Page 12 Fixed Income Quarterly—Benchmark Barometer
Table 9.1: Ten Best Short Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
Alberta CF Amrtzing Deb - 013051CR6 Granite REIT Hld LP - 387427AA5 Veresen Inc. - 92343ZAC9
Calloway REIT - 131253AC0 Algonquin Power Co. - 01585PAA3 Aimia Inc - 00900QAB9
MI Developments Inc. - 55304XAA2 Genworth MI Canada Inc. - 37252BAB8 Aimia Inc - 00900QAD5
Manulife Fin. Delaware LP - 56502FAB7
5.93 4.61 3.95 5.37 5.50 6.95 6.05 4.59 4.35 4.45
09/16/2016 10/02/2018 03/14/2017 10/12/2016 07/25/2018 01/26/2017 12/22/2016 12/15/2015 01/22/2018 12/15/2016
127,853,952 200,000,000 300,000,000 250,000,000 135,000,000 167,400,000 265,000,000 150,000,000 200,000,000 550,000,000
0.43% 0.33% 0.30% 0.37% 0.38% 0.47% 0.43% 0.33% 0.32% 0.32%
0.44% 0.29% 0.31% 0.19% 0.15% 0.06% 0.07% 0.08% 0.08% 0.01%
0.87% 0.61% 0.61% 0.56% 0.54% 0.53% 0.50% 0.42% 0.40% 0.33%
YTD
Crombie Real Est Inv Tr - 227107AF6 Capital Power L.P. - 14043ZAC6 Granite REIT Hld LP - 387427AA5 Algonquin Power Co. - 01585PAA3 Aimia Inc - 00900QAD5
Morguard - 617577AA9
First Capital Realty Inc. - 31943BBD1
H&R Real Estate Invest. Trust - 403925AR1 Reliance LP - 759480AF3
Loblaw Companies Ltd. - 539481AH4
3.99 4.85 4.61 5.50 4.35 4.10 4.95 3.34 5.19 3.75
10/31/2018 02/21/2019 10/02/2018 07/25/2018 01/22/2018 12/10/2018 11/30/2018 06/20/2018 03/15/2019 03/12/2019
175,000,000 244,000,000 200,000,000 135,000,000 200,000,000 135,000,000 100,000,000 175,000,000 325,000,000 800,000,000
0.93% 1.06% 1.05% 1.18% 0.98% 0.98% 1.11% 0.81% 1.16% 0.85%
3.29% 2.93% 2.83% 2.49% 2.46% 2.30% 2.17% 2.45% 2.08% 2.29%
4.22% 3.99% 3.88% 3.67% 3.45% 3.28% 3.27% 3.26% 3.24% 3.14%
Source: PCBond, a business unit of TSX Inc.
Table 9.2: Ten Worst Short Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
Canada Housing Trust - 13509PEA7 British Columbia - 11070TAE8 Canada Housing Trust - 13509PBN2 Canada - 135087B86
Quebec Finance Corp - 31739ZAS4 B.C. MFA - 626209JM3
Canada Housing Trust - 13509PDT7 British Columbia - 110709FX5 Quebec - 74814ZDU4
2.35 2.25 4.10 1.75 2.40 2.35 1.75 4.65 4.50
12/15/2018 03/01/2019 12/15/2018 03/01/2019 12/01/2018 12/03/2018 06/15/2018 12/18/2018 12/01/2018
10,345,000,000 1,100,000,000 7,403,400,000 8,160,000,000 1,500,000,000
320,000,000 5,000,000,000 1,700,000,000 4,500,000,000
0.18% 0.17% 0.29% 0.13% 0.18% 0.18% 0.14% 0.32% 0.31%
-0.57% -0.56% -0.67% -0.52% -0.54% -0.52% -0.47% -0.65% -0.64%
-0.40% -0.39% -0.38% -0.38% -0.36% -0.34% -0.34% -0.33% -0.33%
YTD
Daimler Canada Finance - 23384NAE7 Nova Scotia - 669827FN2
Royal Bank Of Canada - 7800855Q5 Canada - 135087ZX5
New Brunswick - 642866FT9
BCIMC Realty Corp. - 07329VAG5 Terasen Pipelines Corridor - 88079VAB8 Nat Bank Of Canada - 633067UW1 Hydro Ottawa Holding Inc. - 44882CAA2
3.02 4.70 2.05 1.00 4.50 3.38 5.03 2.23 4.93
01/07/2015 01/14/2015 01/13/2015 02/01/2015 02/04/2015 01/29/2015 02/02/2015 01/30/2015 02/09/2015
300,000,000
200,000,000 1,100,000,000 12,380,000,000 550,000,000 200,000,000 150,000,000 1,500,000,000 200,000,000
0.03% 0.13% 0.05% 0.08% 0.37% 0.23% 0.40% 0.16% 0.48%
0.00% -0.07% 0.04% 0.05% -0.23% -0.08% -0.23% 0.02% -0.28%
0.03% 0.06% 0.09% 0.13% 0.14% 0.15% 0.17% 0.18% 0.20%
Source: PCBond, a business unit of TSX Inc.