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TRI.PR.B, why floating rate preferreds are not for widows or orphans

This is a quick stream of consciousness post on one issue I have noticed in the preferred share universe, Thomson Reuters Corp, Series II (ticker TRI.PR.B). I believe this an issue left over from Thomson Corp days (pre-Thomson/Reuters tie-up). I actually think that the majority of folks participating in floaters have no clue what they own. They look at current ytm, extrapolate, take the plunge and then pay the price after. Take Thomson Reuters preferred B. This is basically the equivalent of cheap debt on the part of the issuer.     The specs: Floating rate preferred, pays 70% x Canada prime x $25 (par) 6 m shares o/s Callable anytime at par Here’s the chart through current: Absolutely ridiculous There’s only 6M shares o/s, so this thing is highly illiquid. This will trade in conjunction with whatever Canada prime does (and expectations over the future direction of prime). Here’s a historical ch...
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Tracking My Journey: Portfolio Management and Asset Allocation

This post will be devoted to creating a base case for tracking my investment journey. Note that I said investment and not trading. Over the years, I've come to believe that for the average retail investor with no edge (or special powers), trading is just one aspect of creating an investment plan, and lets leave at that. To me, trading is the mechanical act of purchasing or selling an asset consistent with the overall objectives and constraints of my own personal asset allocation model (more on this shortly). And I will say this loud and clear, I give TONS of credit to professional traders who are able to consistently generate alpha negotiating an ever changing market landscape. One of the topics taught in finance is that financial time series have a non constant variance (financial markets are non-stationary). To me, this means that modelling, or extrapolating the future based on the past as seems to often be the case in trading (i.e., expecting patterns to resolve a certain...

NVCC non-compliant bank preferreds: random thoughts

Caveat: I am not licensed to provide advice. Any of my thoughts are just thoughts, and may not be actionable. Every single comment should be taken with a grain of salt, and facts checked and corroborated prior to doing anything. I've been thinking about the remaining NVCC non-compliant bank preferreds quite a lot lately. Most of these have been called (in advance of or at previous reset dates), and new NVCC compliant issues have been issued by the big banks in advance of Jan 1, 2022. By my count, I think there are only a handful of these remaining, and most are trading at or near par. Two of the more interesting issues are BMO.PR.Q, and BNS.PR.Z (fixed resets), and their floating counterparts. The specs on these two issues are as follows: BMO.PR.Q, fixed reset, annual dividend of $.45, payable quarterly on each of Feb 25/May 25/Aug 25/Nov 25, spread is 5 YR Gov C Yld + 1.15%, next reset date is Aug 25, 2021. Current dividend yield of $.45 / $22.41 (at today's bid pri...

Diary Redux

I took some time off from writing as I got very busy over spring/summer 2018. Not only was I incredibly busy at work (I'm a CPA, CA by trade, and March - June is our busiest time of year), but I was also studying in preparation for writing level two of the CFA exam (which I passed, yay!). Suffice it to say, I had zero time to write (or focus) on anything other than work or study. I also realized, in the context of my studies, that most of what I had written about previously was absolute rubbish. How can I write about picking stocks when I'm not a stock picker? So I deleted the previous blogs and I'm starting fresh, hopefully all the wiser. I'm restarting my blog to focus on any and all financial topics I find interesting. I will endeavour to focus on both good and bad financially geared content floating around the web. I have no reservations with respect to calling anyone out, especially in the context of financial pretense (i.e., feigning financial acumen or ex...