<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.bankofcanada.ca/terms/"></terms>
<groupDetail>
    <label>Horizontal slicing strategy</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.
Fund managers can adopt different strategies to meet investor redemptions -- Horizontal Slicing Strategy. We assume a fund facing 15 per cent of redemptions at time t.]]></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>
</seriesDetail>
<observations>
<o d="2016-10-01"><v s="WM_SAN_LEBO20180425_F1A_FH_CASH">8.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CASH-SOLD">7.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS">32.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_GOVBONDS-SOLD">8.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS">45.00</v><v s="WM_SAN_LEBO20180425_F1A_FH_CORPBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CASH">8.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CASH-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS">32.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_GOVBONDS-SOLD">0.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS">45.00</v><v s="WM_SAN_LEBO20180425_F1A_SFH_CORPBONDS-SOLD">0.00</v></o>
</observations>
</data>