BANK OF MONTREAL /CAN/ Q2 2016 Filing

Filed July 25, 2016

Portfolio Value

$87.4B

Holdings

3,857

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (3,857 positions)

#StockSharesValue% PortfolioType
101
REGN*REGENERON PHARMACEUTICALS
36,213$2.2B2.46%
102
UNH*UNITEDHEALTH GROUP INC
1,466,093$2.1B2.46%
103
*POWERSHARES QQQ TRUST
433,743$2.1B2.45%
104
CL*COLGATE PALMOLIVE CO
886,458$2.1B2.43%
105
EFX*EQUIFAX INC
41,750$2.1B2.43%
106
SEIC*SEI INVESTMENTS CO
44,109$2.1B2.43%
107
LBEUR*L BRANDS INC
155,188$2.1B2.43%
108
NAVI*NAVIENT CORP
715,947$2.1B2.43%Call
109
UTXZ*UNITED TECHNOLOGIES CORP
975,337$2.1B2.42%
110
PNW*PINNACLE WEST CAP CORP
346,719$2.1B2.42%
111
AJG*GALLAGHER ARTHUR J & CO
207,225$2.1B2.41%
112
HOG*HARLEY DAVIDSON INC
78,343$2.1B2.41%
113
LIE*SUN LIFE FINL INC
18,306,831$2.1B2.41%Put
114
EXR*EXTRA SPACE STORAGE INC
102,560$2.1B2.41%
115
HAS*HASBRO INC
77,010$2.1B2.40%
116
AIZ*ASSURANT INC
80,831$2.1B2.38%
117
EQT*EQT CORP
121,611$2.0B2.34%
118
GT*GOODYEAR TIRE & RUBR CO
79,666$2.0B2.34%
119
AG8*AGILENT TECHNOLOGIES INC
204,090$2.0B2.34%
120
MTB*M & T BK CORP
401,785$2.0B2.33%
121
IVZ*INVESCO LTD
621,956$2.0B2.33%
122
SYK*STRYKER CORP
256,013$2.0B2.32%
123
BEN*FRANKLIN RES INC
305,190$2.0B2.31%
124
CERNCHF*CERNER CORP
193,563$2.0B2.31%
125
SIG*SIGNET JEWELERS LIMITED
24,404$2.0B2.30%
126
PRGO*PERRIGO CO PLC
60,650$2.0B2.29%
127
CIT*CINTAS CORP
106,620$2.0B2.29%
128
BKNG*PRICELINE GRP INC
41,048$2.0B2.28%
129
CN4*CONNS INC
265,000$2.0B2.28%Put
130
T77*LENDINGTREE INC NEW
217,028$2.0B2.25%Put
131
UA*UNDER ARMOUR INC
53,937$2.0B2.25%
132
OII*OCEANEERING INTL INC
146,871$1.9B2.23%
133
INTC*INTEL CORP
15,935,305$1.9B2.23%Put
134
CTRA*CABOT OIL & GAS CORP
463,420$1.9B2.23%Put
135
ADI*ANALOG DEVICES INC
224,839$1.9B2.20%
136
TGNA*TEGNA INC
83,144$1.9B2.20%
137
AMG*AFFILIATED MANAGERS GROUP
44,510$1.9B2.19%
138
*AGRIUM INC
3,028,680$1.9B2.19%
139
ZION*ZIONS BANCORPORATION
177,755$1.9B2.19%
140
FITB*FIFTH THIRD BANCORP
3,344,508$1.9B2.18%
141
DISH*DISH NETWORK CORP
95,947$1.9B2.18%
142
*MONSANTO CO NEW
559,472$1.9B2.17%Call
143
DRI*DARDEN RESTAURANTS INC
852,144$1.9B2.17%
144
CLSEUR*CELESTICA INC
203,882$1.9B2.17%
145
*WHITING PETE CORP NEW
204,660$1.9B2.17%Call
146
*ENCANA CORP
14,634,787$1.9B2.16%Call
147
DVA*DAVITA HEALTHCARE PARTNERS I
250,552$1.9B2.16%
148
RHI*ROBERT HALF INTL INC
976,859$1.9B2.15%
149
IBM*INTERNATIONAL BUSINESS MACHS
