BANK OF MONTREAL /CAN/ Q2 2016 Filing

Filed July 25, 2016

Portfolio Value

$87.4T

Holdings

3,857

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (3,857 positions)

#StockSharesValue% PortfolioType
1
EFA*ISHARES TR
66,231,954$3.7T4.23%Put
2
RY*ROYAL BK CDA MONTREAL QUE
60,378,695$3.6T4.08%Put
3
TD*TORONTO DOMINION BK ONT
78,150,733$3.4T3.84%Put
4
BNS*BANK N S HALIFAX
48,955,553$2.4T2.74%Put
5
BCE*BCE INC
36,040,859$1.7T1.95%Put
6
CM*CDN IMPERIAL BK COMM TORONTO
17,787,272$1.3T1.53%Put
7
CNR*CANADIAN NATL RY CO
20,253,274$1.2T1.37%Put
8
TRP*TRANSCANADA CORP
25,330,283$1.1T1.31%Put
9
BAM*BROOKFIELD ASSET MGMT INC
34,298,847$1.1T1.30%
10
TSLA*TESLA MTRS INC
5,182,370$1.1T1.26%Put
11
AAPL*APPLE INC
11,088,576$1.1T1.21%Call
12
BMO*BANK MONTREAL QUE
15,467,839$980.5B1.12%
13
MFC*MANULIFE FINL CORP
71,427,462$976.4B1.12%Put
14
ENB*ENBRIDGE INC
22,443,458$950.7B1.09%Put
15
SU*SUNCOR ENERGY INC NEW
34,168,650$947.5B1.08%Put
16
GOOG*ALPHABET INC
1,340,816$928.0B1.06%
17
SPY*SPDR S&P 500 ETF TR
4,184,210$876.5B1.00%Put
18
JNJ*JOHNSON & JOHNSON
7,077,541$858.5B0.98%
19
WFC*WELLS FARGO & CO NEW
17,048,736$806.9B0.92%Call
20
GOOGL*ALPHABET INC
1,082,825$761.8B0.87%
21
RCI/B*ROGERS COMMUNICATIONS INC
18,597,607$751.3B0.86%Put
22
CRC*CANADIAN NAT RES LTD
23,933,960$737.9B0.84%Call
23
PFE*PFIZER INC
20,329,883$715.8B0.82%Call
24
MSFT*MICROSOFT CORP
13,715,599$701.8B0.80%Put
25
BAC*VERIZON COMMUNICATIONS INC
12,134,564$677.6B0.78%Put
26
T*TELUS CORP
18,889,702$608.2B0.70%
27
JPM*JPMORGAN CHASE & CO
9,703,168$603.0B0.69%Call
28
LIE*SUN LIFE FINL INC
18,306,831$601.0B0.69%Put
29
XOM*EXXON MOBIL CORP
5,993,668$561.8B0.64%Put
30
INTC*INTEL CORP
15,935,305$522.7B0.60%Put
31
PEP*PEPSICO INC
4,902,579$519.4B0.59%
32
LQD*ISHARES TR
4,174,604$512.4B0.59%Put
33
CSCO*CISCO SYS INC
16,276,070$467.0B0.53%Call
34
TRVC*CITIGROUP INC
10,811,740$458.3B0.52%Put
35
FNV*FRANCO NEVADA CORP
5,928,238$450.9B0.52%Put
36
CMCSA*COMCAST CORP NEW
6,856,064$446.9B0.51%
37
CVS*CVS HEALTH CORP
4,584,782$438.9B0.50%
38
GILD*GILEAD SCIENCES INC
5,127,670$427.8B0.49%
39
GDX*VANECK VECTORS ETF TR
14,561,061$403.5B0.46%Call
40
AMGN*AMGEN INC
2,517,494$383.0B0.44%
41
ABX*BARRICK GOLD CORP
17,829,200$380.7B0.44%Put
42
TRV*TRAVELERS COMPANIES INC
3,143,721$374.2B0.43%
43
CP.TO*CANADIAN PAC RY LTD
2,882,589$371.2B0.42%Put
44
GIB*GROUPE CGI INC
8,639,677$369.0B0.42%Call
45
MGA*MAGNA INTL INC
9,921,904$348.0B0.40%Put
46
AMZN*AMAZON COM INC
477,816$341.9B0.39%
47
HD*HOME DEPOT INC
2,639,534$337.0B0.39%
48
PPL*PEMBINA PIPELINE CORP
10,882,863$330.2B0.38%
49
