BANK OF MONTREAL /CAN/ Q1 2017 Filing

Filed April 11, 2017

Portfolio Value

$105.5M

Holdings

3,727

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (3,727 positions)

#	Stock	Shares	Value	% Portfolio	Type
1901	CHECHEMED CORP NEW	3,234	$590K	0.56%
1902	CASYCASEYS GEN STORES INC	5,246	$589K	0.56%
1903	SBSWSIBANYE GOLD LTD	66,767	$589K	0.56%
1904	SPWRQSUNPOWER CORP	96,189	$587K	0.56%	Put
1905	RDOGALPS ETF TR	13,652	$587K	0.56%
1906	CDEVEURCENTENNIAL RESOURCE DEV INC	32,148	$586K	0.56%
1907	PTCPTC INC	11,100	$584K	0.55%
1908	UPBDRENT A CTR INC NEW	65,041	$577K	0.55%
1909	DESWISDOMTREE TR	7,138	$575K	0.54%
1910	IDAIDACORP INC	6,944	$575K	0.54%
1911	—ALTISOURCE RESIDENTIAL CORP	37,503	$572K	0.54%
1912	—CAPITAL BK FINL CORP	13,116	$569K	0.54%
1913	MPTMEDICAL PPTYS TRUST INC	44,122	$568K	0.54%
1914	SHAKSHAKE SHACK INC	16,893	$564K	0.53%
1915	CBRLCRACKER BARREL OLD CTRY STOR	3,526	$562K	0.53%
1916	CRLCHARLES RIV LABS INTL INC	6,236	$561K	0.53%
1917	KBHKB HOME	28,253	$561K	0.53%
1918	—UNIT CORP	23,090	$559K	0.53%
1919	PMBSPIMCO ETF TR	5,410	$557K	0.53%
1920	MFGMIZUHO FINL GROUP INC	149,467	$552K	0.52%
1921	PRIPRIMERICA INC	6,676	$549K	0.52%
1922	G3VGREEN PLAINS INC	22,216	$549K	0.52%
1923	—U S G CORP	17,129	$546K	0.52%
1924	—SPIRIT RLTY CAP INC NEW	53,703	$544K	0.52%	Call
1925	AU3EURANGLOGOLD ASHANTI LTD	50,478	$544K	0.52%
1926	AOKISHARES	16,315	$544K	0.52%
1927	—ENBRIDGE ENERGY MANAGEMENT L	29,237	$539K	0.51%
1928	—PBF LOGISTICS LP	25,000	$539K	0.51%
1929	AROCARCHROCK INC	43,378	$539K	0.51%
1930	—THERAPEUTICSMD INC	74,719	$538K	0.51%
1931	EPPISHARES	11,993	$536K	0.51%
1932	LNWOSCIENTIFIC GAMES CORP	22,656	$535K	0.51%	Put
1933	—INVENSENSE INC	42,000	$531K	0.50%	Put
1934	EWCISHARES	19,711	$530K	0.50%
1935	—NORD ANGLIA EDUCATION INC	20,819	$527K	0.50%
1936	EUFNISHARES	25,669	$522K	0.49%
1937	—ENEL AMERICAS S A	50,000	$520K	0.49%
1938	NMRNOMURA HLDGS INC	82,667	$518K	0.49%
1939	ESBAEMPIRE ST RLTY OP L P	24,854	$516K	0.49%
1940	PACWUSDPACWEST BANCORP DEL	9,686	$515K	0.49%
1941	GWRSGLOBAL WTR RES INC	58,960	$513K	0.49%
1942	HCSGHEALTHCARE SVCS GRP INC	11,863	$512K	0.49%
1943	UEOWESTLAKE CHEM CORP	7,723	$511K	0.48%
1944	UMPQUSDUMPQUA HLDGS CORP	28,663	$508K	0.48%
1945	NEUNEWMARKET CORP	1,113	$505K	0.48%
1946	BDCBELDEN INC	7,282	$504K	0.48%
1947	NCMIEURNATIONAL CINEMEDIA INC	39,871	$503K	0.48%
1948	SIMOSILICON MOTION TECHNOLOGY CO	10,720	$501K	0.47%
1949	PAGPPLAINS GP HLDGS L P	16,000	$500K	0.47%	Call
