Turnover exploded in January to slightly over 17%. This was due to large sectoral changes, with SplitShares declining from 6.4% to 0.0% of the portfolio, PerpetualDiscounts from 14.1% to 5.8% and DeemedRetractibles from 10.4% to …
Search Results for: performance
February 1, 2019
Click for Big TXPR closed at 626.64, up 0.67% on the day. Volume of 2.08-million was roughly average in the context of the past thirty days. The TXPR Total Return index turned positive for the …
January 31, 2019
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
January 30, 2019
The Fed issued its FOMC Statement: Information received since the Federal Open Market Committee met in December indicates that the labor market has continued to strengthen and that economic activity has been rising at a …
January 29, 2019
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
January 28, 2019
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
January 25, 2019
HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …
January 24, 2019
Click for Big TXPR closed at 622.78, down 0.51% on the day. Volume of 3.13-million was second only to January 18 in the past thirty days. I note that yesterday the TXPR Total Return index …
MAPF Portfolio Composition: December, 2018
Turnover remained minimal in December at less than 1%. There is extreme segmentation in the marketplace, with OSFI’s NVCC rule changes in February 2011 having had the effect of splitting the formerly relatively homogeneous Straight …
December 31, 2018
Click for Big TXPR closed at 628.87, up an impressive 1.45% on the day. Volume of 1.45-million was the lowest of the past thirty days. CPD closed at 12.53, up 1.54% on the day. Volume …