BANK OF MONTREAL /CAN/ Q1 2016 Filing

Filed April 29, 2016

Portfolio Value

$93.8T

Holdings

4,056

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (4,056 positions)

#StockSharesValue% PortfolioType
1
BALL*BALL CORP
68,973$3.9B0.00%
2
MCD*MCDONALDS CORP
1,570,439$3.7B0.00%
3
ILMN*ILLUMINA INC
60,676$3.5B0.00%
4
CVS*CVS HEALTH CORP
4,490,285$3.4B0.00%
5
AIG*AMERICAN INTL GROUP INC
4,324,467$3.4B0.00%
6
GAP*GAP INC DEL
110,765$3.3B0.00%
7
CSX*CSX CORP
1,289,253$3.2B0.00%
8
UNP*UNION PAC CORP
1,411,080$3.1B0.00%Put
9
FLS*FLOWSERVE CORP
68,870$3.1B0.00%
10
EXPD*EXPEDITORS INTL WASH INC
62,551$3.1B0.00%
11
RY*ROYAL BK CDA MONTREAL QUE
60,319,225$3.0B0.00%Put
12
PCG*PG&E CORP
2,010,498$3.0B0.00%
13
PRGO*PERRIGO CO PLC
60,956$3.0B0.00%
14
BWA*BORGWARNER INC
77,448$3.0B0.00%
15
SPG*SIMON PPTY GROUP INC NEW
137,412$3.0B0.00%Call
16
LMT*LOCKHEED MARTIN CORP
299,965$2.9B0.00%
17
KO*COCA COLA CO
2,774,304$2.9B0.00%
18
CERNCHF*CERNER CORP
332,999$2.9B0.00%Put
19
SJM*SMUCKER J M CO
105,064$2.8B0.00%
20
CHRW*C H ROBINSON WORLDWIDE INC
507,494$2.8B0.00%
21
*DR PEPPER SNAPPLE GROUP INC
2,024,738$2.8B0.00%
22
HBAN*HUNTINGTON BANCSHARES INC
1,071,878$2.8B0.00%
23
WBA*WALGREENS BOOTS ALLIANCE INC
2,057,695$2.7B0.00%
24
IBM*INTERNATIONAL BUSINESS MACHS
623,941$2.7B0.00%Call
25
MRO**MARATHON OIL CORP
243,942$2.7B0.00%
26
FITB*FIFTH THIRD BANCORP
6,139,513$2.7B0.00%
27
NBL2EUR*NOBLE ENERGY INC
1,196,453$2.7B0.00%Put
28
SEE*SEALED AIR CORP NEW
2,324,660$2.7B0.00%
29
MAS*MASCO CORP
193,589$2.6B0.00%
30
DG*DOLLAR GEN CORP NEW
204,680$2.6B0.00%
31
SWK*STANLEY BLACK & DECKER INC
69,942$2.6B0.00%
32
TWTRUSD*TWITTER INC
158,840$2.6B0.00%Put
33
IRM*IRON MTN INC NEW
319,441$2.6B0.00%Call
34
TMK*TORCHMARK CORP
47,913$2.6B0.00%
35
TIFEUR*TIFFANY & CO NEW
35,237$2.6B0.00%
36
QCOM*QUALCOMM INC
1,238,642$2.6B0.00%Call
37
AES*AES CORP
5,298,588$2.6B0.00%
38
JWNUSD*NORDSTROM INC
1,981,230$2.5B0.00%
39
*FMC TECHNOLOGIES INC
3,046,708$2.5B0.00%
40
CMS*CMS ENERGY CORP
436,765$2.5B0.00%
41
ABBV*ABBVIE INC
1,453,842$2.5B0.00%Call
42
GT*GOODYEAR TIRE & RUBR CO
76,688$2.5B0.00%
43
AKAM*AKAMAI TECHNOLOGIES INC
69,679$2.5B0.00%
44
GILD*GILEAD SCIENCES INC
4,181,926$2.5B0.00%
45
UNM*UNUM GROUP
224,140$2.5B0.00%
46
SPY*SPDR S&P 500 ETF TR
73,438,872$2.5B0.00%Put
47
*STAPLES INC
603,080$2.5B0.00%Call
48
AIZ*ASSURANT INC
