BANK OF MONTREAL /CAN/ Q2 2017 Filing

Filed July 11, 2017

Portfolio Value

$104.3B

Holdings

3,890

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (3,890 positions)

#StockSharesValue% PortfolioType
101
NBL2EURNOBLE ENERGY INC
315,607$2.2B2.13%
102
AKXANSYS INC
53,258$2.2B2.12%
103
ALKALASKA AIR GROUP INC
308,097$2.2B2.12%
104
KSSKOHLS CORP
1,278,069$2.2B2.11%
105
SPGIS&P GLOBAL INC
170,897$2.2B2.11%
106
PG4PRINCIPAL FINL GROUP INC
464,753$2.2B2.10%
107
VFCV F CORP
647,206$2.2B2.10%
108
CMACOMERICA INC
712,662$2.2B2.08%Put
109
STLAFIAT CHRYSLER AUTOMOBILES N
203,610$2.2B2.08%
110
CINFCINCINNATI FINL CORP
153,916$2.2B2.08%
111
LENLENNAR CORP
155,980$2.2B2.07%
112
ACNACCENTURE PLC IRELAND
1,114,619$2.2B2.07%
113
MARMARRIOTT INTL INC NEW
200,301$2.2B2.07%
114
BMOBANK MONTREAL QUE
16,506,116$2.2B2.06%Put
115
MDLZMONDELEZ INTL INC
9,466,294$2.1B2.05%
116
SJMSMUCKER J M CO
145,013$2.1B2.05%
117
GTGOODYEAR TIRE & RUBR CO
183,289$2.1B2.05%
118
DOVDOVER CORP
129,268$2.1B2.05%
119
CERNCHFCERNER CORP
147,212$2.1B2.05%
120
CFGCITIZENS FINL GROUP INC
1,443,037$2.1B2.04%
121
ALLEALLEGION PUB LTD CO
39,304$2.1B2.04%
122
BAXBAXTER INTL INC
1,655,432$2.1B2.04%
123
ANAUTONATION INC
49,581$2.1B2.00%
124
POWERSHARES QQQ TRUST
886,586$2.1B2.00%Put
125
HCAHCA HEALTHCARE INC
248,261$2.1B2.00%
126
CHTRCHARTER COMMUNICATIONS INC N
88,894$2.1B2.00%
127
INTCINTEL CORP
6,589,398$2.1B1.99%Call
128
MASMASCO CORP
398,873$2.1B1.99%
129
WYNEURWYNDHAM WORLDWIDE CORP
2,326,307$2.1B1.98%
130
FOXATWENTY FIRST CENTY FOX INC
185,693$2.1B1.97%
131
PEOEXELON CORP
1,833,752$2.0B1.96%Put
132
SNEURSANCHEZ ENERGY CORP
283,973$2.0B1.96%Put
133
AMGAFFILIATED MANAGERS GROUP
34,116$2.0B1.95%
134
FMCF M C CORP
46,751$2.0B1.94%
135
KEYKEYCORP NEW
2,908,780$2.0B1.94%
136
CCLCARNIVAL CORP
1,147,232$2.0B1.94%
137
BMYBRISTOL MYERS SQUIBB CO
3,237,564$2.0B1.93%
138
FBINFORTUNE BRANDS HOME & SEC IN
77,069$2.0B1.93%
139
ESEVERSOURCE ENERGY
516,800$2.0B1.92%
140
BDNBRANDYWINE RLTY TR
114,203$2.0B1.92%Call
141
CTSHCOGNIZANT TECHNOLOGY SOLUTIO
267,209$2.0B1.92%
142
KELKELLOGG CO
549,801$2.0B1.91%
143
UHSUNIVERSAL HLTH SVCS INC
108,446$2.0B1.91%
144
VRSKVERISK ANALYTICS INC
189,125$2.0B1.90%
145
COSTCOSTCO WHSL CORP NEW
1,259,284$2.0B1.89%Call
146
L3 TECHNOLOGIES INC
22,594$2.0B1.88%
147
APPROACH RESOURCES INC
581,979$2.0B1.88%Put
148
DDD3-D SYS CORP DEL
104,848$2.0B1.88%Put
149
CTLEURCENTURYLINK INC
