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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 $218,530,000 across 27 holdings for the quarter ended 2018-09-30, in a 13F-HR filed 2018-11-14. Its ten largest share positions make up 88.36% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-18-007089

Period
2018-09-30
Reported value
$219M
Holdings
27
Top 10 weight
88.36%
New
4
Sold out
6

Largest buys vs the previous quarter

SecurityShares changeApprox. value
METAnew+108,700$17.9M
CELGENE CORPadded+30,000$2.68M
MAXAR TECHNOLOGIES LTDnew+70,000$2.3M
AAOInew+89,000$2.19M
WHRadded+10,000$1.19M

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
MCKexited-102,100-$13.6M
IBMreduced-80,500-$12.2M
ENCANA CORPreduced-150,000-$1.96M
ENBexited-40,000-$1.43M
ADIexited-5,300-$508K

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 2018

Share positions as resolved from 13F-HR 0001214659-18-007089, largest first. % of portfolio is the value over $218,530,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
AGOASSURED GUARANTY LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 777,400 shares; 2017Q3: 771,300 shares; 2017Q4: 774,900 shares; 2018Q1: 764,400 shares; 2018Q2: 738,800 shares; 2018Q3: 738,800 shares 738,800$31.2M14.28%0Timeline
ALLALLSTATE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 338,900 shares; 2017Q3: 316,400 shares; 2017Q4: 300,800 shares; 2018Q1: 277,500 shares; 2018Q2: 284,182 shares; 2018Q3: 284,182 shares 284,182$28M12.84%0Timeline
CELGENE CORPCELGENE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 162,200 shares; 2018Q1: 264,300 shares; 2018Q2: 264,300 shares; 2018Q3: 294,300 shares 294,300$26.3M12.05%+30,000
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2018Q3: 1,992,500 shares 1,992,500$26.1M11.92%-150,000
WHRWHIRLPOOL CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 194,700 shares; 2017Q3: 201,783 shares; 2017Q4: 196,483 shares; 2018Q1: 187,264 shares; 2018Q2: 177,264 shares; 2018Q3: 187,264 shares 187,264$22.2M10.18%+10,000Timeline
METAMETA PLATFORMS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: 108,700 shares 108,700$17.9M8.18%newTimeline
TDTORONTO DOMINION BK ONTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 488,300 shares; 2017Q3: 492,500 shares; 2017Q4: 387,900 shares; 2018Q1: 325,500 shares; 2018Q2: 225,500 shares; 2018Q3: 225,500 shares 225,500$13.7M6.26%0Timeline
RCIROGERS COMMUNICATIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 188,600 shares; 2018Q2: 188,600 shares; 2018Q3: 188,600 shares 188,600$9.68M4.43%0Timeline
MBIMBIA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 447,703 shares; 2017Q3: 772,703 shares; 2017Q4: 646,139 shares; 2018Q1: 951,739 shares; 2018Q2: 876,112 shares; 2018Q3: 846,112 shares 846,112$9.04M4.14%-30,000Timeline
CCITIGROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 311,400 shares; 2017Q3: 313,900 shares; 2017Q4: 256,900 shares; 2018Q1: 124,700 shares; 2018Q2: 124,700 shares; 2018Q3: 124,700 shares 124,700$8.95M4.09%0Timeline
MDC PARTNERS INCMDC PARTNERS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2018Q3: 1,387,091 shares 1,387,091$5.76M2.63%-18,112
LABORATORY CORP OF AMERICALABORATORY CORP OF AMERICAQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 51,600 shares; 2017Q3: 51,800 shares; 2017Q4: 34,600 shares; 2018Q1: 21,700 shares; 2018Q2: 21,700 shares; 2018Q3: 21,300 shares 21,300$3.7M1.69%-400
FORTERRA INCFORTERRA INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 29,179 shares; 2017Q3: 29,179 shares; 2017Q4: 29,179 shares; 2018Q1: 443,176 shares; 2018Q2: 436,005 shares; 2018Q3: 434,805 shares 434,805$3.24M1.48%-1,200
IBMINTERNATIONAL BUSINESS MACHSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: 4,500 shares; 2018Q1: 115,900 shares; 2018Q2: 95,900 shares; 2018Q3: 15,400 shares 15,400$2.33M1.07%-80,500Timeline
MAXAR TECHNOLOGIES LTDMAXAR TECHNOLOGIES LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: 70,000 shares 70,000$2.3M1.05%new
AAOIAPPLIED OPTOELECTRONICS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: 89,000 shares 89,000$2.19M1%newTimeline
CAN-FITE BIOPHARMA LTDCAN-FITE BIOPHARMA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 796,500 shares; 2017Q3: 796,500 shares; 2017Q4: 796,500 shares; 2018Q1: 796,500 shares; 2018Q2: 796,500 shares; 2018Q3: 796,500 shares 796,500$1.03M0.47%0
EOGEOG RES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,400 shares; 2018Q2: 6,400 shares; 2018Q3: 6,400 shares 6,400$817K0.37%0Timeline
REVGREV GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 45,000 shares; 2018Q3: 43,500 shares 43,500$683K0.31%-1,500Timeline
SWKSSKYWORKS SOLUTIONS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 6,000 shares; 2018Q2: 5,000 shares; 2018Q3: 5,700 shares 5,700$517K0.24%+700Timeline
CATCATERPILLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 4,800 shares; 2017Q3: 4,800 shares; 2017Q4: 4,800 shares; 2018Q1: 4,800 shares; 2018Q2: 3,800 shares; 2018Q3: 3,200 shares 3,200$488K0.22%-600Timeline
KRKROGER COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: not reported; 2018Q3: 16,500 shares 16,500$480K0.22%newTimeline
CVSCVS HEALTH CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 7,700 shares; 2018Q2: 6,700 shares; 2018Q3: 6,000 shares 6,000$472K0.22%-700Timeline
MGAMAGNA INTL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: 109,400 shares; 2017Q3: 26,694 shares; 2017Q4: 26,694 shares; 2018Q1: 8,894 shares; 2018Q2: 8,894 shares; 2018Q3: 7,394 shares 7,394$389K0.18%-1,500Timeline
AVGOBROADCOM INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: not reported; 2018Q2: 2,000 shares; 2018Q3: 1,550 shares 1,550$382K0.17%-450Timeline
PATTERN ENERGY GROUP INCPATTERN ENERGY GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: not reported; 2017Q4: not reported; 2018Q1: 33,200 shares; 2018Q2: 24,200 shares; 2018Q3: 19,200 shares 19,200$382K0.17%-5,000
ADNTADIENT PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: not reported; 2017Q3: 10,000 shares; 2017Q4: 10,000 shares; 2018Q1: 5,500 shares; 2018Q2: 6,800 shares; 2018Q3: 6,800 shares 6,800$267K0.12%0Timeline

Sold out in Q3 2018

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

SecurityShares beforeValue beforeType
MCKMCKESSON CORP102,100$13.6Mshares
ENBENBRIDGE INC40,000$1.43Mshares
ADIANALOG DEVICES INC5,300$508Kshares
TAPMOLSON COORS BEVERAGE CO6,900$469Kshares
CSCOCISCO SYS INC10,000$431Kshares
OCOWENS CORNING NEW6,300$399Kshares

How Q3 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 0001214659-18-007089 base2018-11-14acceptance time not in the bulk data set