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
801	HUMHUMANA INC	379,696	$817K	0.78%
802	CWTCALIFORNIA WTR SVC GROUP	22,131	$814K	0.78%
803	FSPFRANKLIN STREET PPTYS CORP	73,371	$813K	0.78%
804	SCHASCHWAB STRATEGIC TR	12,711	$812K	0.78%
805	AVXLANAVEX LIFE SCIENCES CORP	152,000	$809K	0.78%	Put
806	CBCHUBB LIMITED	398,738	$807K	0.77%
807	HPPHUDSON PAC PPTYS INC	67,954	$807K	0.77%
808	QRVOQORVO INC	66,443	$806K	0.77%
809	BCEBCE INC	38,302,407	$806K	0.77%	Put
810	CAJPYCANON INC	23,682	$806K	0.77%
811	—CALPINE CORP	934,275	$804K	0.77%	Call
812	CDECOEUR MNG INC	1,269,446	$801K	0.77%
813	—RITE AID CORP	271,580	$801K	0.77%	Put
814	—CLIFFS NAT RES INC	115,576	$801K	0.77%
815	KBESPDR SERIES TRUST	87,266	$800K	0.77%
816	SUISUN CMNTYS INC	117,463	$800K	0.77%
817	BRK/BBERKSHIRE HATHAWAY INC DEL	1,433,633	$799K	0.77%
818	TTMCHFTATA MTRS LTD	719,499	$798K	0.77%
819	ALNYALNYLAM PHARMACEUTICALS INC	9,974	$796K	0.76%
820	EQREQUITY RESIDENTIAL	541,127	$796K	0.76%
821	FRCBFIRST REP BK SAN FRANCISCO C	490,067	$793K	0.76%
822	—GOLDCORP INC NEW	13,622,541	$793K	0.76%	Call
823	—ATHENAHEALTH INC	5,629	$791K	0.76%
824	—LYDALL INC DEL	15,304	$791K	0.76%
825	CMCOCOLUMBUS MCKINNON CORP N Y	31,069	$790K	0.76%
826	CLBCORE LABORATORIES N V	44,822	$790K	0.76%
827	FLOFLOWERS FOODS INC	45,555	$789K	0.76%
828	BBVABANCO BILBAO VIZCAYA ARGENTA	630,889	$788K	0.76%
829	ULUNILEVER PLC	202,880	$788K	0.76%
830	AMLPUSDALPS ETF TR	65,898	$788K	0.76%
831	COHREURCOHERENT INC	3,496	$788K	0.76%
832	ACGLARCH CAP GROUP LTD	91,671	$785K	0.75%
833	WRBBERKLEY W R CORP	11,321	$783K	0.75%
834	—FINISAR CORP	30,158	$783K	0.75%
835	IJRISHARES TR	1,265,209	$782K	0.75%
836	CIGICOLLIERS INTL GROUP INC	173,299	$780K	0.75%
837	—ACETO CORP	50,468	$779K	0.75%
838	—SYNGENTA AG	8,410	$779K	0.75%
839	—SINOPEC SHANGHAI PETROCHEMIC	14,533	$778K	0.75%
840	TSLXUSDTPG SPECIALTY LENDING INC	38,000	$777K	0.75%
841	CYBRCYBERARK SOFTWARE LTD	15,550	$776K	0.74%
842	NXENEXGEN ENERGY LTD	353,972	$775K	0.74%
843	JAZZJAZZ PHARMACEUTICALS PLC	45,731	$772K	0.74%
844	ANFABERCROMBIE & FITCH CO	161,965	$772K	0.74%
845	ETENERGY TRANSFER EQUITY L P	23,022,988	$772K	0.74%
846	NTESNETEASE INC	86,460	$771K	0.74%
847	MRVLMARVELL TECHNOLOGY GROUP LTD	493,150	$770K	0.74%
848	PDEURPRECISION DRILLING CORP	1,841,975	$770K	0.74%	Call
849	SUSAISHARES TR	7,523	$769K	0.74%
