BANK OF MONTREAL /CAN/ Q1 2022 Filing

Filed May 12, 2022

Portfolio Value

$206.4M

Holdings

3,596

Report Date

Q1 2022

Filing Type

13F-HR

All Holdings (3,596 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	12,050,239	$4.2M	2.04%	Put
2	RRXREGAL REXNORD CORPORATION	135,318	$3.4M	1.63%
3	VVISA INC	9,858,690	$3.1M	1.52%	Put
4	MSFTMICROSOFT CORP	13,651,090	$2.9M	1.39%	Put
5	WRKUSDWESTROCK CO	343,268	$2.9M	1.39%
6	BIGGQBIG LOTS INC	78,291	$2.9M	1.39%	Put
7	USX1UNITED STATES STL CORP NEW	523,782	$2.7M	1.33%	Put
8	BCEBCE INC	31,635,133	$2.7M	1.32%	Put
9	CMACOMERICA INC	532,911	$2.7M	1.30%
10	DINOHF SINCLAIR CORPORATION	512,408	$2.6M	1.25%
11	CNRCANADIAN NATL RY CO	15,670,310	$2.5M	1.23%
12	FBINFORTUNE BRANDS HOME & SEC IN	379,909	$2.5M	1.23%
13	XYZBLOCK INC	9,286,674	$2.5M	1.22%	Put
14	PFEPFIZER INC	14,490,301	$2.4M	1.18%	Put
15	UNMUNUM GROUP	76,618	$2.4M	1.17%
16	CGCARLYLE GROUP INC	161,242	$2.4M	1.17%
17	GOOGLALPHABET INC	748,009	$2.4M	1.17%	Put
18	YUSDALLEGHANY CORP MD	8,590	$2.4M	1.16%
19	GGGGRACO INC	86,910	$2.4M	1.14%
20	TNDMTANDEM DIABETES CARE INC	102,429	$2.3M	1.14%
21	LVSLAS VEGAS SANDS CORP	479,218	$2.3M	1.13%	Put
22	NXPINXP SEMICONDUCTORS N V	202,703	$2.3M	1.13%
23	OPENOPENDOOR TECHNOLOGIES INC	252,977	$2.3M	1.12%	Call
24	WSOWATSCO INC	7,429	$2.3M	1.11%
25	XLESELECT SECTOR SPDR TR	5,108,815	$2.3M	1.11%	Put
26	CATCATERPILLAR INC	1,058,908	$2.3M	1.10%	Put
27	TSLATESLA INC	3,412,260	$2.3M	1.10%	Put
28	LKQ1LKQ CORP	152,510	$2.3M	1.09%
29	MFCMANULIFE FINL CORP	86,521,822	$2.3M	1.09%	Put
30	FIXCOMFORT SYS USA INC	24,736	$2.2M	1.08%
31	CIENCIENA CORP	36,296	$2.2M	1.08%
32	BHPBHP GROUP LTD	851,280	$2.2M	1.07%
33	IWMISHARES TR	10,650,315	$2.2M	1.07%	Put
34	HRUSDHEALTHCARE RLTY TR	1,103,426	$2.2M	1.06%
35	AREALEXANDRIA REAL ESTATE EQ IN	63,867	$2.2M	1.06%
36	AGCOAGCO CORP	534,973	$2.2M	1.05%	Call
37	NCLHNORWEGIAN CRUISE LINE HLDG L	10,869,199	$2.2M	1.04%	Put
38	LWLAMB WESTON HLDGS INC	143,376	$2.1M	1.04%
39	SCISERVICE CORP INTL	32,245	$2.1M	1.03%
40	MTNVAIL RESORTS INC	47,635	$2.1M	1.03%
41	PFGCPERFORMANCE FOOD GROUP CO	41,086	$2.1M	1.03%
42	TPRTAPESTRY INC	387,104	$2.1M	1.02%
43	ACCUSDAMERICAN CAMPUS CMNTYS INC	72,237	$2.1M	1.02%	Call
44	RSRELIANCE STEEL & ALUMINUM CO	18,239	$2.1M	1.02%
45	NEENEXTERA ENERGY INC	5,679,682	$2.1M	1.02%	Put
46	LLOEWS CORP	130,520	$2.1M	1.01%
47	HXLHEXCEL CORP NEW	34,884	$2.1M	1.01%
48	AIZASSURANT INC	42,440	$2.1M	1.00%
