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
2201	—GOLDEN STAR RES LTD CDA	557,500	$363K	0.35%
2202	AOAISHARES	7,000	$363K	0.35%
2203	GHCGRAHAM HLDGS CO	603	$362K	0.35%
2204	—QUANTENNA COMMUNICATIONS INC	19,074	$362K	0.35%
2205	AVALGRUPO AVAL ACCIONES Y VALORE	43,300	$359K	0.34%
2206	FBIZFIRST BUS FINL SVCS INC WIS	15,509	$358K	0.34%
2207	HWKNHAWKINS INC	7,719	$358K	0.34%
2208	KMTKENNAMETAL INC	9,551	$358K	0.34%
2209	FHIFEDERATED INVS INC PA	12,586	$356K	0.34%
2210	ANATUSDAMERICAN NATL INS CO	3,055	$356K	0.34%
2211	AKRACADIA RLTY TR	12,777	$355K	0.34%
2212	—ASIA PAC FD INC	27,208	$354K	0.34%
2213	DCIDONALDSON INC	7,766	$353K	0.34%
2214	DRHDIAMONDROCK HOSPITALITY CO	32,272	$353K	0.34%
2215	—SERVICESOURCE INTL INC	90,934	$353K	0.34%
2216	VNET21VIANET GROUP INC	69,969	$351K	0.34%
2217	CLDRCLOUDERA INC	21,800	$350K	0.34%	Put
2218	KEYSKEYSIGHT TECHNOLOGIES INC	8,977	$349K	0.33%
2219	—CARBONITE INC	15,972	$347K	0.33%
2220	—BIOSPECIFICS TECHNOLOGIES CO	7,006	$346K	0.33%
2221	ABMDEURABIOMED INC	2,416	$346K	0.33%
2222	GPIGROUP 1 AUTOMOTIVE INC	5,436	$344K	0.33%
2223	—NANTKWEST INC	45,391	$344K	0.33%	Put
2224	—FINANCIAL ENGINES INC	9,379	$343K	0.33%
2225	CWSTCASELLA WASTE SYS INC	20,864	$343K	0.33%
2226	—NQ MOBILE INC	100,988	$343K	0.33%
2227	ENICENEL CHILE S A	62,100	$342K	0.33%
2228	CETCENTRAL SECS CORP	13,684	$341K	0.33%
2229	—NEUSTAR INC	10,228	$341K	0.33%
2230	NOBLPROSHARES TR	5,810	$336K	0.32%
2231	PTYPIMCO CORPORATE & INCOME OPP	20,436	$336K	0.32%
2232	RLJRLJ LODGING TR	16,748	$333K	0.32%
2233	IACIEURIAC INTERACTIVECORP	3,230	$333K	0.32%
2234	IBOCINTERNATIONAL BANCSHARES COR	9,469	$331K	0.32%
2235	HACKUSDETF MANAGERS TR	11,026	$331K	0.32%	Put
2236	SCISERVICE CORP INTL	9,889	$330K	0.32%
2237	MSDMORGAN STANLEY EMER MKTS DEB	33,309	$329K	0.32%
2238	HEESEURH & E EQUIPMENT SERVICES INC	16,124	$329K	0.32%
2239	HNMORMAT TECHNOLOGIES INC	5,613	$329K	0.32%
2240	UTLUNITIL CORP	6,785	$328K	0.31%
2241	—FAIRMOUNT SANTROL HLDGS INC	83,658	$327K	0.31%
2242	—QTS RLTY TR INC	6,242	$327K	0.31%
2243	—TAILORED BRANDS INC	29,220	$326K	0.31%	Put
2244	—JA SOLAR HOLDINGS CO LTD	51,118	$325K	0.31%
2245	—ZOES KITCHEN INC	26,940	$321K	0.31%
2246	ITOTISHARES TR	5,785	$321K	0.31%
2247	—AMERICAN MIDSTREAM PARTNERS	25,000	$321K	0.31%
2248	SILCSILICOM LTD	7,191	$320K	0.31%
2249	MUABLACKROCK MUNIASSETS FD INC	21,340	$320K	0.31%
