BANK OF MONTREAL /CAN/ Q2 2018 Filing

Filed July 16, 2018

Portfolio Value

$121.1T

Holdings

4,421

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (4,421 positions)

#StockSharesValue% PortfolioType
1
FTNTFORTINET INC
2,031,225$3.5B0.00%
2
MASMASCO CORP
2,062,176$3.3B0.00%
3
BACBANK AMER CORP
24,802,049$3.2B0.00%Put
4
REGNREGENERON PHARMACEUTICALS
43,454$3.0B0.00%
5
PGPROCTER AND GAMBLE CO
2,649,143$2.9B0.00%
6
CECELANESE CORP DEL
26,258$2.9B0.00%
7
AAPLAPPLE INC
15,722,024$2.9B0.00%Put
8
WHRWHIRLPOOL CORP
64,061$2.9B0.00%
9
XLNXEURXILINX INC
111,410$2.8B0.00%
10
CAHCARDINAL HEALTH INC
272,441$2.8B0.00%
11
VAREURVARIAN MED SYS INC
96,151$2.8B0.00%
12
ENBENBRIDGE INC
38,262,190$2.8B0.00%Put
13
PANWPALO ALTO NETWORKS INC
545,383$2.7B0.00%
14
JWNUSDNORDSTROM INC
972,452$2.7B0.00%
15
CPE3EURCALLON PETE CO DEL
490,316$2.7B0.00%Put
16
SYMCEURSYMANTEC CORP
269,104$2.6B0.00%
17
ROSTROSS STORES INC
592,932$2.6B0.00%
18
METAFACEBOOK INC
5,497,717$2.6B0.00%Put
19
AIZASSURANT INC
24,937$2.6B0.00%
20
ANDEAVOR
272,655$2.6B0.00%Put
21
HPHELMERICH & PAYNE INC
283,252$2.5B0.00%
22
SHIRE PLC
21,374$2.5B0.00%
23
XRXCHFXEROX CORP
238,057$2.5B0.00%
24
NFLXNETFLIX INC
1,616,394$2.5B0.00%Put
25
JAZZJAZZ PHARMACEUTICALS PLC
41,461$2.5B0.00%
26
CFGCITIZENS FINL GROUP INC
3,496,727$2.5B0.00%
27
GOOGLALPHABET INC
1,650,332$2.4B0.00%Put
28
LBEURL BRANDS INC
106,669$2.4B0.00%
29
HONHONEYWELL INTL INC
722,020$2.4B0.00%
30
IBMINTERNATIONAL BUSINESS MACHS
1,920,796$2.3B0.00%
31
AVYAVERY DENNISON CORP
341,042$2.3B0.00%
32
CVXCHEVRON CORP NEW
5,142,373$2.3B0.00%
33
BMOBANK MONTREAL QUE
18,531,389$2.3B0.00%Put
34
XECEURCIMAREX ENERGY CO
73,875$2.3B0.00%Call
35
VIABVIACOM INC NEW
201,939$2.3B0.00%
36
CHECHEMED CORP NEW
7,064$2.3B0.00%
37
PFEPFIZER INC
21,730,612$2.3B0.00%
38
MOALTRIA GROUP INC
2,905,442$2.2B0.00%Put
39
WATWATERS CORP
85,385$2.2B0.00%
40
UAAUNDER ARMOUR INC
602,560$2.2B0.00%Put
41
PAYXPAYCHEX INC
412,448$2.2B0.00%
42
NKENIKE INC
940,752$2.2B0.00%Put
43
FTVFORTIVE CORP
232,900$2.2B0.00%
44
DVADAVITA INC
244,069$2.2B0.00%
45
ELLAUDER ESTEE COS INC
482,389$2.2B0.00%
46
UTXZUNITED TECHNOLOGIES CORP
908,272$2.2B0.00%
47
CMSCMS ENERGY CORP
462,807$2.1B0.00%
48
DTEDTE ENERGY CO
213,668$2.1B0.00%
49
OCOWENS CORNING NEW
2,979,408$2.1B0.00%
50