1,548,833$2.0B1.88%Put
150
FDO.FMACYS INC
825,291$2.0B1.88%
151
DELLDELL TECHNOLOGIES INC
207,747$2.0B1.87%
152
CNRCANADIAN NATL RY CO
22,971,147$1.9B1.87%Put
153
AGFIRST MAJESTIC SILVER CORP
526,122$1.9B1.87%Put
154
BKBANK NEW YORK MELLON CORP
733,211$1.9B1.86%
155
MSIMOTOROLA SOLUTIONS INC
271,623$1.9B1.86%
156
EBAEBAY INC
2,295,147$1.9B1.85%Put
157
KSUEURKANSAS CITY SOUTHERN
32,865$1.9B1.85%
158
PRGOPERRIGO CO PLC
96,324$1.9B1.85%
159
TIFEURTIFFANY & CO NEW
46,839$1.9B1.85%
160
UTXZUNITED TECHNOLOGIES CORP
886,860$1.9B1.84%
161
AEEAMEREN CORP
4,833,335$1.9B1.84%
162
CMCDN IMPERIAL BK COMM TORONTO
17,722,352$1.9B1.84%Put
163
PANWPALO ALTO NETWORKS INC
14,285$1.9B1.83%
164
TRIPTRIPADVISOR INC
49,999$1.9B1.83%
165
AJGGALLAGHER ARTHUR J & CO
204,983$1.9B1.83%
166
EQTEQT CORP
560,939$1.9B1.82%Put
167
BALLBALL CORP
282,405$1.9B1.82%
168
DGDOLLAR GEN CORP NEW
392,478$1.9B1.82%
169
YUMCYUM CHINA HLDGS INC
2,647,272$1.9B1.82%
170
IRMIRON MTN INC NEW
169,846$1.9B1.81%
171
LABORATORY CORP AMER HLDGS
301,693$1.9B1.81%
172
ZIONZIONS BANCORPORATION
73,381$1.9B1.81%
173
MOSMOSAIC CO NEW
129,897$1.9B1.81%
174
HALHALLIBURTON CO
4,284,305$1.9B1.81%Put
175
MFCMANULIFE FINL CORP
75,308,569$1.9B1.80%Put
176
FLRFLUOR CORP NEW
41,045$1.9B1.80%
177
SEICSEI INVESTMENTS CO
34,917$1.9B1.80%
178
CLCOLGATE PALMOLIVE CO
1,007,961$1.9B1.79%Put
179
SCHWSCHWAB CHARLES CORP NEW
1,644,618$1.9B1.79%
180
UAAUNDER ARMOUR INC
1,435,729$1.9B1.78%Put
181
EFXEQUIFAX INC
72,450$1.9B1.78%
182
PNWPINNACLE WEST CAP CORP
238,051$1.8B1.77%
183
WCNWASTE CONNECTIONS INC
9,586,372$1.8B1.77%Call
184
RGAREINSURANCE GROUP AMER INC
25,320$1.8B1.76%
185
BF/BBROWN FORMAN CORP
154,735$1.8B1.75%
186
IDXXIDEXX LABS INC
353,008$1.8B1.73%
187
ABGAMERISOURCEBERGEN CORP
286,098$1.8B1.72%
188
SRESEMPRA ENERGY
280,474$1.8B1.72%
189
PPGPPG INDS INC
173,701$1.8B1.72%
190
SJR/BEURSHAW COMMUNICATIONS INC
7,884,402$1.8B1.71%Put
191
DHRDANAHER CORP DEL
646,912$1.8B1.71%
192
TROWPRICE T ROWE GROUP INC
881,630$1.8B1.71%
193
ENVISION HEALTHCARE CORP
44,579$1.8B1.70%
194
ETRAE TRADE FINANCIAL CORP
1,674,953$1.8B1.70%
195
AALAMERICAN AIRLS GROUP INC
382,370$1.8B1.70%
196
CSXCSX CORP
1,484,617$1.8B1.70%
197
MIC2EURMACQUARIE INFRASTRUCTURE COR
211,544$1.8B1.69%
198
DOXAMDOCS LTD
812,143$1.8B1.69%
199
HBANHUNTINGTON BANCSHARES INC
4,141,947$1.8B1.69%
200
AVBAVALONBAY CMNTYS INC
78,296$1.8B1.69%
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