850	—VANTIV INC	12,101	$767K	0.74%
851	—CVR REFNG LP	80,600	$766K	0.73%
852	MPWRMONOLITHIC PWR SYS INC	361,806	$765K	0.73%
853	—CABELAS INC	12,863	$765K	0.73%
854	COFCAPITAL ONE FINL CORP	309,556	$765K	0.73%
855	UDRUDR INC	381,983	$764K	0.73%
856	PBIPITNEY BOWES INC	50,592	$764K	0.73%
857	WEXWEX INC	104,193	$762K	0.73%
858	UPBDRENT A CTR INC NEW	65,041	$762K	0.73%
859	—TCP CAP CORP	45,000	$761K	0.73%
860	CVECENOVUS ENERGY INC	32,325,380	$759K	0.73%	Put
861	LVLNSPDR SERIES TRUST	16,853	$758K	0.73%
862	BLMNBLOOMIN BRANDS INC	35,703	$758K	0.73%
863	SABRSABRE CORP	634,234	$757K	0.73%
864	EWBCEAST WEST BANCORP INC	83,581	$756K	0.73%
865	TRVTRAVELERS COMPANIES INC	567,951	$755K	0.72%
866	—CLAYMORE EXCHANGE TRD FD TR	30,370	$755K	0.72%
867	JHGJANUS HENDERSON GROUP PLC	22,773	$754K	0.72%
868	MTDRMATADOR RES CO	35,152	$752K	0.72%
869	CHTCHUNGHWA TELECOM CO LTD	138,910	$751K	0.72%
870	—CPI CARD GROUP INC	263,564	$751K	0.72%
871	STSENSATA TECHNOLOGIES HLDG NV	216,941	$750K	0.72%
872	SPLKCHFSPLUNK INC	13,147	$747K	0.72%
873	IXORIX CORP	28,689	$745K	0.72%
874	IBCPINDEPENDENT BANK CORP MICH	34,196	$744K	0.71%
875	VOVANGUARD INDEX FDS	37,101	$744K	0.71%
876	SYKSTRYKER CORP	257,590	$743K	0.71%
877	SLMSLM CORP	64,626	$743K	0.71%
878	DFINDONNELLEY FINL SOLUTIONS INC	132,219	$741K	0.71%
879	BHPBHP BILLITON LTD	137,656	$740K	0.71%
880	COTYCOTY INC	292,772	$739K	0.71%
881	TKCTURKCELL ILETISIM HIZMETLERI	89,956	$738K	0.71%
882	PORPORTLAND GEN ELEC CO	627,487	$738K	0.71%
883	—PATTERN ENERGY GROUP INC	30,921	$737K	0.71%
884	NSANATIONAL STORAGE AFFILIATES	31,805	$735K	0.70%
885	EATBRINKER INTL INC	222,790	$734K	0.70%
886	CARAEURCARA THERAPEUTICS INC	47,505	$732K	0.70%	Put
887	MCOMOODYS CORP	354,423	$731K	0.70%
888	PRLBPROTO LABS INC	35,968	$731K	0.70%
889	COLBCOLUMBIA BKG SYS INC	53,307	$730K	0.70%
890	BDXBECTON DICKINSON & CO	1,069,568	$730K	0.70%
891	NSCNORFOLK SOUTHERN CORP	421,455	$729K	0.70%	Call
892	FLEXFLEX LTD	1,910,757	$728K	0.70%
893	ALSNALLISON TRANSMISSION HLDGS I	2,207,515	$728K	0.70%
894	LOGMEURLOGMEIN INC	21,859	$728K	0.70%
895	GGENPACT LIMITED	111,736	$721K	0.69%
896	BIDSOTHEBYS	93,243	$721K	0.69%
897	VBKVANGUARD INDEX FDS	4,943	$721K	0.69%
898	S7VSALLY BEAUTY HLDGS INC	35,584	$720K	0.69%
899	NYTNEW YORK TIMES CO	40,530	$718K	0.69%
900	MMSMAXIMUS INC	41,205	$718K	0.69%

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