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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 $215,996,000 across 29 holdings for the quarter ended 2018-06-30, in a 13F-HR filed 2018-08-10. Its ten largest share positions make up 85.43% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-18-005374

Period
2018-06-30
Reported value
$216M
Holdings
29
Top 10 weight
85.43%
New
2
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
MCKadded+25,800$3.44M
MDC PARTNERS INCadded+558,638$2.57M
REVGnew+45,000$765K
ALLadded+6,682$610K
AVGOnew+2,000$485K

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
TDreduced-100,000-$5.78M
ENCANA CORPreduced-246,200-$3.21M
IBMreduced-20,000-$2.79M
WHRreduced-10,000-$1.46M
ENBreduced-35,000-$1.25M

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 2018

Share positions as resolved from 13F-HR 0001214659-18-005374, largest first. % of portfolio is the value over $215,996,000, 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; 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; 2018Q2: 2,142,500 shares 2,142,500$27.9M12.93%-246,200
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares; 2017Q3: 771,300 shares; 2017Q4: 774,900 shares; 2018Q1: 764,400 shares; 2018Q2: 738,800 shares 738,800$26.4M12.22%-25,600Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares; 2017Q3: 316,400 shares; 2017Q4: 300,800 shares; 2018Q1: 277,500 shares; 2018Q2: 284,182 shares 284,182$25.9M12.01%+6,682Timeline
WHRWHIRLPOOL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares; 2017Q3: 201,783 shares; 2017Q4: 196,483 shares; 2018Q1: 187,264 shares; 2018Q2: 177,264 shares 177,264$25.9M12%-10,000Timeline
CELGENE CORPCELGENE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 162,200 shares; 2018Q1: 264,300 shares; 2018Q2: 264,300 shares 264,300$21M9.72%0
MCKMCKESSON CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 182,800 shares; 2017Q3: 177,200 shares; 2017Q4: 221,200 shares; 2018Q1: 76,300 shares; 2018Q2: 102,100 shares 102,100$13.6M6.31%+25,800Timeline
IBMINTERNATIONAL BUSINESS MACHSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 4,500 shares; 2018Q1: 115,900 shares; 2018Q2: 95,900 shares 95,900$13.4M6.2%-20,000Timeline
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares; 2017Q3: 492,500 shares; 2017Q4: 387,900 shares; 2018Q1: 325,500 shares; 2018Q2: 225,500 shares 225,500$13M6.03%-100,000Timeline
RCIROGERS COMMUNICATIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 188,600 shares; 2018Q2: 188,600 shares 188,600$8.94M4.14%0Timeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares; 2017Q3: 313,900 shares; 2017Q4: 256,900 shares; 2018Q1: 124,700 shares; 2018Q2: 124,700 shares 124,700$8.35M3.86%0Timeline
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares; 2017Q3: 772,703 shares; 2017Q4: 646,139 shares; 2018Q1: 951,739 shares; 2018Q2: 876,112 shares 876,112$7.92M3.67%-75,627Timeline
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 1,331,965 shares; 2017Q3: 1,040,925 shares; 2017Q4: 970,925 shares; 2018Q1: 846,565 shares; 2018Q2: 1,405,203 shares 1,405,203$6.46M2.99%+558,638
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares; 2017Q3: 29,179 shares; 2017Q4: 29,179 shares; 2018Q1: 443,176 shares; 2018Q2: 436,005 shares 436,005$4.24M1.96%-7,171
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares; 2017Q3: 51,800 shares; 2017Q4: 34,600 shares; 2018Q1: 21,700 shares; 2018Q2: 21,700 shares 21,700$3.9M1.8%0
ENBENBRIDGE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 75,000 shares; 2018Q2: 40,000 shares 40,000$1.43M0.66%-35,000Timeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares; 2017Q3: 796,500 shares; 2017Q4: 796,500 shares; 2018Q1: 796,500 shares; 2018Q2: 796,500 shares 796,500$940K0.44%0
EOGEOG RES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,400 shares; 2018Q2: 6,400 shares 6,400$797K0.37%0Timeline
REVGREV GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 45,000 shares 45,000$765K0.35%newTimeline
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares; 2017Q3: 26,694 shares; 2017Q4: 26,694 shares; 2018Q1: 8,894 shares; 2018Q2: 8,894 shares 8,894$517K0.24%0Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares; 2017Q3: 4,800 shares; 2017Q4: 4,800 shares; 2018Q1: 4,800 shares; 2018Q2: 3,800 shares 3,800$516K0.24%-1,000Timeline
ADIANALOG DEVICES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 6,000 shares; 2018Q1: 8,500 shares; 2018Q2: 5,300 shares 5,300$508K0.24%-3,200Timeline
AVGOBROADCOM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 2,000 shares 2,000$485K0.22%newTimeline
SWKSSKYWORKS SOLUTIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,000 shares; 2018Q2: 5,000 shares 5,000$483K0.22%-1,000Timeline
TAPMOLSON COORS BEVERAGE COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 5,700 shares; 2017Q3: 7,900 shares; 2017Q4: 7,900 shares; 2018Q1: 7,900 shares; 2018Q2: 6,900 shares 6,900$469K0.22%-1,000Timeline
PATTERN ENERGY GROUP INCPATTERN ENERGY GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 33,200 shares; 2018Q2: 24,200 shares 24,200$453K0.21%-9,000
CSCOCISCO SYS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 17,900 shares; 2017Q3: 17,900 shares; 2017Q4: 12,900 shares; 2018Q1: 9,400 shares; 2018Q2: 10,000 shares 10,000$431K0.2%+600Timeline
CVSCVS HEALTH CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 7,700 shares; 2018Q2: 6,700 shares 6,700$431K0.2%-1,000Timeline
OCOWENS CORNING NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 10,300 shares; 2017Q3: 10,300 shares; 2017Q4: 7,300 shares; 2018Q1: 6,300 shares; 2018Q2: 6,300 shares 6,300$399K0.18%0Timeline
ADNTADIENT PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 10,000 shares; 2017Q4: 10,000 shares; 2018Q1: 5,500 shares; 2018Q2: 6,800 shares 6,800$334K0.15%+1,300Timeline

Sold out in Q2 2018

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

SecurityShares beforeValue beforeType
BROADCOM LTDBROADCOM LTD2,500$573Kshares
RCLROYAL CARIBBEAN GROUP3,400$368Kshares
QCOMQUALCOMM INC300$16Kshares

How Q2 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 0001214659-18-005374 base2018-08-10acceptance time not in the bulk data set