TEVATEVA PHARMACEUTICAL INDS LTD
593,053$2.1B0.00%Put
51
AFLAFLAC INC
1,421,963$2.1B0.00%
52
PCGPG&E CORP
545,259$2.1B0.00%Put
53
EATBRINKER INTL INC
224,958$2.1B0.00%Put
54
SHAKSHAKE SHACK INC
31,826$2.1B0.00%Put
55
ADPAUTOMATIC DATA PROCESSING IN
697,499$2.1B0.00%Call
56
JKSJINKOSOLAR HLDG CO LTD
151,986$2.1B0.00%Put
57
ROCKWELL COLLINS INC
214,190$2.1B0.00%
58
BERYEURBERRY GLOBAL GROUP INC
2,573,401$2.1B0.00%
59
RGAREINSURANCE GROUP AMER INC
52,456$2.1B0.00%
60
9990302DAPACHE CORP
193,098$2.0B0.00%Put
61
PKNPERKINELMER INC
46,037$2.0B0.00%
62
CPBCAMPBELL SOUP CO
1,121,904$2.0B0.00%
63
AALAMERICAN AIRLS GROUP INC
354,740$2.0B0.00%
64
WELLWELLTOWER INC
741,332$2.0B0.00%
65
TSSTOTAL SYS SVCS INC
405,429$2.0B0.00%
66
MFCMANULIFE FINL CORP
74,535,657$2.0B0.00%Put
67
GEGENERAL ELECTRIC CO
7,237,841$2.0B0.00%
68
LVSLAS VEGAS SANDS CORP
279,720$2.0B0.00%
69
LAMRLAMAR ADVERTISING CO NEW
49,230$2.0B0.00%
70
MCDMCDONALDS CORP
1,593,344$2.0B0.00%
71
IEXIDEX CORP
64,485$2.0B0.00%
72
CAGCONAGRA BRANDS INC
461,957$2.0B0.00%
73
CMCDN IMPERIAL BK COMM TORONTO
16,146,265$2.0B0.00%Put
74
EFXEQUIFAX INC
49,409$2.0B0.00%
75
RHT1EURRED HAT INC
894,443$2.0B0.00%
76
DEIDOUGLAS EMMETT INC
203,930$2.0B0.00%
77
PPLPPL CORP
2,510,736$2.0B0.00%
78
FCXFREEPORT-MCMORAN INC
3,360,969$2.0B0.00%Put
79
EXPEEXPEDIA GROUP INC
118,084$2.0B0.00%
80
KRKROGER CO
2,025,495$2.0B0.00%
81
SSS1EURLIFE STORAGE INC
35,211$2.0B0.00%
82
FDO.FMACYS INC
468,683$1.9B0.00%
83
DISCAUSDDISCOVERY INC
124,040$1.9B0.00%Put
84
COLUMBIA PPTY TR INC
147,415$1.9B0.00%
85
PSXPHILLIPS 66
626,987$1.9B0.00%
86
GILDGILEAD SCIENCES INC
2,635,536$1.9B0.00%Call
87
HRCHILL ROM HLDGS INC
1,701,051$1.9B0.00%
88
RRYDER SYS INC
148,847$1.9B0.00%
89
JDJD COM INC
1,110,306$1.9B0.00%Put
90
LMTLOCKHEED MARTIN CORP
627,869$1.9B0.00%
91
IWVISHARES TR
11,636$1.9B0.00%
92
PG4PRINCIPAL FINL GROUP INC
769,465$1.9B0.00%
93
JKHYHENRY JACK & ASSOC INC
38,353$1.9B0.00%
94
SPYSPDR S&P 500 ETF TR
6,930,789$1.9B0.00%Put
95
DOWDUPONT INC
3,903,088$1.9B0.00%
96
RESOLUTE ENERGY CORP
60,158$1.9B0.00%Put
97
PNWPINNACLE WEST CAP CORP
300,344$1.9B0.00%
98
VBVANGUARD INDEX FDS
98,169$1.9B0.00%
99
DIREXION SHS ETF TR
200,000$1.9B0.00%Put
100
DOVDOVER CORP
110,708$1.9B0.00%
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