BANK OF MONTREAL /CAN/ Q1 2017 Filing

Filed April 11, 2017

Portfolio Value

$105.5T

Holdings

3,727

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (3,727 positions)

#StockSharesValue% PortfolioType
1
NBL2EURNOBLE ENERGY INC
2,881,326$3.7B0.00%Put
2
DTEDTE ENERGY CO
250,228$3.7B0.00%
3
SBUXSTARBUCKS CORP
3,291,363$3.4B0.00%Put
4
DVNDEVON ENERGY CORP NEW
149,683$3.3B0.00%Call
5
BBBYEURBED BATH & BEYOND INC
131,526$3.3B0.00%
6
SNISCRIPPS NETWORKS INTERACT IN
41,245$3.2B0.00%
7
RYROYAL BK CDA MONTREAL QUE
64,419,979$3.1B0.00%Put
8
RRYDER SYS INC
164,197$3.0B0.00%
9
RMERESMED INC
175,344$3.0B0.00%
10
MASMASCO CORP
189,991$2.9B0.00%
11
FFIVF5 NETWORKS INC
1,745,173$2.9B0.00%
12
TROWPRICE T ROWE GROUP INC
722,548$2.8B0.00%
13
COSTCOSTCO WHSL CORP NEW
899,956$2.8B0.00%
14
S9QSPIRIT AEROSYSTEMS HLDGS INC
3,153,538$2.8B0.00%Put
15
BKBANK NEW YORK MELLON CORP
728,199$2.8B0.00%
16
CMSCMS ENERGY CORP
476,003$2.8B0.00%
17
LMTLOCKHEED MARTIN CORP
413,644$2.8B0.00%
18
CMACOMERICA INC
729,219$2.7B0.00%Put
19
HOLXHOLOGIC INC
3,206,769$2.7B0.00%
20
FQIDIGITAL RLTY TR INC
127,754$2.7B0.00%Call
21
SHWSHERWIN WILLIAMS CO
33,808$2.7B0.00%
22
CFCF INDS HLDGS INC
411,331$2.7B0.00%Call
23
TRVCCITIGROUP INC
10,106,752$2.6B0.00%Put
24
DHID R HORTON INC
174,900$2.6B0.00%
25
MANMANPOWERGROUP INC
43,660$2.6B0.00%
26
FISFIDELITY NATL INFORMATION SV
358,442$2.6B0.00%
27
ENVISION HEALTHCARE CORP
41,818$2.6B0.00%
28
AESAES CORP
2,928,705$2.6B0.00%
29
RHIROBERT HALF INTL INC
123,672$2.6B0.00%
30
KOCOCA COLA CO
3,119,160$2.6B0.00%
31
TMOTHERMO FISHER SCIENTIFIC INC
223,879$2.5B0.00%
32
DELLDELL TECHNOLOGIES INC
39,135$2.5B0.00%
33
IPGINTERPUBLIC GROUP COS INC
156,301$2.5B0.00%
34
SLG2EURSL GREEN RLTY CORP
56,038$2.5B0.00%
35
TSLATESLA INC
3,417,531$2.5B0.00%Put
36
AIZASSURANT INC
25,822$2.5B0.00%
37
TRNTRINITY INDS INC
92,174$2.4B0.00%
38
VAREURVARIAN MED SYS INC
71,569$2.4B0.00%
39
CRMSALESFORCE COM INC
556,583$2.4B0.00%Call
40
HALHALLIBURTON CO
2,072,804$2.4B0.00%Put
41
REGNREGENERON PHARMACEUTICALS
50,819$2.4B0.00%
42
SILVER WHEATON CORP
6,825,840$2.4B0.00%Call
43
ADIANALOG DEVICES INC
192,639$2.4B0.00%
44
STZCONSTELLATION BRANDS INC
95,612$2.4B0.00%
45
WYNEURWYNDHAM WORLDWIDE CORP
2,663,012$2.4B0.00%
46
MARMARRIOTT INTL INC NEW
165,364$2.4B0.00%
47
CLSCA INC
477,691$2.3B0.00%
48
TRPTRANSCANADA CORP
