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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 $232,956,000 across 30 holdings for the quarter ended 2018-03-31, in a 13F-HR filed 2018-05-14. Its ten largest share positions make up 86.33% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-18-003646

Period
2018-03-31
Reported value
$233M
Holdings
30
Top 10 weight
86.33%
New
7
Sold out
6

Largest buys vs the previous quarter

SecurityShares changeApprox. value
IBMadded+111,400$16.1M
RCInew+188,600$8.9M
CELGENE CORPadded+102,100$8.89M
ENCANA CORPadded+305,300$3.8M
FORTERRA INCadded+413,997$3.04M

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
BMOexited-284,800-$23M
MCKreduced-144,900-$22.6M
FINISAR CORPexited-700,832-$14.3M
Creduced-132,200-$9.03M
CNQexited-160,700-$5.78M

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, Q1 2018

Share positions as resolved from 13F-HR 0001214659-18-003646, largest first. % of portfolio is the value over $232,956,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 2,368,700 shares; 2017Q3: 2,730,800 shares; 2017Q4: 2,083,400 shares; 2018Q1: 2,388,700 shares 2,388,700$29.8M12.77%+305,300
WHRWHIRLPOOL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares; 2017Q3: 201,783 shares; 2017Q4: 196,483 shares; 2018Q1: 187,264 shares 187,264$29M12.46%-9,219Timeline
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares; 2017Q3: 771,300 shares; 2017Q4: 774,900 shares; 2018Q1: 764,400 shares 764,400$27.7M11.91%-10,500Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares; 2017Q3: 316,400 shares; 2017Q4: 300,800 shares; 2018Q1: 277,500 shares 277,500$27.1M11.65%-23,300Timeline
CELGENE CORPCELGENE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 162,200 shares; 2018Q1: 264,300 shares 264,300$23M9.88%+102,100
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares; 2017Q3: 492,500 shares; 2017Q4: 387,900 shares; 2018Q1: 325,500 shares 325,500$18.3M7.85%-62,400Timeline
IBMINTERNATIONAL BUSINESS MACHSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 4,500 shares; 2018Q1: 115,900 shares 115,900$16.8M7.21%+111,400Timeline
MCKMCKESSON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 182,800 shares; 2017Q3: 177,200 shares; 2017Q4: 221,200 shares; 2018Q1: 76,300 shares 76,300$11.9M5.12%-144,900Timeline
RCIROGERS COMMUNICATIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 188,600 shares 188,600$8.9M3.82%newTimeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares; 2017Q3: 313,900 shares; 2017Q4: 256,900 shares; 2018Q1: 124,700 shares 124,700$8.51M3.65%-132,200Timeline
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares; 2017Q3: 772,703 shares; 2017Q4: 646,139 shares; 2018Q1: 951,739 shares 951,739$8.11M3.48%+305,600Timeline
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,331,965 shares; 2017Q3: 1,040,925 shares; 2017Q4: 970,925 shares; 2018Q1: 846,565 shares 846,565$6.39M2.74%-124,360
LABORATORY CRP OF AMER HLDGSLABORATORY CRP OF AMER HLDGSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares; 2017Q3: 51,800 shares; 2017Q4: 34,600 shares; 2018Q1: 21,700 shares 21,700$3.71M1.59%-12,900
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares; 2017Q3: 29,179 shares; 2017Q4: 29,179 shares; 2018Q1: 443,176 shares 443,176$3.25M1.4%+413,997
ENBENBRIDGE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 75,000 shares 75,000$2.27M0.98%newTimeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares; 2017Q3: 796,500 shares; 2017Q4: 796,500 shares; 2018Q1: 796,500 shares 796,500$1.06M0.46%0
EOGEOG RES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,400 shares 6,400$756K0.32%newTimeline
ADIANALOG DEVICES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 6,000 shares; 2018Q1: 8,500 shares 8,500$742K0.32%+2,500Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares; 2017Q3: 4,800 shares; 2017Q4: 4,800 shares; 2018Q1: 4,800 shares 4,800$693K0.3%0Timeline
PATTERN ENERGY GROUP INCPATTERN ENERGY GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 33,200 shares 33,200$604K0.26%new
BROADCOM LTDBROADCOM LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 2,500 shares 2,500$573K0.25%new
TAPMOLSON COORS BEVERAGE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 5,700 shares; 2017Q3: 7,900 shares; 2017Q4: 7,900 shares; 2018Q1: 7,900 shares 7,900$562K0.24%0Timeline
CVSCVS HEALTH CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 7,700 shares 7,700$538K0.23%newTimeline
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares; 2017Q3: 26,694 shares; 2017Q4: 26,694 shares; 2018Q1: 8,894 shares 8,894$525K0.23%-17,800Timeline
SWKSSKYWORKS SOLUTIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,000 shares 6,000$520K0.22%newTimeline
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,900 shares; 2017Q3: 17,900 shares; 2017Q4: 12,900 shares; 2018Q1: 9,400 shares 9,400$416K0.18%-3,500Timeline
OCOWENS CORNING NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 10,300 shares; 2017Q3: 10,300 shares; 2017Q4: 7,300 shares; 2018Q1: 6,300 shares 6,300$413K0.18%-1,000Timeline
RCLROYAL CARIBBEAN GROUPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 6,400 shares; 2017Q3: 3,400 shares; 2017Q4: 3,400 shares; 2018Q1: 3,400 shares 3,400$368K0.16%0Timeline
ADNTADIENT PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 10,000 shares; 2017Q4: 10,000 shares; 2018Q1: 5,500 shares 5,500$337K0.14%-4,500Timeline
QCOMQUALCOMM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 12,000 shares; 2017Q4: 12,000 shares; 2018Q1: 300 shares 300$16K0.01%-11,700Timeline

Sold out in Q1 2018

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

SecurityShares beforeValue beforeType
BMOBANK OF MONTREAL284,800$23Mshares
FINISAR CORPFINISAR CORP700,832$14.3Mshares
CNQCANADIAN NAT RES LTD MED TER160,700$5.78Mshares
CLFCLEVELAND-CLIFFS INC NEW99,100$718Kshares
PFEPFIZER INC13,500$491Kshares
SPECTRUM BRANDS HLDGS INCSPECTRUM BRANDS HLDGS INC4,000$452Kshares

How Q1 2018 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 0001214659-18-003646 base2018-05-14acceptance time not in the bulk data set