BANK OF MONTREAL /CAN/ Q2 2020 Filing

Filed August 12, 2020

Portfolio Value

$109.8B

Holdings

4,286

Report Date

Q2 2020

Filing Type

13F-HR

All Holdings (4,286 positions)

#StockSharesValue% PortfolioType
101
CBCHUBB LIMITED
589,573$1.9B1.77%
102
XLNXEURXILINX INC
121,519$1.9B1.77%
103
LVSLAS VEGAS SANDS CORP
518,373$1.9B1.77%Put
104
LIILENNOX INTL INC
7,995$1.9B1.76%
105
ABGAMERISOURCEBERGEN CORP
229,542$1.9B1.76%
106
ZIONZIONS BANCORPORATION N A
680,393$1.9B1.76%
107
KEYSKEYSIGHT TECHNOLOGIES INC
146,722$1.9B1.76%
108
SUXSYNNEX CORP
16,170$1.9B1.75%
109
MAMASTERCARD INCORPORATED
4,974,718$1.9B1.75%Put
110
CNRCANADIAN NATL RY CO
16,507,783$1.9B1.74%Put
111
NINISOURCE INC
2,167,240$1.9B1.73%
112
BHPBHP GROUP LTD
299,101$1.9B1.73%
113
HRCHILL ROM HLDGS INC
174,969$1.9B1.73%
114
OKTAOKTA INC
205,548$1.9B1.73%Put
115
IQVIQVIA HLDGS INC
147,188$1.9B1.73%
116
STLDSTEEL DYNAMICS INC
714,145$1.9B1.72%
117
MFCMANULIFE FINL CORP
83,405,389$1.9B1.72%Put
118
MCXMCCORMICK & CO INC
114,672$1.9B1.72%
119
UNMUNUM GROUP
295,479$1.9B1.71%
120
DISCAUSDDISCOVERY INC
2,349,178$1.9B1.71%
121
CFGCITIZENS FINANCIAL GROUP INC
4,648,496$1.9B1.71%
122
URIUNITED RENTALS INC
398,300$1.9B1.71%Put
123
VRTXVERTEX PHARMACEUTICALS INC
471,835$1.9B1.71%
124
JKHYHENRY JACK & ASSOC INC
69,718$1.9B1.70%
125
CMSCMS ENERGY CORP
1,365,272$1.9B1.70%
126
CAHCARDINAL HEALTH INC
294,707$1.9B1.70%
127
JAZZJAZZ PHARMACEUTICALS PLC
711,247$1.9B1.69%
128
GOOGLALPHABET INC
678,364$1.9B1.69%
129
CGNXCOGNEX CORP
253,806$1.9B1.69%
130
IHS MARKIT LTD
485,999$1.8B1.69%
131
DEDEERE & CO
899,448$1.8B1.68%Put
132
MOMOUSDMOMO INC
87,869$1.8B1.68%Put
133
INTUINTUIT
299,128$1.8B1.67%Call
134
PEOEXELON CORP
2,692,258$1.8B1.67%
135
GLPIGAMING & LEISURE PPTYS INC
1,024,817$1.8B1.66%
136
HONHONEYWELL INTL INC
1,065,761$1.8B1.66%
137
HUMHUMANA INC
493,369$1.8B1.66%
138
LULULULULEMON ATHLETICA INC
279,619$1.8B1.66%
139
JECUSDJACOBS ENGR GROUP INC
212,412$1.8B1.65%
140
BUWABIO RAD LABS INC
18,896$1.8B1.65%
141
TRUTRANSUNION
401,092$1.8B1.65%
142
DOXAMDOCS LTD
446,923$1.8B1.65%
143
CLXCLOROX CO DEL
188,276$1.8B1.65%
144
LWLAMB WESTON HLDGS INC
147,892$1.8B1.65%
145
XELXCEL ENERGY INC
751,555$1.8B1.63%
146
HFCUSDHOLLYFRONTIER CORP
280,161$1.8B1.63%
147
AMGNAMGEN INC
1,329,780$1.8B1.63%
148
AMATAPPLIED MATLS INC
1,171,097$1.8B1.62%Call
149
PGRPROGRESSIVE CORP OHIO
607,856$1.8B1.62%
150
