Fixed Income Quarterly—Benchmark Barometer Page 13
Table 9.3: Ten Best Mid Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
AltaLink Invest L.P. - 02137PAC0 Fairfax Finl Holdings Ltd - 303901AV4 Algonquin Power Co. - 01585PAE5 Calloway REIT - 131253AM8
TMX Group Ltd - 87262KAB1 Genworth MI Canada Inc. - 37252BAA0 Fairfax Finl Holdings Ltd - 303901AR3 Calloway REIT - 131253AL0
RioCan REIT - 766910AW3
First Capital Realty Inc. - 31943BBU3
3.67 5.84 4.65 3.99 4.46 5.68 7.25 4.05 3.73 3.90
06/05/2019 10/14/2022 02/15/2022 05/30/2023 10/03/2023 06/15/2020 06/22/2020 07/27/2020 04/18/2023 10/30/2023
200,000,000 400,100,000 200,000,000 150,000,000 250,000,000 227,900,000 200,240,000 150,000,000 200,000,000 300,000,000
0.27% 0.40% 0.34% 0.30% 0.32% 0.38% 0.47% 0.30% 0.29% 0.30%
0.58% 0.42% 0.41% 0.43% 0.35% 0.26% 0.12% 0.23% 0.22% 0.20%
0.84% 0.83% 0.75% 0.74% 0.67% 0.64% 0.59% 0.53% 0.51% 0.50%
YTD
Choice Properties REIT - 17039AAB2 Fairfax Finl Holdings Ltd - 303901AV4 RioCan REIT - 766910AW3
Calloway REIT - 131253AM8
First Capital Realty Inc. - 31943BBR0 First Capital Realty Inc. - 31943BBU3 Tim Hortons Inc. - 88706MAC7 Sobeys Inc. - 833577AE9
Cogeco Cable Inc - 19238VAJ4 Loblaw Companies Ltd. - 539481AJ0
4.90 5.84 3.73 3.99 3.95 3.90 4.52 4.70 4.18 4.86
07/05/2023 10/14/2022 04/18/2023 05/30/2023 12/05/2022 10/30/2023 12/01/2023 08/08/2023 05/26/2023 09/12/2023
200,000,000 400,100,000 200,000,000 150,000,000 250,000,000 300,000,000 450,000,000 500,000,000 300,000,000 800,000,000
1.17% 1.30% 0.92% 1.00% 0.98% 0.96% 1.07% 1.06% 1.02% 1.06%
5.77% 5.40% 5.55% 5.41% 5.38% 5.33% 5.05% 4.88% 4.89% 4.82%
6.94% 6.71% 6.46% 6.41% 6.36% 6.29% 6.12% 5.94% 5.91% 5.88%
Source: PCBond, a business unit of TSX Inc.
Table 9.4: Ten Worst Mid Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
Nova Scotia Schools Tr. - 80927YAB3 Farm Credit Corp. - 30766ZXG3 Centre Street Trust - 156327AB4 British Columbia - 110709GB2
Alberta - 013051DG9
New Brunswick - 642869AD3 Alberta - 013051DL8
Canada Housing Trust - 13509PCS0 British Columbia - 110709GF3
Farm Credit Corp. - 30766ZXM0
7.31 4.55 3.69 2.70 2.55 3.35 3.40 3.80 3.30 4.60
09/17/2020 04/12/2021 06/14/2022 12/18/2022 12/15/2022 12/03/2021 12/01/2023 06/15/2021 12/18/2023 06/01/2021
19,817,598 240,956,200 242,938,331
1,400,000,000 1,820,000,000 900,000,000 500,000,000 7,247,740,000 1,450,000,000 70,813,000
0.62% 0.32% 0.29% 0.21% 0.20% 0.25% 0.26% 0.27% 0.25% 0.31%
-4.82% -1.73% -1.24% -0.99% -0.96% -0.97% -0.97% -0.98% -0.96% -1.01%
-4.19% -1.40% -0.94% -0.77% -0.75% -0.71% -0.71% -0.71% -0.71% -0.70%
YTD
Nova Scotia Schools Tr. - 80927YAB3 Maritime & NE Pipe - 57036QAC4 Maritime & NE Pipe - 57036QAB6 Milit-Air Amortizing - 599910AA4 Farm Credit Corp. - 30766ZXG3 British Columbia - 11070ZAG9
New Brunswick - 6428668Z3
Viterra Inc. - 92849TAL2
Ontario - 683234B80
Nova Scotia Schools Tr. - 80927YAA5
7.31 4.34 6.90 5.75 4.55 9.00 4.40 6.41 4.40 6.22
09/17/2020 11/30/2019 11/30/2019 06/30/2019 04/12/2021 06/17/2019 06/03/2019 02/16/2021 06/02/2019 07/13/2020
19,817,598 126,900,000 156,000,000 291,636,886 240,956,200
50,000,000 900,000,000 200,000,000
7,901,772,000 32,552,295
1.56% 1.00% 1.46% 1.26% 0.96% 1.63% 0.96% 1.35% 0.96% 1.25%
-4.88% -0.26% -0.72% -0.39% 0.78% 0.18% 0.92% 0.54% 0.96% 0.69%
-3.32% 0.74% 0.74% 0.86% 1.74% 1.81% 1.88% 1.89% 1.93% 1.94%
Source: PCBond, a business unit of TSX Inc.