ET*ENERGY TRANSFER PRTNRS L P
8,486,829$323.1B0.37%
50
*ARM HLDGS PLC
6,978,234$317.6B0.36%
51
BA*BOEING CO
2,435,877$316.3B0.36%
52
WMT*WAL-MART STORES INC
4,244,942$310.0B0.35%
53
T*AT&T INC
6,863,139$296.6B0.34%Put
54
CVX*CHEVRON CORP NEW
2,820,744$295.7B0.34%Put
55
CVE*CENOVUS ENERGY INC
20,958,227$289.6B0.33%
56
DFSEUR*DISCOVER FINL SVCS
5,368,782$287.7B0.33%
57
BIP*BROOKFIELD INFRAST PARTNERS
6,350,668$287.4B0.33%
58
GE*GENERAL ELECTRIC CO
9,126,569$287.3B0.33%Put
59
LOW*LOWES COS INC
3,592,820$284.4B0.33%
60
TRI*THOMSON REUTERS CORP
6,964,079$281.5B0.32%Put
61
*AGRIUM INC
3,028,680$273.9B0.31%
62
MDLZ*MONDELEZ INTL INC
5,948,345$270.7B0.31%Put
63
BAC*BANK AMER CORP
20,368,596$270.3B0.31%Put
64
POT1EUR*POTASH CORP SASK INC
16,514,292$268.2B0.31%Put
65
V*VISA INC
3,534,648$262.2B0.30%
66
AEP*AMERICAN ELEC PWR INC
3,737,642$262.0B0.30%
67
GIL*GILDAN ACTIVEWEAR INC
8,832,218$259.0B0.30%Put
68
BP*BP PLC
7,251,358$257.5B0.29%
69
*GOLDCORP INC NEW
13,401,536$256.4B0.29%Put
70
BRK/B*BERKSHIRE HATHAWAY INC DEL
1,769,326$256.2B0.29%
71
MRK*MERCK & CO INC
4,348,915$250.5B0.29%
72
LUV*SOUTHWEST AIRLS CO
6,278,450$246.2B0.28%
73
QSR*RESTAURANT BRANDS INTL INC
5,735,206$238.6B0.27%
74
A4S*AMERIPRISE FINL INC
2,636,819$236.9B0.27%
75
KR*KROGER CO
6,393,752$235.2B0.27%
76
IVV*ISHARES TR
1,082,286$227.8B0.26%
77
*CRESCENT PT ENERGY CORP
14,156,748$223.5B0.26%Put
78
LEA*LEAR CORP
2,189,745$222.8B0.25%
79
BABA*ALIBABA GROUP HLDG LTD
2,735,559$217.6B0.25%Put
80
MA*MASTERCARD INC
2,470,134$217.5B0.25%
81
CTXSEUR*CITRIX SYS INC
2,662,970$213.3B0.24%
82
VWO*VANGUARD INTL EQUITY INDEX F
5,995,311$211.2B0.24%
83
WCN*WASTE CONNECTIONS INC
2,878,254$207.4B0.24%
84
UNH*UNITEDHEALTH GROUP INC
1,466,093$207.0B0.24%
85
META*FACEBOOK INC
1,803,314$206.1B0.24%
86
SBUX*STARBUCKS CORP
3,575,831$204.3B0.23%
87
TECK/B*TECK RESOURCES LTD
15,508,772$204.2B0.23%Put
88
EPD*ENTERPRISE PRODS PARTNERS L
6,978,272$204.2B0.23%
89
GD*GENERAL DYNAMICS CORP
1,462,502$203.6B0.23%
90
WBA*WALGREENS BOOTS ALLIANCE INC
2,439,047$203.1B0.23%Put
91
DIS*DISNEY WALT CO
2,069,042$202.4B0.23%
92
PG*PROCTER & GAMBLE CO
2,377,447$201.3B0.23%
93
*DR PEPPER SNAPPLE GROUP INC
2,007,797$194.0B0.22%
94
AEE*AMEREN CORP
3,599,146$192.8B0.22%
95
KEY*KEYCORP NEW
16,811,385$185.8B0.21%
96
LYB*LYONDELLBASELL INDUSTRIES N
2,473,446$184.1B0.21%
97
SLB*SCHLUMBERGER LTD
2,307,159$182.4B0.21%
98
ET*ENERGY TRANSFER EQUITY L P
12,652,302$181.8B0.21%Call
99
VLO*VALERO ENERGY CORP NEW
3,457,500$176.3B0.20%
100
MCD*MCDONALDS CORP
1,463,248$176.1B0.20%Call
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