MRSHMARSH & MCLENNAN COS INC
534,610$1.8B1.62%
151
FCXFREEPORT-MCMORAN INC
929,762$1.8B1.62%Call
152
AYIACUITY BRANDS INC
542,585$1.8B1.62%
153
ESEVERSOURCE ENERGY
430,575$1.8B1.61%
154
CRCCANADIAN NAT RES LTD
28,578,794$1.8B1.60%Put
155
MTDMETTLER TOLEDO INTERNATIONAL
131,002$1.8B1.60%
156
AG8AGILENT TECHNOLOGIES INC
362,137$1.8B1.60%
157
MASMASCO CORP
1,383,655$1.8B1.60%
158
BUDANHEUSER BUSCH INBEV SA/NV
34,404$1.8B1.60%
159
DTEDTE ENERGY CO
201,344$1.8B1.60%
160
UNHUNITEDHEALTH GROUP INC
1,490,080$1.8B1.59%
161
QTS RLTY TR INC
77,339$1.7B1.59%
162
ERFGBPENERPLUS CORP
2,059,828$1.7B1.59%
163
DEIDOUGLAS EMMETT INC
59,051$1.7B1.59%
164
LPXLOUISIANA PAC CORP
67,436$1.7B1.59%
165
BKBANK NEW YORK MELLON CORP
981,717$1.7B1.59%Call
166
RFREGIONS FINANCIAL CORP NEW
5,955,963$1.7B1.58%
167
AZOAUTOZONE INC
118,571$1.7B1.58%
168
ELLAUDER ESTEE COS INC
509,062$1.7B1.58%
169
MNSTMONSTER BEVERAGE CORP NEW
198,578$1.7B1.57%
170
LYBLYONDELLBASELL INDUSTRIES N
183,244$1.7B1.57%
171
PNRPENTAIR PLC
89,780$1.7B1.57%
172
BAMBROOKFIELD ASSET MGMT INC
49,034,057$1.7B1.57%Put
173
AFWALIGN TECHNOLOGY INC
392,111$1.7B1.57%
174
VMCVULCAN MATLS CO
52,859$1.7B1.56%
175
TPRTAPESTRY INC
614,432$1.7B1.56%
176
RMERESMED INC
154,833$1.7B1.56%
177
GEGENERAL ELECTRIC CO
5,041,387$1.7B1.55%Put
178
TDOCTELADOC HEALTH INC
158,709$1.7B1.55%Call
179
CFCF INDS HLDGS INC
333,469$1.7B1.54%
180
INGRINGREDION INC
150,289$1.7B1.54%
181
ILMNILLUMINA INC
236,580$1.7B1.54%
182
CINFCINCINNATI FINL CORP
108,260$1.7B1.54%
183
ADMARCHER DANIELS MIDLAND CO
268,342$1.7B1.53%
184
LNTALLIANT ENERGY CORP
100,886$1.7B1.53%
185
ITGARTNER INC
38,852$1.7B1.53%
186
FBINFORTUNE BRANDS HOME & SEC IN
539,188$1.7B1.52%
187
WCNWASTE CONNECTIONS INC
9,445,614$1.7B1.52%
188
TYLTYLER TECHNOLOGIES INC
16,097$1.7B1.52%
189
IRMIRON MTN INC NEW
221,284$1.7B1.51%
190
TXTTEXTRON INC
117,937$1.7B1.51%
191
ZTSZOETIS INC
485,748$1.7B1.51%
192
SAPSAP SE
73,987$1.7B1.50%
193
ALLYALLY FINL INC
86,576$1.6B1.50%
194
ETRENTERGY CORP NEW
1,219,349$1.6B1.50%
195
AMGAFFILIATED MANAGERS GROUP IN
23,671$1.6B1.49%
196
VTIVANGUARD INDEX FDS
237,972$1.6B1.49%
197
IARTINTEGRA LIFESCIENCES HLDGS C
58,421$1.6B1.49%
198
SRCUSDSPIRIT RLTY CAP INC NEW
503,787$1.6B1.49%
199
PPLPEMBINA PIPELINE CORP
18,539,658$1.6B1.49%Call
200
CP.TOCANADIAN PAC RY LTD
3,301,532$1.6B1.48%Put
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