Government bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS-SOLD">
<label>Subsequent fund holdings (t+1)_Government bonds sold</label>
<description>Subsequent fund holdings -- Government bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS">
<label>Subsequent fund holdings (t+1)_Corporate bonds</label>
<description>Subsequent fund holdings -- Corporate bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS-SOLD">
<label>Subsequent fund holdings (t+1)_Corporate bonds sold</label>
<description>Subsequent fund holdings -- Corporate bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_CASH">
<label>Fund holdings (t)_Cash</label>
<description>Fund holdings -- Cash ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_CASH-SOLD">
<label>Fund holdings (t)_Cash sold</label>
<description>Fund holdings -- Cash (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_GOVBONDS">
<label>Fund holdings (t)_Government bonds</label>
<description>Fund holdings -- Government bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_GOVBONDS-SOLD">
<label>Fund holdings (t)_Government bonds sold</label>
<description>Fund holdings -- Government bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_CORPBONDS">
<label>Fund holdings (t)_Corporate bonds</label>
<description>Fund holdings -- Corporate bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_FH_CORPBONDS-SOLD">
<label>Fund holdings (t)_Corporate bonds sold</label>
<description>Fund holdings -- Corporate bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_CASH">
<label>Subsequent fund holdings (t+1)_Cash</label>
<description>Subsequent fund holdings -- Cash ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_CASH-SOLD">
<label>Subsequent fund holdings (t+1)_Cash sold</label>
<description>Subsequent fund holdings -- Cash (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_GOVBONDS">
<label>Subsequent fund holdings (t+1)_Government bonds</label>
<description>Subsequent fund holdings -- Government bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_GOVBONDS-SOLD">
<label>Subsequent fund holdings (t+1)_Government bonds sold</label>
<description>Subsequent fund holdings -- Government bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_CORPBONDS">
<label>Subsequent fund holdings (t+1)_Corporate bonds</label>
<description>Subsequent fund holdings -- Corporate bonds ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_F1B_SFH_CORPBONDS-SOLD">
<label>Subsequent fund holdings (t+1)_Corporate bonds sold</label>
<description>Subsequent fund holdings -- Corporate bonds (Sold) ($million)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C1_BP_CASH">
<label>BP_Cash</label>
<description>Cash (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C1_BP_GOVBONDS">
<label>BP_Government bonds</label>
<description>Government Bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C1_BP_CORPBONDS">
<label>BP_Corporate bonds</label>
<description>Corporate Bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_LV_CASH">
<label>Low volatility_Cash</label>
<description>Low Volatility -- Cash (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_LV_GOVBONDS">
<label>Low volatility_Government bonds</label>
<description>Low Volatility -- Government bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_LV_CORPBONDS">
<label>Low volatility_Corporate bonds</label>
<description>Low Volatility -- Corporate bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_HV_CASH">
<label>High volatility_Cash</label>
<description>High Volatility -- Cash (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_HV_GOVBONDS">
<label>High volatility_Government bonds</label>
<description>High Volatility -- Government bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
<series id="WM_SAN_LEBO20180425_C2_HV_CORPBONDS">
<label>High volatility_Corporate bonds</label>
<description>High Volatility -- Corporate bonds (bps)</description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2016-10-01"><v s="WM_SAN_LEBO20180425_C1_BP_GOVBONDS">-31.00</v><v s="WM_SAN_LEBO20180425_F1B_FH_CORPBONDS-SOLD">6.75</v><v s="WM_SAN_LEBO20180425_F1B_SFH_CASH">12.75</v><v s="WM_SAN_LEBO20180425_F1B_SFH_CASH-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1B_SFH_GOVBONDS">34.00</v><v s="WM_SAN_LEBO20180425_F1B_SFH_GOVBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1B_SFH_CORPBONDS">38.25</v><v s="WM_SAN_LEBO20180425_F1B_SFH_CORPBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_C1_BP_CASH">-21.00</v><v s="WM_SAN_LEBO20180425_F1B_FH_CORPBONDS">38.25</v><v s="WM_SAN_LEBO20180425_C1_BP_CORPBONDS">26.00</v><v s="WM_SAN_LEBO20180425_C2_LV_CASH">-22.00</v><v s="WM_SAN_LEBO20180425_C2_LV_GOVBONDS">-42.00</v><v s="WM_SAN_LEBO20180425_C2_LV_CORPBONDS">27.00</v><v s="WM_SAN_LEBO20180425_C2_HV_CASH">-20.00</v><v s="WM_SAN_LEBO20180425_C2_HV_GOVBONDS">-2.00</v><v s="WM_SAN_LEBO20180425_C2_HV_CORPBONDS">21.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CASH">8.00</v><v s="WM_SAN_LEBO20180425_F1B_FH_GOVBONDS-SOLD">6.00</v><v s="WM_SAN_LEBO20180425_F1B_FH_GOVBONDS">34.00</v><v s="WM_SAN_LEBO20180425_F1B_FH_CASH-SOLD">2.25</v><v s="WM_SAN_LEBO20180425_F1B_FH_CASH">12.75</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS">45.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS">32.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CASH-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CASH">8.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS">45.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS-SOLD">8.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS">32.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CASH-SOLD">7.00</v></o>
</observations>
</data>