49	XBISPDR SER TR	200,723	$2.1M	1.00%	Put
50	ORIOLD REP INTL CORP	77,849	$2.0M	0.99%
51	VOVANGUARD INDEX FDS	168,066	$2.0M	0.99%
52	MOSMOSAIC CO NEW	417,183	$2.0M	0.99%
53	AAPLAPPLE INC	30,091,035	$2.0M	0.99%	Put
54	IDAIDACORP INC	17,472	$2.0M	0.98%
55	AMDADVANCED MICRO DEVICES INC	19,651,037	$2.0M	0.98%	Put
56	BXBLACKSTONE INC	565,590	$2.0M	0.98%
57	MCDMCDONALDS CORP	1,463,863	$2.0M	0.98%	Put
58	TRPTC ENERGY CORP	34,099,070	$2.0M	0.98%	Put
59	OLEDUNIVERSAL DISPLAY CORP	11,500	$2.0M	0.98%
60	AGQPROSHARES TR II	154,900	$2.0M	0.98%	Put
61	MTBM & T BK CORP	299,171	$2.0M	0.97%
62	ABTABBOTT LABS	3,382,147	$2.0M	0.97%	Put
63	FRSHFRESHWORKS INC	100,000	$2.0M	0.97%	Put
64	CP.TOCANADIAN PAC RY LTD	18,877,715	$2.0M	0.96%
65	COSTCOSTCO WHSL CORP NEW	1,566,018	$2.0M	0.96%	Put
66	BROBROWN & BROWN INC	146,654	$2.0M	0.96%
67	HSYHERSHEY CO	245,777	$2.0M	0.95%
68	FOXFOX CORP	97,274	$2.0M	0.95%
69	PEGPUBLIC SVC ENTERPRISE GRP IN	1,297,138	$1.9M	0.94%
70	ARMKARAMARK	51,397	$1.9M	0.94%
71	RBAGBPRITCHIE BROS AUCTIONEERS	1,696,264	$1.9M	0.94%
72	3M4MASIMO CORP	93,176	$1.9M	0.94%
73	UBERUBER TECHNOLOGIES INC	10,867,209	$1.9M	0.94%	Put
74	AMZNAMAZON COM INC	1,464,964	$1.9M	0.93%	Put
75	TWTRADEWEB MKTS INC	39,981	$1.9M	0.93%
76	OVVOVINTIV INC	403,361	$1.9M	0.93%	Call
77	BACBK OF AMERICA CORP	21,237,533	$1.9M	0.92%	Put
78	AQLTISHARES TR	7,340,778	$1.9M	0.92%
79	PG4PRINCIPAL FINANCIAL GROUP IN	167,311	$1.9M	0.92%
80	ANETEURARISTA NETWORKS INC	120,471	$1.9M	0.92%
81	CSLCARLISLE COS INC	209,975	$1.9M	0.92%
82	FUBOFUBOTV INC	246,290	$1.9M	0.92%	Put
83	JBTJOHN BEAN TECHNOLOGIES CORP	65,201	$1.9M	0.92%
84	UAAUNDER ARMOUR INC	420,762	$1.9M	0.91%
85	FCXFREEPORT-MCMORAN INC	4,555,389	$1.9M	0.91%
86	CUBECUBESMART	35,012	$1.9M	0.91%
87	ENBENBRIDGE INC	79,668,080	$1.9M	0.90%	Put
88	GOOGALPHABET INC	646,620	$1.9M	0.90%	Put
89	ZIONZIONS BANCORPORATION N A	72,537	$1.9M	0.90%
90	BBYBEST BUY INC	164,546	$1.9M	0.90%
91	TRGPTARGA RES CORP	281,380	$1.9M	0.90%
92	UHSUNIVERSAL HLTH SVCS INC	76,852	$1.8M	0.89%
93	CTRACOTERRA ENERGY INC	1,311,220	$1.8M	0.89%
94	VTRSVIATRIS INC	1,187,311	$1.8M	0.89%
95	SUSUNCOR ENERGY INC NEW	30,616,244	$1.8M	0.88%	Put
96	SPLKCHFSPLUNK INC	1,029,581	$1.8M	0.88%	Put
97	PIIPOLARIS INC	149,159	$1.8M	0.88%
98	UNPUNION PAC CORP	1,581,790	$1.8M	0.88%	Put
99	LF2PACIFIC PREMIER BANCORP	49,928	$1.8M	0.87%
100	BIIBBIOGEN INC	168,703	$1.8M	0.87%	Put

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