BANK OF MONTREAL /CAN/ Q2 2022 Filing

Filed August 11, 2022

Portfolio Value

$215.4M

Holdings

3,570

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (3,570 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	TSLATESLA INC	2,791,375	$4.4M	2.06%	Put
2	MFCMANULIFE FINL CORP	84,292,303	$3.2M	1.47%	Put
3	SPYSPDR S&P 500 ETF TR	13,595,785	$3.1M	1.44%	Put
4	ROSTROSS STORES INC	284,307	$2.8M	1.32%	Call
5	BABOEING CO	5,436,528	$2.7M	1.27%	Put
6	AGFIRST MAJESTIC SILVER CORP	1,099,561	$2.7M	1.25%	Put
7	GOOGLALPHABET INC	955,973	$2.6M	1.20%	Put
8	AQN.TOALGONQUIN PWR UTILS CORP	40,543,557	$2.6M	1.20%	Put
9	EQREQUITY RESIDENTIAL	483,618	$2.6M	1.19%	Call
10	HRUSDHEALTHCARE RLTY TR	92,782	$2.6M	1.19%
11	PEGPUBLIC SVC ENTERPRISE GRP IN	663,968	$2.5M	1.18%
12	LNTALLIANT ENERGY CORP	114,412	$2.5M	1.18%
13	ENBENBRIDGE INC	71,723,379	$2.5M	1.17%	Put
14	LKQ1LKQ CORP	195,359	$2.5M	1.17%
15	WELLWELLTOWER INC	354,153	$2.5M	1.17%	Call
16	GGGGRACO INC	167,238	$2.4M	1.12%
17	NSANATIONAL STORAGE AFFILIATES	68,554	$2.4M	1.12%	Call
18	AAPLAPPLE INC	35,216,885	$2.4M	1.10%	Put
19	PSTGPURE STORAGE INC	601,508	$2.4M	1.09%	Put
20	TWTRADEWEB MKTS INC	194,946	$2.3M	1.07%	Put
21	BAMBROOKFIELD ASSET MGMT INC	50,709,019	$2.3M	1.07%
22	NFLXNETFLIX INC	3,216,777	$2.3M	1.07%	Put
23	UTHUNITED THERAPEUTICS CORP DEL	9,515	$2.3M	1.07%
24	OREALTY INCOME CORP	404,818	$2.3M	1.05%	Call
25	CIENCIENA CORP	44,173	$2.3M	1.04%
26	PFEPFIZER INC	12,628,125	$2.2M	1.04%	Put
27	FQIDIGITAL RLTY TR INC	243,538	$2.2M	1.04%
28	RRXREGAL REXNORD CORPORATION	112,672	$2.2M	1.02%
29	CP.TOCANADIAN PAC RY LTD	18,709,535	$2.2M	1.01%
30	BLDRBUILDERS FIRSTSOURCE INC	37,409	$2.1M	0.98%
31	KMIKINDER MORGAN INC DEL	5,627,486	$2.1M	0.97%
32	OVVOVINTIV INC	300,843	$2.1M	0.97%
33	ZEN1EURZENDESK INC	1,078,519	$2.1M	0.96%	Put
34	CNRCANADIAN NATL RY CO	15,223,670	$2.1M	0.95%	Put
35	ADSKAUTODESK INC	440,006	$2.0M	0.94%
36	SSS1EURLIFE STORAGE INC	91,852	$2.0M	0.93%	Call
37	NDQINVESCO QQQ TR	6,856,080	$2.0M	0.93%	Put
38	BCEBCE INC	34,956,112	$2.0M	0.92%	Put
39	ZSZSCALER INC	389,629	$2.0M	0.92%	Put
40	BACBK OF AMERICA CORP	21,907,059	$2.0M	0.92%	Put
41	TTDTHE TRADE DESK INC	524,734	$2.0M	0.91%	Put
42	NNNNATIONAL RETAIL PROPERTIES I	43,920	$2.0M	0.91%
43	RSRELIANCE STEEL & ALUMINUM CO	11,192	$2.0M	0.91%
44	SUSUNCOR ENERGY INC NEW	28,791,456	$2.0M	0.91%	Put
45	RGAREINSURANCE GRP OF AMERICA I	32,274	$2.0M	0.91%
46	OKTAOKTA INC	197,000	$1.9M	0.90%	Call
47	ORIOLD REP INTL CORP	85,573	$1.9M	0.90%