2250	2362120DSINCLAIR BROADCAST GROUP INC	9,677	$319K	0.31%
2251	KYOCYKYOCERA CORP	5,454	$318K	0.31%
2252	RMTROYCE MICRO-CAP TR INC	36,547	$316K	0.30%
2253	—ACXIOM CORP	12,154	$316K	0.30%
2254	MBWMMERCANTILE BANK CORP	10,000	$315K	0.30%
2255	WBSWEBSTER FINL CORP CONN	6,047	$315K	0.30%
2256	IUSVISHARES TR	6,168	$314K	0.30%
2257	MFS1EURWELBILT INC	16,720	$314K	0.30%
2258	STRLSTERLING CONSTRUCTION CO INC	23,888	$312K	0.30%
2259	CNMDCONMED CORP	6,134	$312K	0.30%
2260	—POWERSHARES ETF TR II	6,309	$311K	0.30%
2261	FNBFNB CORP PA	22,054	$311K	0.30%
2262	HURCHURCO COMPANIES INC	8,900	$309K	0.30%
2263	SUXSYNNEX CORP	2,566	$309K	0.30%
2264	—SANCHEZ MIDSTREAM PARTNERS L	24,000	$308K	0.30%
2265	LMATLEMAITRE VASCULAR INC	9,855	$307K	0.29%
2266	—COOPER TIRE & RUBR CO	8,475	$306K	0.29%
2267	—KNIGHT TRANSN INC	8,177	$303K	0.29%
2268	—APPLIED GENETIC TECHNOL CORP	59,398	$302K	0.29%
2269	—MERIDIAN BANCORP INC MD	17,724	$300K	0.29%
2270	DNPDNP SELECT INCOME FD	27,049	$298K	0.29%
2271	TYTRI CONTL CORP	12,213	$298K	0.29%
2272	SKYYFIRST TR EXCHANGE TRADED FD	7,529	$297K	0.28%
2273	BWXSPDR SERIES TRUST	10,663	$295K	0.28%
2274	HEWJISHARES TR	9,820	$293K	0.28%
2275	UMBFUMB FINL CORP	3,896	$291K	0.28%
2276	—CONTROL4 CORP	14,768	$290K	0.28%
2277	XLRESELECT SECTOR SPDR TR	8,966	$289K	0.28%
2278	SCHLSCHOLASTIC CORP	6,628	$289K	0.28%
2279	REXRREXFORD INDL RLTY INC	10,492	$288K	0.28%
2280	VXUSVANGUARD STAR FD	5,510	$287K	0.28%
2281	—NEFF CORP	15,057	$286K	0.27%
2282	CYTKCYTOKINETICS INC	23,535	$285K	0.27%
2283	NWSNEWS CORP NEW	20,114	$284K	0.27%
2284	BDJBLACKROCK ENHANCED EQT DIV T	31,994	$282K	0.27%
2285	PEGAPEGASYSTEMS INC	4,785	$280K	0.27%
2286	SPWHSPORTSMANS WHSE HLDGS INC	51,761	$280K	0.27%
2287	—CONCORDIA INTERNATIONAL CORP	179,007	$279K	0.27%	Put
2288	PIIMPINJ INC	5,712	$278K	0.27%
2289	—BARCLAYS BANK PLC	10,463	$278K	0.27%
2290	VAC2USDVBI VACCINES INC	63,398	$277K	0.27%
2291	—JUNO THERAPEUTICS INC	9,248	$277K	0.27%	Put
2292	ABMABM INDS INC	6,664	$277K	0.27%
2293	—CYPRESS SEMICONDUCTOR CORP	20,158	$276K	0.26%
2294	—RYDEX ETF TRUST	4,627	$275K	0.26%
2295	—CHEMICAL FINL CORP	5,648	$274K	0.26%
2296	WFRDWEATHERFORD INTL PLC	70,923	$274K	0.26%
2297	MCSMARCUS CORP	9,030	$273K	0.26%
2298	XLRNACCELERON PHARMA INC	8,971	$273K	0.26%
2299	FXLFIRST TR EXCHANGE TRADED FD	6,261	$272K	0.26%
2300	FOXFFOX FACTORY HLDG CORP	7,639	$272K	0.26%

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