824,215$1.9B2.15%Put
150
*LINKEDIN CORP
213,732$1.9B2.15%Put
151
JLL*JONES LANG LASALLE INC
19,228$1.9B2.14%
152
RTN1USD*RAYTHEON CO
291,352$1.9B2.14%
153
AME*AMETEK INC NEW
418,325$1.9B2.14%
154
VOT*VANGUARD INDEX FDS
18,303$1.9B2.13%
155
*ALLERGAN PLC
228,068$1.9B2.13%
156
JNP*JUNIPER NETWORKS INC
3,163,512$1.9B2.13%
157
DHI*D R HORTON INC
677,196$1.9B2.13%
158
CXW*CORRECTIONS CORP AMER NEW
118,429$1.9B2.12%
159
IPG*INTERPUBLIC GROUP COS INC
430,091$1.9B2.12%
160
MCX*MCCORMICK & CO INC
160,611$1.8B2.12%
161
MAN*MANPOWERGROUP INC
216,770$1.8B2.11%
162
CNR*CANADIAN NATL RY CO
20,253,274$1.8B2.11%Put
163
TLV*GRUPO TELEVISA SA
2,529,190$1.8B2.10%
164
CVS*CVS HEALTH CORP
4,584,782$1.8B2.10%
165
KHC*KRAFT HEINZ CO
456,178$1.8B2.10%
166
WOO*FOOT LOCKER INC
1,365,825$1.8B2.09%
167
LNC*LINCOLN NATL CORP IND
2,180,096$1.8B2.09%
168
OKE*ONEOK INC NEW
311,791$1.8B2.08%
169
SBAC*SBA COMMUNICATIONS CORP
78,423$1.8B2.08%
170
NTAP*NETAPP INC
397,147$1.8B2.08%
171
AWN*ADVANCE AUTO PARTS INC
58,854$1.8B2.08%
172
SWK*STANLEY BLACK & DECKER INC
86,688$1.8B2.07%
173
EOG*EOG RES INC
1,300,742$1.8B2.07%Call
174
VB*VANGUARD INDEX FDS
36,850$1.8B2.07%
175
SAJA*COMPANHIA DE SANEAMENTO BASI
498,325$1.8B2.06%
176
MCHP*MICROCHIP TECHNOLOGY INC
496,014$1.8B2.06%
177
WM*WASTE MGMT INC DEL
982,685$1.8B2.06%Call
178
L*LOEWS CORP
73,862$1.8B2.05%
179
MAR*MARRIOTT INTL INC NEW
313,635$1.8B2.05%Put
180
PCAR*PACCAR INC
1,046,793$1.8B2.04%
181
GIB*GROUPE CGI INC
8,639,677$1.8B2.04%Call
182
FMC*F M C CORP
38,582$1.8B2.04%
183
PG*PROCTER & GAMBLE CO
2,377,447$1.8B2.04%
184
NBL2EUR*NOBLE ENERGY INC
1,165,460$1.8B2.04%Put
185
*LEVEL 3 COMMUNICATIONS INC
131,029$1.8B2.04%
186
WFC*WELLS FARGO & CO NEW
17,048,736$1.8B2.04%Call
187
MXIM*MAXIM INTEGRATED PRODS INC
96,662$1.8B2.04%
188
LNT*ALLIANT ENERGY CORP
82,986$1.8B2.03%
189
TRVC*CITIGROUP INC
10,811,740$1.8B2.03%Put
190
IJR*ISHARES TR
319,054$1.8B2.02%
191
PEO*EXELON CORP
2,526,229$1.8B2.01%
192
CPT*CAMDEN PPTY TR
153,236$1.8B2.01%Call
193
IR*INGERSOLL-RAND PLC
123,423$1.8B2.00%
194
GOOG*ALPHABET INC
1,340,816$1.7B2.00%
195
COP*CONOCOPHILLIPS
1,205,542$1.7B2.00%Call
196
CF*CF INDS HLDGS INC
491,113$1.7B2.00%Put
197
RACE*FERRARI N V
42,344$1.7B1.98%
198
BOH*BANK HAWAII CORP
44,721$1.7B1.98%
199
TRN*TRINITY INDS INC
93,037$1.7B1.98%
200
DOV*DOVER CORP
1,678,378$1.7B1.98%
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