TAYLOR ASSET MANAGEMENT INC

Q2 2014 13F-HR Holdings

Location
Toronto, A6
Holdings as of
6/30/2014
Date filed
7/17/2014
Form type
13F-HR
Num holdings
32
Total value ($000)
$914,383
Net value change ($000)
+34,973 (4.0%)
New positions
7
Sold out positions
3
Turnover %
25.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/30/2014 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
ATI 51,414 NEW
CSCO 35,777 NEW
NDAQ 28,683 NEW
ANDE 20,931 NEW
HBM 14,126 567.8%
NXPI 13,468 NEW
SEE 10,933 30.8%
GOLDCORP INC NEW 8,301 41.1%
TD 6,668 13.6%
BMO 6,034 12.1%
Top Reduces (Value $000, Stocks/ETFs)
MGA -37,379 -100.0%
MBI -34,865 -72.2%
AGRIUM INC -28,281 -62.5%
JPM -27,708 -60.5%
TDC -25,604 -100.0%
CMI -11,850 -17.9%
PFE -11,695 -100.0%
RCL -3,507 -5.8%
CVE -3,099 -16.4%
CCJ -2,566 -10.1%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type