59,760$2.5B0.00%
49
*ALLERGAN PLC
202,956$2.5B0.00%
50
HOG*HARLEY DAVIDSON INC
71,586$2.5B0.00%
51
LBEUR*L BRANDS INC
243,492$2.5B0.00%
52
4I1*PHILIP MORRIS INTL INC
1,567,571$2.5B0.00%
53
DGX*QUEST DIAGNOSTICS INC
277,857$2.5B0.00%
54
LUV*SOUTHWEST AIRLS CO
5,611,381$2.5B0.00%
55
VAREUR*VARIAN MED SYS INC
62,625$2.5B0.00%
56
LYB*LYONDELLBASELL INDUSTRIES N
3,174,361$2.5B0.00%Call
57
SYMCEUR*SYMANTEC CORP
640,256$2.5B0.00%
58
NKE*NIKE INC
1,090,405$2.4B0.00%
59
FIS*FIDELITY NATL INFORMATION SV
298,786$2.4B0.00%
60
BP*BP PLC
6,612,599$2.4B0.00%
61
INTC*INTEL CORP
12,041,719$2.4B0.00%
62
ETRA*E TRADE FINANCIAL CORP
98,320$2.4B0.00%
63
USB*US BANCORP DEL
1,976,831$2.4B0.00%
64
NOVEUR*NATIONAL OILWELL VARCO INC
447,553$2.4B0.00%Put
65
*NIELSEN HLDGS PLC
156,333$2.4B0.00%
66
CLSEUR*CELESTICA INC
402,295$2.4B0.00%
67
UTXZ*UNITED TECHNOLOGIES CORP
780,326$2.4B0.00%
68
EFX*EQUIFAX INC
43,100$2.4B0.00%
69
HSY*HERSHEY CO
696,978$2.4B0.00%
70
IPG*INTERPUBLIC GROUP COS INC
352,415$2.4B0.00%
71
GPC*GENUINE PARTS CO
59,466$2.4B0.00%
72
FFIV*F5 NETWORKS INC
1,100,438$2.4B0.00%
73
MCO*MOODYS CORP
591,379$2.4B0.00%
74
AVY*AVERY DENNISON CORP
2,497,051$2.4B0.00%
75
BEN*FRANKLIN RES INC
281,262$2.4B0.00%
76
TRVC*CITIGROUP INC
11,197,088$2.4B0.00%Put
77
PVH*PVH CORP
23,709$2.3B0.00%
78
LNC*LINCOLN NATL CORP IND
2,194,235$2.3B0.00%
79
MCX*MCCORMICK & CO INC
291,704$2.3B0.00%
80
DTE*DTE ENERGY CO
249,836$2.3B0.00%
81
MO*ALTRIA GROUP INC
1,855,012$2.3B0.00%
82
GOOGL*ALPHABET INC
1,011,088$2.3B0.00%
83
CBRE*CBRE GROUP INC
148,675$2.3B0.00%
84
URI*UNITED RENTALS INC
1,618,069$2.3B0.00%
85
AMG*AFFILIATED MANAGERS GROUP
44,707$2.3B0.00%
86
AWM*SKYWORKS SOLUTIONS INC
354,965$2.3B0.00%
87
ROK*ROCKWELL AUTOMATION INC
53,020$2.3B0.00%
88
NUE*NUCOR CORP
289,877$2.3B0.00%
89
BAX*BAXTER INTL INC
548,622$2.3B0.00%Put
90
REGN*REGENERON PHARMACEUTICALS
39,049$2.3B0.00%
91
*POWERSHARES QQQ TRUST
429,712$2.3B0.00%
92
*YAHOO INC
3,900,824$2.3B0.00%Put
93
KEY*KEYCORP NEW
11,405,113$2.3B0.00%
94
LEN*LENNAR CORP
149,440$2.3B0.00%
95
BBY*BEST BUY INC
418,853$2.3B0.00%
96
EWZ*ISHARES
136,785$2.3B0.00%Put
97
TWXCHF*TIME WARNER INC
395,782$2.2B0.00%Call
98
NWL*NEWELL RUBBERMAID INC
172,477$2.2B0.00%
99
CF*CF INDS HLDGS INC
177,321$2.2B0.00%
100
IVZ*INVESCO LTD
406,273$2.2B0.00%
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