48	GFSGLOBALFOUNDRIES INC	224,650	$1.9M	0.90%	Put
49	ACBAURORA CANNABIS INC	1,286,849	$1.9M	0.90%	Put
50	THOTHOR INDS INC	124,251	$1.9M	0.90%	Put
51	CATCATERPILLAR INC	1,053,614	$1.9M	0.89%	Put
52	CGCARLYLE GROUP INC	296,643	$1.9M	0.89%
53	DHID R HORTON INC	232,216	$1.9M	0.89%
54	RBAGBPRITCHIE BROS AUCTIONEERS	1,650,183	$1.9M	0.87%
55	S76STORE CAP CORP	68,073	$1.9M	0.87%
56	CLHCLEAN HARBORS INC	21,135	$1.9M	0.87%
57	YUSDALLEGHANY CORP MD	9,495	$1.9M	0.87%
58	TPRTAPESTRY INC	393,859	$1.9M	0.87%
59	VTVVANGUARD INDEX FDS	119,830	$1.9M	0.87%
60	PBPROSPERITY BANCSHARES INC	26,537	$1.9M	0.86%
61	IWMISHARES TR	10,538,372	$1.8M	0.86%	Put
62	LWLAMB WESTON HLDGS INC	408,981	$1.8M	0.85%
63	IPGINTERPUBLIC GROUP COS INC	361,573	$1.8M	0.85%
64	IDAIDACORP INC	17,226	$1.8M	0.85%
65	WSOWATSCO INC	7,519	$1.8M	0.85%
66	AVBAVALONBAY CMNTYS INC	111,598	$1.8M	0.85%	Call
67	CASYCASEYS GEN STORES INC	27,820	$1.8M	0.84%
68	RMERESMED INC	137,763	$1.8M	0.84%
69	WOWWIDEOPENWEST INC	95,876	$1.8M	0.84%	Put
70	ACCUSDAMERICAN CAMPUS CMNTYS INC	370,641	$1.8M	0.83%
71	AMDADVANCED MICRO DEVICES INC	11,786,567	$1.8M	0.83%	Put
72	OHIOMEGA HEALTHCARE INVS INC	96,523	$1.8M	0.83%
73	HESHESS CORP	151,142	$1.8M	0.82%
74	HTOSJW GROUP	28,364	$1.8M	0.82%
75	IPOAGBPVIRGIN GALACTIC HOLDINGS INC	275,038	$1.8M	0.82%	Put
76	LYVLIVE NATION ENTERTAINMENT IN	102,628	$1.8M	0.82%	Put
77	UBERUBER TECHNOLOGIES INC	4,990,401	$1.8M	0.81%	Put
78	UNMUNUM GROUP	91,828	$1.7M	0.81%
79	0J7QIAC INTERACTIVECORP NEW	20,997	$1.7M	0.80%
80	VTIVANGUARD INDEX FDS	737,638	$1.7M	0.79%
81	PG4PRINCIPAL FINANCIAL GROUP IN	161,573	$1.7M	0.79%
82	WOLF*WOLFSPEED INC	316,092	$1.7M	0.79%	Call
83	JLLJONES LANG LASALLE INC	9,508	$1.7M	0.79%
84	SNOWSNOWFLAKE INC	67,389	$1.7M	0.79%
85	SCISERVICE CORP INTL	24,664	$1.7M	0.79%
86	RYROYAL BK CDA	65,946,059	$1.7M	0.78%
87	EGPEASTGROUP PPTYS INC	10,384	$1.7M	0.78%
88	LPXLOUISIANA PAC CORP	448,426	$1.7M	0.78%	Put
89	EVRGEVERGY INC	393,033	$1.7M	0.78%
90	SONYSONY GROUP CORPORATION	313,713	$1.7M	0.78%
91	LSCCLATTICE SEMICONDUCTOR CORP	54,055	$1.7M	0.78%
92	LUMNLUMEN TECHNOLOGIES INC	521,757	$1.7M	0.78%
93	AMGAFFILIATED MANAGERS GROUP IN	13,607	$1.7M	0.77%
94	FRFIRST INDL RLTY TR INC	34,146	$1.7M	0.77%
95	FNVFRANCO NEV CORP	4,909,979	$1.7M	0.77%	Call
96	DLSWISDOMTREE TR	152,112	$1.7M	0.77%
97	MSCIMSCI INC	69,824	$1.7M	0.77%
98	CUZCOUSINS PPTYS INC	54,342	$1.6M	0.76%
99	CBOECBOE GLOBAL MKTS INC	184,439	$1.6M	0.76%
100	IWBISHARES TR	173,085	$1.6M	0.76%

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