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Disclosery

TAYLOR ASSET MANAGEMENT INC

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13F filer, CIK 1561784, TORONTO, Ontario, Canada

TAYLOR ASSET MANAGEMENT INC reported $302,150,000 across 27 holdings for the quarter ended 2017-06-30, in a 13F-HR filed 2017-08-08. Its ten largest share positions make up 85.36% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-17-004892

Period
2017-06-30
Reported value
$302M
Holdings
27
Top 10 weight
85.36%
New
3
Sold out
2

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FINISAR CORPadded+121,800$3.16M
CLIFFS NATURAL RESOURCESadded+343,900$2.38M
MBIadded+197,703$1.86M
KOnew+17,600$789K
TAPnew+5,700$492K

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
MGAreduced-553,800-$25.7M
RYexited-138,500-$10.1M
ALLreduced-54,800-$4.85M
SEEexited-105,050-$4.58M
CSXreduced-71,400-$3.9M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2017

Share positions as resolved from 13F-HR 0001214659-17-004892, largest first. % of portfolio is the value over $302,150,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
WHRWHIRLPOOL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares 194,700$37.3M12.35%-2,000Timeline
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares 777,400$32.4M10.74%-40,300Timeline
MCKMCKESSON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 182,800 shares 182,800$30.1M9.95%-5,300Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares 338,900$30M9.92%-54,800Timeline
FINISAR CORPFINISAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,044,300 shares 1,044,300$27.1M8.98%+121,800
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares 488,300$24.6M8.14%-74,900Timeline
BMOBANK OF MONTREALQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 293,800 shares 293,800$21.6M7.13%0Timeline
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 2,368,700 shares 2,368,700$20.8M6.89%-34,700
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares 311,400$20.8M6.89%-21,300Timeline
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,331,965 shares 1,331,965$13.2M4.36%+16,304
CSXCSX CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 234,000 shares 234,000$12.8M4.23%-71,400Timeline
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares 51,600$7.95M2.63%+900
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares 109,400$5.07M1.68%-553,800Timeline
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares 447,703$4.22M1.4%+197,703Timeline
CLIFFS NATURAL RESOURCESCLIFFS NATURAL RESOURCESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 595,200 shares 595,200$4.12M1.36%+343,900
CNQCANADIAN NAT RES LTD MED TERQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 93,500 shares 93,500$2.7M0.89%-11,500Timeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares 796,500$1.43M0.47%0
KOCOCA COLA COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,600 shares 17,600$789K0.26%newTimeline
DHID R HORTON INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 22,400 shares 22,400$774K0.26%+5,300Timeline
RCLROYAL CARIBBEAN GROUPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 6,400 shares 6,400$699K0.23%-31,200Timeline
OCOWENS CORNING NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 10,300 shares 10,300$689K0.23%0Timeline
VVISA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 7,300 shares 7,300$684K0.23%-8,700Timeline
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,900 shares 17,900$560K0.19%0Timeline
RYNRAYONIER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 18,200 shares 18,200$523K0.17%0Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares 4,800$516K0.17%0Timeline
TAPMOLSON COORS BEVERAGE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 5,700 shares 5,700$492K0.16%newTimeline
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q3: restricted; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares 29,179$240K0.08%new

Sold out in Q2 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
RYROYAL BK CDA138,500$10.1Mshares
SEESEALED AIR CORP NEW105,050$4.58Mshares

How Q2 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001214659-17-004892 base2017-08-08acceptance time not in the bulk data set