1950	—POWERSHARES ETF TRUST	17,123	$500K	0.47%
1951	—PATTERN ENERGY GROUP INC	24,725	$497K	0.47%
1952	—RETAIL PPTYS AMER INC	34,182	$493K	0.47%
1953	ALKSALKERMES PLC	8,397	$492K	0.47%
1954	UI2KEMPER CORP DEL	12,298	$491K	0.47%
1955	WRUSDWESTAR ENERGY INC	9,002	$489K	0.46%
1956	ALNYALNYLAM PHARMACEUTICALS INC	9,528	$488K	0.46%
1957	HTOSJW GROUP	10,038	$484K	0.46%
1958	SATSECHOSTAR CORP	8,396	$478K	0.45%
1959	TWLOTWILIO INC	16,426	$475K	0.45%	Put
1960	IHEISHARES TR	3,145	$475K	0.45%
1961	NEONEOGENOMICS INC	59,953	$473K	0.45%
1962	ITCIEURINTRA CELLULAR THERAPIES INC	29,105	$473K	0.45%
1963	BAKBRASKEM S A	23,200	$472K	0.45%
1964	VGSHVANGUARD SCOTTSDALE FDS	7,724	$470K	0.45%
1965	—GENERAL CABLE CORP DEL NEW	25,999	$467K	0.44%
1966	AMLPUSDALPS ETF TR	36,626	$465K	0.44%
1967	AGXARGAN INC	6,950	$460K	0.44%
1968	FLTRVANECK VECTORS ETF TR	18,160	$458K	0.43%
1969	UNFIUNITED NAT FOODS INC	10,607	$458K	0.43%
1970	STMSTMICROELECTRONICS N V	29,608	$458K	0.43%
1971	NVRNVR INC	217	$457K	0.43%
1972	—NEUSTAR INC	13,793	$457K	0.43%
1973	UEURBAN EDGE PPTYS	17,303	$456K	0.43%
1974	HDVISHARES TR	5,439	$456K	0.43%
1975	—TEAM INC	16,840	$456K	0.43%
1976	—JUNO THERAPEUTICS INC	20,463	$454K	0.43%	Put
1977	SGENEURSEATTLE GENETICS INC	7,235	$454K	0.43%
1978	—ROCKWELL MED INC	72,200	$452K	0.43%	Put
1979	WTWISDOMTREE INVTS INC	49,722	$451K	0.43%
1980	ROLROLLINS INC	12,069	$448K	0.42%
1981	TGTXTG THERAPEUTICS INC	38,000	$443K	0.42%
1982	DONWISDOMTREE TR	4,525	$441K	0.42%
1983	JOYJOY GLOBAL INC	15,472	$437K	0.41%
1984	ETWEATON VANCE TXMGD GL BUYWR O	40,000	$436K	0.41%
1985	VGREURVECTOR GROUP LTD	20,961	$435K	0.41%
1986	—KERYX BIOPHARMACEUTICALS INC	70,467	$434K	0.41%
1987	SSFSENSIENT TECHNOLOGIES CORP	5,460	$433K	0.41%
1988	VVVVALVOLINE INC	17,600	$432K	0.41%	Put
1989	FULFULLER H B CO	8,356	$431K	0.41%
1990	VACMARRIOTT VACATIONS WRLDWDE C	4,294	$429K	0.41%
1991	PTLCPACER FDS TR	16,973	$429K	0.41%
1992	—CEMPRA INC	113,933	$428K	0.41%
1993	LOGILOGITECH INTL S A	13,348	$426K	0.40%
1994	—DYNEGY INC NEW DEL	54,135	$426K	0.40%
1995	HEESEURH & E EQUIPMENT SERVICES INC	17,343	$425K	0.40%
1996	—WASHINGTON PRIME GROUP NEW	48,429	$421K	0.40%
1997	ERICERICSSON	63,329	$420K	0.40%
1998	BGGUSDBRIGGS & STRATTON CORP	18,757	$420K	0.40%
1999	NATNORDIC AMERICAN TANKERS LIMI	51,185	$419K	0.40%
2000	ZTOZTO EXPRESS CAYMAN INC	32,000	$418K	0.40%	Put

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