For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
TSX-listed AAA CLOs, ultra-short investment-grade bonds, convertible bonds, arbitrage, and equity income. Estimated 4.7% distribution yield with beta near 0.11, measured against XBB.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| BAAA.TO | 30% | 0.02 | AAA CLO floating-rate income, the portfolio’s primary stability anchor, with JAAA used for pre-listing chart history. |
| CVD.TO | 15% | 0.12 | Canadian convertible bonds, a smaller income sleeve with short effective duration and some equity optionality. |
| ARB.TO | 15% | 0.09 | Merger and SPAC arbitrage, a low-beta event-driven income diversifier. |
| EIT-UN.TO | 10% | 0.63 | Canoe EIT Income Fund, a Canadian equity-income closed-end fund with monthly distributions. |
| HFR.TO | 30% | 0.02 | Ultra-short investment-grade corporate bonds with duration generally below one year. |
Weighted portfolio beta (approx.): 0.11
Estimated portfolio distribution yield: 4.70%, weighted as of September 10, 2026
Alpha score: D
Max DD score: A+
Beta score: A+
Beta: 0.11
Total: 100.0%
Gross longs: 10.0%
Gross shorts: 0.0%
Gross alpha & alts: 90.0%
BAAA.TO: 30%
CVD.TO: 15%
ARB.TO: 15%
EIT-UN.TO: 10%
HFR.TO: 30%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
BAAA.TO: methodology lists JAAA as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
ARB.TO: methodology lists MRGR as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
BAAA.TO's inception date of 2020-10-19 is limiting the backtest.