32,386,361$2.3B0.00%Put
49
EMNEASTMAN CHEM CO
403,229$2.3B0.00%
50
WELLWELLTOWER INC
367,162$2.3B0.00%Call
51
HSYHERSHEY CO
621,095$2.3B0.00%
52
AG8AGILENT TECHNOLOGIES INC
177,461$2.3B0.00%
53
COMPUTER SCIENCES CORP
33,355$2.3B0.00%
54
LIESUN LIFE FINL INC
16,651,007$2.3B0.00%Put
55
PCARPACCAR INC
1,017,317$2.3B0.00%
56
TWENTY FIRST CENTY FOX INC
834,267$2.3B0.00%
57
MRKMERCK & CO INC
8,991,093$2.3B0.00%
58
FDO.FMACYS INC
680,760$2.3B0.00%
59
LNCLINCOLN NATL CORP IND
1,311,394$2.3B0.00%
60
COOCOOPER COS INC
32,885$2.3B0.00%
61
VMCVULCAN MATLS CO
36,622$2.3B0.00%
62
UALUNITED CONTL HLDGS INC
119,480$2.2B0.00%
63
WOOFOOT LOCKER INC
231,184$2.2B0.00%Call
64
UNHUNITEDHEALTH GROUP INC
1,433,538$2.2B0.00%
65
OKEONEOK INC NEW
347,638$2.2B0.00%
66
AWMSKYWORKS SOLUTIONS INC
222,776$2.2B0.00%
67
VIABVIACOM INC NEW
181,121$2.2B0.00%
68
ROCKWELL COLLINS INC
93,807$2.2B0.00%
69
MTNVAIL RESORTS INC
174,459$2.2B0.00%
70
WABWABTEC CORP
75,401$2.2B0.00%
71
TDCTERADATA CORP DEL
565,075$2.2B0.00%
72
HDHOME DEPOT INC
3,086,386$2.2B0.00%
73
BNSBANK N S HALIFAX
47,903,623$2.2B0.00%Put
74
AWNADVANCE AUTO PARTS INC
44,507$2.2B0.00%Put
75
SUNTRUST BKS INC
1,689,172$2.2B0.00%
76
CPBCAMPBELL SOUP CO
306,286$2.2B0.00%
77
SEESEALED AIR CORP NEW
74,931$2.2B0.00%
78
WHITEWAVE FOODS CO
38,846$2.2B0.00%
79
DR PEPPER SNAPPLE GROUP INC
2,679,499$2.2B0.00%
80
NINISOURCE INC
453,904$2.2B0.00%
81
DRIDARDEN RESTAURANTS INC
630,007$2.2B0.00%
82
YUMYUM BRANDS INC
415,938$2.2B0.00%
83
HASHASBRO INC
113,694$2.2B0.00%
84
VTVVANGUARD INDEX FDS
244,835$2.2B0.00%
85
STLAFIAT CHRYSLER AUTOMOBILES N
196,202$2.1B0.00%
86
MCXMCCORMICK & CO INC
181,961$2.1B0.00%
87
BMYBRISTOL MYERS SQUIBB CO
6,343,269$2.1B0.00%Call
88
DHRDANAHER CORP DEL
559,878$2.1B0.00%
89
IVZINVESCO LTD
522,228$2.1B0.00%
90
FCXFREEPORT-MCMORAN INC
872,081$2.1B0.00%Call
91
MDLZMONDELEZ INTL INC
7,442,376$2.1B0.00%Call
92
EWEDWARDS LIFESCIENCES CORP
189,685$2.1B0.00%
93
HONHONEYWELL INTL INC
996,682$2.1B0.00%
94
IBMINTERNATIONAL BUSINESS MACHS
955,721$2.1B0.00%
95
GPCGENUINE PARTS CO
69,541$2.1B0.00%
96
FLIRFLIR SYS INC
352,523$2.1B0.00%
97
SPRINT CORP
3,621,351$2.1B0.00%Put
98
BMOBANK MONTREAL QUE
15,165,534$2.1B0.00%Put
99
POWERSHARES QQQ TRUST
535,438$2.1B0.00%Put
100
GLPIGAMING & LEISURE PPTYS INC
62,324$2.1B0.00%Call
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