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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 $310,143,000 across 28 holdings for the quarter ended 2017-09-30, in a 13F-HR filed 2017-11-09. Its ten largest share positions make up 86.14% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-17-006570

Period
2017-09-30
Reported value
$310M
Holdings
28
Top 10 weight
86.14%
New
6
Sold out
5

Largest buys vs the previous quarter

SecurityShares changeApprox. value
CLFnew+820,200$5.87M
FINISAR CORPadded+256,400$5.68M
ENCANA CORPadded+362,100$4.26M
MBIadded+325,000$2.83M
WHRadded+7,083$1.31M

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-82,706-$4.42M
CLIFFS NATURAL RESOURCESexited-595,200-$4.12M
MDC PARTNERS INCreduced-291,040-$3.2M
CSXreduced-40,900-$2.22M
ALLreduced-22,500-$2.07M

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, Q3 2017

Share positions as resolved from 13F-HR 0001214659-17-006570, largest first. % of portfolio is the value over $310,143,000, 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; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares; 2017Q3: 201,783 shares 201,783$37.2M12%+7,083Timeline
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 2,368,700 shares; 2017Q3: 2,730,800 shares 2,730,800$32.1M10.36%+362,100
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares; 2017Q3: 771,300 shares 771,300$29.1M9.39%-6,100Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares; 2017Q3: 316,400 shares 316,400$29.1M9.38%-22,500Timeline
FINISAR CORPFINISAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,044,300 shares; 2017Q3: 1,300,700 shares 1,300,700$28.8M9.3%+256,400
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares; 2017Q3: 492,500 shares 492,500$27.7M8.94%+4,200Timeline
MCKMCKESSON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 182,800 shares; 2017Q3: 177,200 shares 177,200$27.2M8.78%-5,600Timeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares; 2017Q3: 313,900 shares 313,900$22.8M7.36%+2,500Timeline
BMOBANK OF MONTREALQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 293,800 shares; 2017Q3: 284,800 shares 284,800$21.6M6.95%-9,000Timeline
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,331,965 shares; 2017Q3: 1,040,925 shares 1,040,925$11.4M3.69%-291,040
CSXCSX CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 234,000 shares; 2017Q3: 193,100 shares 193,100$10.5M3.38%-40,900Timeline
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares; 2017Q3: 51,800 shares 51,800$7.82M2.52%+200
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares; 2017Q3: 772,703 shares 772,703$6.72M2.17%+325,000Timeline
CLFCLEVELAND-CLIFFS INC NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 820,200 shares 820,200$5.87M1.89%newTimeline
CNQCANADIAN NAT RES LTD MED TERQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 93,500 shares; 2017Q3: 80,400 shares 80,400$2.69M0.87%-13,100Timeline
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares; 2017Q3: 26,694 shares 26,694$1.43M0.46%-82,706Timeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares; 2017Q3: 796,500 shares 796,500$1.35M0.43%0
ADNTADIENT PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 10,000 shares 10,000$840K0.27%newTimeline
OCOWENS CORNING NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 10,300 shares; 2017Q3: 10,300 shares 10,300$796K0.26%0Timeline
PFEPFIZER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 20,000 shares 20,000$714K0.23%newTimeline
COSTCOSTCO WHOLESALE CORPORATIONQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 4,000 shares 4,000$657K0.21%newTimeline
TAPMOLSON COORS BEVERAGE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 5,700 shares; 2017Q3: 7,900 shares 7,900$645K0.21%+2,200Timeline
QCOMQUALCOMM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 12,000 shares 12,000$622K0.2%newTimeline
SANTANDER CONSUMER USA HOLD…SANTANDER CONSUMER USA HOLDINGSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 40,000 shares 40,000$615K0.2%new
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,900 shares; 2017Q3: 17,900 shares 17,900$602K0.19%0Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares; 2017Q3: 4,800 shares 4,800$599K0.19%0Timeline
RCLROYAL CARIBBEAN GROUPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 6,400 shares; 2017Q3: 3,400 shares 3,400$403K0.13%-3,000Timeline
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2015Q4: restricted; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares; 2017Q3: 29,179 shares 29,179$131K0.04%0

Sold out in Q3 2017

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

SecurityShares beforeValue beforeType
CLIFFS NATURAL RESOURCESCLIFFS NATURAL RESOURCES595,200$4.12Mshares
KOCOCA COLA CO17,600$789Kshares
DHID R HORTON INC22,400$774Kshares
VVISA INC7,300$684Kshares
RYNRAYONIER INC18,200$523Kshares

How Q3 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 0001214659-17-006570 base2017-11-09acceptance time not in the bulk data set