BANK OF MONTREAL /CAN/ Q2 2018 Filing

Filed July 16, 2018

Portfolio Value

$121.1M

Holdings

4,421

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (4,421 positions)

#	Stock	Shares	Value	% Portfolio	Type
2001	RLJRLJ LODGING TR	31,087	$685K	0.57%
2002	—INTEGRATED DEVICE TECHNOLOGY	21,402	$682K	0.56%
2003	—ISRAEL CHEMICALS LTD	148,294	$682K	0.56%
2004	CFRCULLEN FROST BANKERS INC	6,292	$681K	0.56%
2005	CTVHELIX ENERGY SOLUTIONS GRP I	81,790	$681K	0.56%
2006	KNDIKANDI TECHNOLOGIES GROUP INC	159,400	$678K	0.56%	Put
2007	HIOWESTERN ASSET HIGH INCM OPP	140,000	$675K	0.56%
2008	CVNACARVANA CO	16,202	$674K	0.56%	Put
2009	CPTCAMDEN PPTY TR	7,384	$673K	0.56%
2010	CN4CONNS INC	20,386	$673K	0.56%
2011	—ONE MADISON CORP	69,300	$672K	0.55%
2012	HAINHAIN CELESTIAL GROUP INC	22,310	$664K	0.55%
2013	BGCPEURBGC PARTNERS INC	58,126	$658K	0.54%
2014	CWTCALIFORNIA WTR SVC GROUP	16,859	$657K	0.54%
2015	SONSONOCO PRODS CO	12,473	$655K	0.54%
2016	GMEDGLOBUS MED INC	12,964	$655K	0.54%
2017	ALVAUTOLIV INC	6,496	$650K	0.54%
2018	EWBCEAST WEST BANCORP INC	9,932	$649K	0.54%
2019	ZEN1EURZENDESK INC	11,847	$646K	0.53%
2020	USX1UNITED STATES STL CORP NEW	18,473	$642K	0.53%
2021	SBCSABRA HEALTH CARE REIT INC	29,524	$641K	0.53%
2022	RDOGALPS ETF TR	14,507	$638K	0.53%
2023	MUFGMITSUBISHI UFJ FINL GROUP IN	112,563	$636K	0.53%
2024	—TRIVAGO N V	140,125	$636K	0.53%	Put
2025	WEAWESTERN ALLIANCE BANCORP	11,215	$636K	0.53%
2026	ALGTALLEGIANT TRAVEL CO	4,539	$632K	0.52%
2027	EENI S P A	17,000	$631K	0.52%
2028	KEYSKEYSIGHT TECHNOLOGIES INC	10,699	$631K	0.52%
2029	NEUNEWMARKET CORP	1,556	$629K	0.52%
2030	PDCOEURPATTERSON COMPANIES INC	27,715	$628K	0.52%
2031	AUPHAURINIA PHARMACEUTICALS INC	111,230	$626K	0.52%	Put
2032	RHRH	4,478	$626K	0.52%	Put
2033	ACHCACADIA HEALTHCARE COMPANY IN	15,290	$625K	0.52%
2034	—ELECTRO SCIENTIFIC INDS	39,568	$624K	0.52%
2035	PIIMPINJ INC	28,270	$624K	0.52%	Put
2036	IBKRINTERACTIVE BROKERS GROUP IN	9,653	$621K	0.51%
2037	NEXANEXA RES S A	52,797	$621K	0.51%
2038	MFS1EURWELBILT INC	27,814	$620K	0.51%
2039	GRA1EURGRACE W R & CO DEL NEW	8,460	$619K	0.51%
2040	LBTYBLIBERTY GLOBAL PLC	22,421	$617K	0.51%
2041	THSTREEHOUSE FOODS INC	11,703	$615K	0.51%
2042	WBKWESTPAC BKG CORP	28,312	$614K	0.51%
2043	HTOSJW GROUP	9,262	$613K	0.51%
2044	TRTOOTSIE ROLL INDS INC	19,808	$611K	0.50%
2045	—VECTREN CORP	8,530	$610K	0.50%
2046	—DTE ENERGY CO	11,800	$610K	0.50%
2047	CTLTEURCATALENT INC	14,537	$609K	0.50%
2048	—TERRAFORM PWR INC	52,044	$608K	0.50%
