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
201
ETR*ENTERGY CORP NEW
923,940$1.7B1.98%
202
*MICHAEL KORS HLDGS LTD
466,961$1.7B1.97%
203
VIAB*VIACOM INC NEW
383,603$1.7B1.97%
204
EXPD*EXPEDITORS INTL WASH INC
109,206$1.7B1.97%
205
VOYA*VOYA FINL INC
340,802$1.7B1.97%
206
SU*SUNCOR ENERGY INC NEW
34,168,650$1.7B1.96%Put
207
CEO*CNOOC LTD
13,763$1.7B1.96%
208
ICE*INTERCONTINENTAL EXCHANGE IN
6,697$1.7B1.96%
209
UGI*UGI CORP NEW
37,800$1.7B1.96%
210
AWM*SKYWORKS SOLUTIONS INC
319,582$1.7B1.95%
211
R*RYDER SYS INC
27,866$1.7B1.95%
212
SPG*SIMON PPTY GROUP INC NEW
307,652$1.7B1.95%Call
213
XLNXEUR*XILINX INC
74,364$1.7B1.95%
214
PG4*PRINCIPAL FINL GROUP INC
591,630$1.7B1.95%
215
SNA*SNAP ON INC
546,948$1.7B1.94%
216
CCEP*COCA COLA EUROPEAN PARTNERS
529,703$1.7B1.94%
217
XRT*SPDR SERIES TRUST
40,392$1.7B1.94%Put
218
JBHT*HUNT J B TRANS SVCS INC
465,342$1.7B1.93%
219
MAC*MACERICH CO
46,972$1.7B1.91%Call
220
WDC*WESTERN DIGITAL CORP
742,372$1.7B1.91%Call
221
NDAQ*NASDAQ INC
263,234$1.7B1.91%
222
AMZN*AMAZON COM INC
477,816$1.7B1.91%
223
CPB*CAMPBELL SOUP CO
373,014$1.7B1.90%
224
AEE*AMEREN CORP
3,599,146$1.7B1.90%
225
PAYX*PAYCHEX INC
309,862$1.7B1.90%
226
AKX*ANSYS INC
43,268$1.7B1.89%
227
ADSK*AUTODESK INC
62,676$1.7B1.89%
228
*LABORATORY CORP AMER HLDGS
382,633$1.6B1.89%
229
WRKUSD*WESTROCK CO
520,308$1.6B1.88%Call
230
ABBV*ABBVIE INC
1,517,352$1.6B1.88%
231
PKN*PERKINELMER INC
140,807$1.6B1.87%
232
MA*MASTERCARD INC
2,470,134$1.6B1.86%
233
WHR*WHIRLPOOL CORP
67,568$1.6B1.86%
234
V*VISA INC
3,534,648$1.6B1.86%
235
GPC*GENUINE PARTS CO
110,166$1.6B1.85%
236
ACN*ACCENTURE PLC IRELAND
1,028,482$1.6B1.85%
237
AAT*AMERICAN ASSETS TR INC
103,279$1.6B1.84%
238
TD*TORONTO DOMINION BK ONT
78,150,733$1.6B1.84%Put
239
RME*RESMED INC
204,498$1.6B1.84%
240
*AGL RES INC
24,355$1.6B1.84%
241
9990302D*APACHE CORP
463,037$1.6B1.84%Call
242
KLAC*KLA-TENCOR CORP
265,735$1.6B1.84%
243
SIRIEUR*SIRIUS XM HLDGS INC
2,002,694$1.6B1.83%
244
MZTI*LANCASTER COLONY CORP
12,556$1.6B1.83%
245
QCOM*QUALCOMM INC
1,624,932$1.6B1.83%
246
VRSK*VERISK ANALYTICS INC
175,592$1.6B1.83%
247
CHKP*CHECK POINT SOFTWARE TECH LT
57,526$1.6B1.83%
248
ENB*ENBRIDGE INC
22,443,458$1.6B1.83%Put
249
BAX*BAXTER INTL INC
591,113$1.6B1.82%Put
250
*NIELSEN HLDGS PLC
190,864$1.6B1.82%
251
HOLX*HOLOGIC INC
1,516,888$1.6B1.82%
