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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 $286,516,000 across 29 holdings for the quarter ended 2017-12-31, in a 13F-HR filed 2018-02-14. Its ten largest share positions make up 87.41% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-18-001204

Period
2017-12-31
Reported value
$287M
Holdings
29
Top 10 weight
87.41%
New
4
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
CELGENE CORPnew+162,200$17M
MCKadded+44,000$6.9M
CNQadded+80,300$2.89M
IBMnew+4,500$694K
ADInew+6,000$537K

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
FINISAR CORPreduced-599,868-$12.3M
CSXexited-193,100-$10.5M
ENCANA CORPreduced-647,400-$8.7M
TDreduced-104,600-$6.17M
CLFreduced-721,100-$5.22M

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, Q4 2017

Share positions as resolved from 13F-HR 0001214659-18-001204, largest first. % of portfolio is the value over $286,516,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
MCKMCKESSON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 182,800 shares; 2017Q3: 177,200 shares; 2017Q4: 221,200 shares 221,200$34.7M12.1%+44,000Timeline
WHRWHIRLPOOL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares; 2017Q3: 201,783 shares; 2017Q4: 196,483 shares 196,483$33.3M11.63%-5,300Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares; 2017Q3: 316,400 shares; 2017Q4: 300,800 shares 300,800$31.7M11.05%-15,600Timeline
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 2,368,700 shares; 2017Q3: 2,730,800 shares; 2017Q4: 2,083,400 shares 2,083,400$28M9.77%-647,400
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares; 2017Q3: 771,300 shares; 2017Q4: 774,900 shares 774,900$26.4M9.21%+3,600Timeline
BMOBANK OF MONTREALQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 293,800 shares; 2017Q3: 284,800 shares; 2017Q4: 284,800 shares 284,800$23M8.01%0Timeline
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares; 2017Q3: 492,500 shares; 2017Q4: 387,900 shares 387,900$22.9M7.99%-104,600Timeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares; 2017Q3: 313,900 shares; 2017Q4: 256,900 shares 256,900$19.2M6.71%-57,000Timeline
CELGENE CORPCELGENE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 162,200 shares 162,200$17M5.94%new
FINISAR CORPFINISAR CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,044,300 shares; 2017Q3: 1,300,700 shares; 2017Q4: 700,832 shares 700,832$14.3M5%-599,868
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,331,965 shares; 2017Q3: 1,040,925 shares; 2017Q4: 970,925 shares 970,925$9.52M3.32%-70,000
CNQCANADIAN NAT RES LTD MED TERQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 93,500 shares; 2017Q3: 80,400 shares; 2017Q4: 160,700 shares 160,700$5.78M2.02%+80,300Timeline
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares; 2017Q3: 51,800 shares; 2017Q4: 34,600 shares 34,600$5.55M1.94%-17,200
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares; 2017Q3: 772,703 shares; 2017Q4: 646,139 shares 646,139$4.75M1.66%-126,564Timeline
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares; 2017Q3: 26,694 shares; 2017Q4: 26,694 shares 26,694$1.52M0.53%0Timeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares; 2017Q3: 796,500 shares; 2017Q4: 796,500 shares 796,500$1.19M0.41%0
ADNTADIENT PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 10,000 shares; 2017Q4: 10,000 shares 10,000$791K0.28%0Timeline
QCOMQUALCOMM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 12,000 shares; 2017Q4: 12,000 shares 12,000$772K0.27%0Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares; 2017Q3: 4,800 shares; 2017Q4: 4,800 shares 4,800$760K0.27%0Timeline
CLFCLEVELAND-CLIFFS INC NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 820,200 shares; 2017Q4: 99,100 shares 99,100$718K0.25%-721,100Timeline
IBMINTERNATIONAL BUSINESS MACHSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 4,500 shares 4,500$694K0.24%newTimeline
OCOWENS CORNING NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 10,300 shares; 2017Q3: 10,300 shares; 2017Q4: 7,300 shares 7,300$675K0.24%-3,000Timeline
TAPMOLSON COORS BEVERAGE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 5,700 shares; 2017Q3: 7,900 shares; 2017Q4: 7,900 shares 7,900$651K0.23%0Timeline
ADIANALOG DEVICES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 6,000 shares 6,000$537K0.19%newTimeline
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,900 shares; 2017Q3: 17,900 shares; 2017Q4: 12,900 shares 12,900$497K0.17%-5,000Timeline
PFEPFIZER INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 20,000 shares; 2017Q4: 13,500 shares 13,500$491K0.17%-6,500Timeline
SPECTRUM BRANDS HLDGS INCSPECTRUM BRANDS HLDGS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 4,000 shares 4,000$452K0.16%new
RCLROYAL CARIBBEAN GROUPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 6,400 shares; 2017Q3: 3,400 shares; 2017Q4: 3,400 shares 3,400$408K0.14%0Timeline
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares; 2017Q3: 29,179 shares; 2017Q4: 29,179 shares 29,179$325K0.11%0

Sold out in Q4 2017

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

SecurityShares beforeValue beforeType
CSXCSX CORP193,100$10.5Mshares
COSTCOSTCO WHOLESALE CORPORATION4,000$657Kshares
SANTANDER CONSUMER USA HOLD…SANTANDER CONSUMER USA HOLDINGS40,000$615Kshares

How Q4 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 0001214659-18-001204 base2018-02-14acceptance time not in the bulk data set