2049	DEAEASTERLY GOVT PPTYS INC	30,786	$608K	0.50%
2050	HTGCHERCULES CAPITAL INC	47,393	$600K	0.50%
2051	MBIMBIA INC	66,349	$600K	0.50%	Put
2052	KWEBKRANESHARES TR	10,045	$598K	0.49%
2053	—NORTHWEST NAT GAS CO	9,367	$598K	0.49%
2054	WBSWEBSTER FINL CORP CONN	9,394	$598K	0.49%
2055	BSFAANI PHARMACEUTICALS INC	8,906	$595K	0.49%
2056	—BLUE APRON HLDGS INC	177,300	$594K	0.49%	Put
2057	NWLINATIONAL WESTN LIFE GROUP IN	1,933	$594K	0.49%
2058	CXCEMEX SAB DE CV	90,253	$593K	0.49%	Call
2059	—FLY LEASING LTD	42,009	$592K	0.49%
2060	USNAUSANA HEALTH SCIENCES INC	5,113	$589K	0.49%
2061	—LINE CORP	14,345	$589K	0.49%
2062	—CABOT MICROELECTRONICS CORP	5,471	$587K	0.48%
2063	BSJM1EURINVESCO EXCH TRD SLF IDX FD	23,937	$586K	0.48%
2064	DESWISDOMTREE TR	19,768	$586K	0.48%
2065	MSMMSC INDL DIRECT INC	6,888	$584K	0.48%
2066	WSTWEST PHARMACEUTICAL SVSC INC	5,879	$584K	0.48%
2067	OGEOGE ENERGY CORP	16,549	$583K	0.48%
2068	GLUUGLU MOBILE INC	90,981	$583K	0.48%
2069	TUPTUPPERWARE BRANDS CORP	14,136	$582K	0.48%
2070	VKTXVIKING THERAPEUTICS INC	61,144	$580K	0.48%
2071	—BRISTOW GROUP INC	41,092	$579K	0.48%
2072	CASYCASEYS GEN STORES INC	5,491	$577K	0.48%
2073	OUTOUTFRONT MEDIA INC	29,668	$577K	0.48%
2074	AQLTISHARES TR	7,748	$576K	0.48%
2075	CITUSDCIT GROUP INC	11,410	$575K	0.47%
2076	CARAEURCARA THERAPEUTICS INC	29,702	$569K	0.47%
2077	PAGSPAGSEGURO DIGITAL LTD	20,500	$569K	0.47%
2078	—US ECOLOGY INC	8,887	$566K	0.47%
2079	AOKISHARES TR	16,607	$565K	0.47%
2080	UEURBAN EDGE PPTYS	24,685	$565K	0.47%
2081	PLXSPLEXUS CORP	9,466	$563K	0.46%
2082	—GREENHILL & CO INC	19,727	$560K	0.46%
2083	—NORTHSTAR REALTY EUROPE CORP	38,462	$558K	0.46%
2084	HDVISHARES TR	6,557	$557K	0.46%
2085	RSRELIANCE STEEL & ALUMINUM CO	6,355	$556K	0.46%
2086	GSMFERROGLOBE PLC	64,608	$554K	0.46%
2087	TOURTUNIU CORP	65,370	$554K	0.46%
2088	SCHCSCHWAB STRATEGIC TR	15,351	$553K	0.46%
2089	—MOSAIC ACQUISITION CORP	57,000	$552K	0.46%
2090	TRMBTRIMBLE INC	16,762	$551K	0.45%
2091	SPLVINVESCO EXCHNG TRADED FD TR	11,575	$549K	0.45%
2092	SKYWSKYWEST INC	10,578	$549K	0.45%
2093	—CYS INVTS INC	73,035	$548K	0.45%
2094	AVALGRUPO AVAL ACCIONES Y VALORE	65,965	$547K	0.45%
2095	—TEEKAY LNG PARTNERS L P	32,410	$546K	0.45%
2096	—500 COM LTD	37,051	$546K	0.45%	Put
2097	PMBSPIMCO ETF TR	5,410	$543K	0.45%
2098	AMRXAMNEAL PHARMACEUTICALS INC	32,969	$541K	0.45%
2099	—BOFI HLDG INC	13,188	$539K	0.45%
2100	SPEUSPDR INDEX SHS FDS	16,129	$539K	0.45%

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