252
*TESORO CORP
380,272$1.6B1.81%
253
OPK*OPKO HEALTH INC
168,240$1.6B1.80%Put
254
FNV*FRANCO NEVADA CORP
5,928,238$1.6B1.80%Put
255
MAA*MID-AMER APT CMNTYS INC
130,053$1.6B1.80%
256
CM*CDN IMPERIAL BK COMM TORONTO
17,787,272$1.6B1.79%Put
257
XRAY*DENTSPLY SIRONA INC
248,529$1.6B1.79%
258
VTV*VANGUARD INDEX FDS
213,790$1.6B1.79%
259
TXT*TEXTRON INC
246,234$1.6B1.79%
260
FCX*FREEPORT-MCMORAN INC
1,935,501$1.6B1.78%Put
261
GAP*GAP INC DEL
1,382,810$1.6B1.78%
262
WYNN*WYNN RESORTS LTD
29,483$1.6B1.78%
263
GOOGL*ALPHABET INC
1,082,825$1.6B1.77%
264
OIS*OIL STS INTL INC
47,175$1.6B1.77%
265
USX1*UNITED STATES STL CORP NEW
249,317$1.5B1.77%Put
266
TXN*TEXAS INSTRS INC
1,104,503$1.5B1.77%
267
HIG*HARTFORD FINL SVCS GROUP INC
206,048$1.5B1.76%
268
CNC*CENTENE CORP DEL
126,424$1.5B1.76%
269
LPTUSD*LIBERTY PPTY TR
219,586$1.5B1.76%Call
270
TDC*TERADATA CORP DEL
1,886,790$1.5B1.76%
271
MFC*MANULIFE FINL CORP
71,427,462$1.5B1.76%Put
272
ULTA*ULTA SALON COSMETCS & FRAG I
21,808$1.5B1.75%
273
*GOLDCORP INC NEW
13,401,536$1.5B1.75%Put
274
FDO.F*MACYS INC
928,099$1.5B1.75%
275
BMO*BANK MONTREAL QUE
15,467,839$1.5B1.74%
276
LRCXEUR*LAM RESEARCH CORP
365,676$1.5B1.74%
277
COTY*COTY INC
58,269$1.5B1.73%Put
278
SYF*SYNCHRONY FINL
2,783,901$1.5B1.73%
279
FLR*FLUOR CORP NEW
123,199$1.5B1.73%
280
*STARWOOD HOTELS&RESORTS WRLD
388,140$1.5B1.73%
281
STZ*CONSTELLATION BRANDS INC
459,452$1.5B1.73%
282
CE*CELANESE CORP DEL
45,892$1.5B1.72%
283
*MARKIT LTD
46,000$1.5B1.72%Put
284
MPC*MARATHON PETE CORP
1,387,733$1.5B1.71%Call
285
MTDR*MATADOR RES CO
75,325$1.5B1.71%
286
MSCI*MSCI INC
19,312$1.5B1.70%
287
BF/B*BROWN FORMAN CORP
90,639$1.5B1.70%
288
CCL*CARNIVAL CORP
2,295,784$1.5B1.70%
289
TCRT*ZIOPHARM ONCOLOGY INC
270,000$1.5B1.70%Put
290
KIM*KIMCO RLTY CORP
564,907$1.5B1.69%
291
PNR*PENTAIR PLC
63,879$1.5B1.69%
292
ALV*AUTOLIV INC
13,685$1.5B1.68%
293
PEG*PUBLIC SVC ENTERPRISE GROUP
715,080$1.5B1.68%
294
HUM*HUMANA INC
78,100$1.5B1.68%
295
SNI*SCRIPPS NETWORKS INTERACT IN
145,973$1.5B1.68%
296
PDCOEUR*PATTERSON COMPANIES INC
30,537$1.5B1.67%
297
PEP*PEPSICO INC
4,902,579$1.5B1.67%
298
WWEUSD*WORLD WRESTLING ENTMT INC
145,131$1.5B1.67%Put
299
CCO*CAMECO CORP
4,887,745$1.5B1.67%Call
300
BAM*BROOKFIELD ASSET MGMT INC
34,298,847$1.5B1.66%
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