BANK OF MONTREAL /CAN/ Q2 2017 Filing

Filed July 11, 2017

Portfolio Value

$104.3M

Holdings

3,890

Report Date

Q2 2017

Filing Type

13F-HR

All Holdings (3,890 positions)

#	Stock	Shares	Value	% Portfolio	Type
2001	—DTE ENERGY CO	11,700	$642K	0.62%
2002	EBIXEUREBIX INC	11,757	$633K	0.61%
2003	EWDISHARES	18,640	$632K	0.61%
2004	—BITAUTO HLDGS LTD	21,691	$624K	0.60%
2005	CBRLCRACKER BARREL OLD CTRY STOR	3,715	$622K	0.60%
2006	OGEOGE ENERGY CORP	17,806	$619K	0.59%
2007	SHYGISHARES TR	12,923	$618K	0.59%
2008	MANHMANHATTAN ASSOCS INC	12,808	$615K	0.59%
2009	RPMRPM INTL INC	11,207	$611K	0.59%
2010	CRLCHARLES RIV LABS INTL INC	6,027	$610K	0.59%
2011	RDOGALPS ETF TR	13,777	$608K	0.58%
2012	WSBCWESBANCO INC	15,373	$608K	0.58%
2013	—STUDENT TRANSN INC	98,847	$600K	0.58%
2014	—SPX FLOW INC	16,226	$599K	0.57%
2015	PRIPRIMERICA INC	7,885	$598K	0.57%
2016	HSKAEURHESKA CORP	5,853	$598K	0.57%
2017	CIACHINA EASTN AIRLS LTD	19,522	$597K	0.57%
2018	CPACOPA HOLDINGS SA	5,100	$596K	0.57%
2019	—DUPONT FABROS TECHNOLOGY INC	9,686	$593K	0.57%
2020	—VALERO ENERGY PARTNERS LP	13,000	$593K	0.57%
2021	SHAKSHAKE SHACK INC	16,893	$589K	0.56%
2022	—ENEL AMERICAS S A	62,100	$586K	0.56%
2023	WSMWILLIAMS SONOMA INC	12,071	$585K	0.56%
2024	RAREULTRAGENYX PHARMACEUTICAL IN	9,395	$584K	0.56%
2025	EXPEAGLE MATERIALS INC	6,304	$583K	0.56%
2026	GWRSGLOBAL WTR RES INC	58,835	$582K	0.56%
2027	PGFUSDPENGROWTH ENERGY CORP	737,161	$582K	0.56%
2028	—KAPSTONE PAPER & PACKAGING C	28,166	$581K	0.56%
2029	VSMEURVERSUM MATLS INC	17,841	$579K	0.56%
2030	NOKNOKIA CORP	93,127	$574K	0.55%
2031	BMIBADGER METER INC	14,369	$573K	0.55%
2032	—FANG HLDGS LTD	153,830	$571K	0.55%
2033	AROCARCHROCK INC	50,000	$570K	0.55%
2034	NHINATIONAL HEALTH INVS INC	7,189	$569K	0.55%
2035	PMBSPIMCO ETF TR	5,410	$569K	0.55%
2036	HCSGHEALTHCARE SVCS GRP INC	12,123	$567K	0.54%
2037	EWCISHARES	21,191	$567K	0.54%
2038	CASYCASEYS GEN STORES INC	5,264	$564K	0.54%
2039	—TALLGRASS ENERGY GP LP	22,158	$563K	0.54%
2040	BLBLACKLINE INC	15,764	$563K	0.54%
2041	—POWERSHARES ETF TRUST	18,715	$559K	0.54%
2042	RMAXRE MAX HLDGS INC	9,930	$557K	0.53%
2043	SIXEURSIX FLAGS ENTMT CORP NEW	9,301	$554K	0.53%
2044	PACWUSDPACWEST BANCORP DEL	11,856	$553K	0.53%
2045	VEEVVEEVA SYS INC	9,026	$553K	0.53%
2046	BAHBOOZ ALLEN HAMILTON HLDG COR	16,929	$551K	0.53%
2047	—TRIPLE-S MGMT CORP	32,534	$551K	0.53%
2048	—DSW INC	31,095	$551K	0.53%
2049	XGDVXGABELLI DIVD & INCOME TR	25,085	$548K	0.53%
2050	MLNVANECK VECTORS ETF TR	27,479	$546K	0.52%
2051	FLICUSDFIRST LONG IS CORP	19,031	$545K	0.52%
2052	BDCBELDEN INC	7,219	$545K	0.52%
2053	RXNEURREXNORD CORP NEW	23,389	$544K	0.52%
2054	IDAIDACORP INC	6,361	$542K	0.52%
2055	—BOFI HLDG INC	22,784	$540K	0.52%
2056	NPKNATIONAL PRESTO INDS INC	4,880	$538K	0.52%
2057	NEONEOGENOMICS INC	59,953	$537K	0.52%
2058	GJBSTEELCASE INC	38,112	$534K	0.51%
2059	GSLCGOLDMAN SACHS ETF TR	11,051	$532K	0.51%
2060	MFGMIZUHO FINL GROUP INC	144,782	$531K	0.51%
2061	AQMSEURAQUA METALS INC	42,198	$530K	0.51%	Put
2062	—DYNEGY INC NEW DEL	63,882	$528K	0.51%
2063	—BECTON DICKINSON & CO	9,600	$526K	0.50%
2064	UMPQUSDUMPQUA HLDGS CORP	28,587	$525K	0.50%
2065	AORISHARES	12,000	$523K	0.50%
2066	AOKISHARES	15,383	$523K	0.50%
2067	SATSECHOSTAR CORP	8,588	$522K	0.50%
2068	NUSNU SKIN ENTERPRISES INC	8,313	$522K	0.50%
2069	—CEMPRA INC	113,393	$522K	0.50%
2070	—VIRNETX HLDG CORP	114,056	$519K	0.50%	Put
2071	NEUNEWMARKET CORP	1,123	$518K	0.50%
2072	ESBAEMPIRE ST RLTY OP L P	24,854	$516K	0.49%
2073	FSSFEDERAL SIGNAL CORP	29,692	$515K	0.49%
2074	AU3EURANGLOGOLD ASHANTI LTD	52,654	$512K	0.49%
2075	CHWCALAMOS GBL DYN INCOME FUND	60,000	$512K	0.49%
2076	SRJSPARTANNASH CO	19,580	$509K	0.49%
2077	—KERYX BIOPHARMACEUTICALS INC	70,467	$509K	0.49%
2078	WTWISDOMTREE INVTS INC	50,078	$508K	0.49%
2079	LOGILOGITECH INTL S A	13,853	$508K	0.49%
2080	—VECTREN CORP	8,675	$507K	0.49%
2081	BSMLPOWERSHARES ETF TR II	11,312	$506K	0.49%
2082	NEOGNEOGEN CORP	7,299	$505K	0.48%
2083	SHVISHARES TR	4,581	$505K	0.48%
2084	SRLNSSGA ACTIVE ETF TR	10,600	$503K	0.48%
2085	IXJISHARES TR	4,595	$502K	0.48%
2086	VACMARRIOTT VACATIONS WRLDWDE C	4,268	$502K	0.48%
2087	GMEGAMESTOP CORP NEW	23,199	$501K	0.48%
2088	—CAPITAL BK FINL CORP	13,116	$500K	0.48%
2089	BZUNBAOZUN INC	22,482	$499K	0.48%
2090	VSATARENA INTL INC	27,849	$499K	0.48%
2091	NMRNOMURA HLDGS INC	82,592	$499K	0.48%
2092	—COLONY STARWOOD HOMES	14,500	$497K	0.48%
2093	PTCTPTC THERAPEUTICS INC	27,009	$495K	0.47%
2094	HTOSJW GROUP	10,026	$493K	0.47%
2095	—PAREXEL INTL CORP	5,656	$491K	0.47%
2096	KEXKIRBY CORP	7,329	$490K	0.47%
2097	—PBF LOGISTICS LP	25,000	$488K	0.47%
2098	CTVHELIX ENERGY SOLUTIONS GRP I	86,402	$487K	0.47%
2099	VISNCOMMSCOPE HLDG CO INC	12,694	$483K	0.46%
2100	—ALTISOURCE RESIDENTIAL CORP	37,074	$480K	0.46%

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