BANK OF MONTREAL /CAN/ Q3 2016 Filing

Filed October 19, 2016

Portfolio Value

$91.6T

Holdings

3,783

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (3,783 positions)

#StockSharesValue% PortfolioType
1
URI*UNITED RENTALS INC
2,261,543$3.8B0.00%
2
CMA*COMERICA INC
332,105$3.8B0.00%Put
3
COO*COOPER COS INC
25,253$3.5B0.00%
4
SJM*SMUCKER J M CO
116,895$3.3B0.00%
5
NE*NOBLE CORP PLC
512,051$3.2B0.00%Put
6
FITB*FIFTH THIRD BANCORP
2,673,419$3.2B0.00%
7
DUK*DUKE ENERGY CORP NEW
950,776$3.1B0.00%
8
AVY*AVERY DENNISON CORP
2,016,591$3.1B0.00%
9
*LEVEL 3 COMMUNICATIONS INC
183,278$3.1B0.00%Put
10
*SUNTRUST BKS INC
1,231,511$3.0B0.00%
11
TROW*PRICE T ROWE GROUP INC
1,023,299$3.0B0.00%
12
FFIV*F5 NETWORKS INC
1,089,069$3.0B0.00%
13
JWNUSD*NORDSTROM INC
3,303,891$3.0B0.00%
14
DRI*DARDEN RESTAURANTS INC
850,686$3.0B0.00%
15
UNM*UNUM GROUP
2,227,692$2.9B0.00%
16
DTE*DTE ENERGY CO
319,515$2.9B0.00%
17
TMK*TORCHMARK CORP
154,699$2.9B0.00%
18
RHI*ROBERT HALF INTL INC
75,698$2.9B0.00%
19
WYNEUR*WYNDHAM WORLDWIDE CORP
1,727,216$2.9B0.00%
20
GT*GOODYEAR TIRE & RUBR CO
87,746$2.8B0.00%
21
REGN*REGENERON PHARMACEUTICALS
31,394$2.8B0.00%
22
TIFEUR*TIFFANY & CO NEW
56,710$2.8B0.00%
23
CMS*CMS ENERGY CORP
524,559$2.8B0.00%
24
CMG*CHIPOTLE MEXICAN GRILL INC
15,315$2.8B0.00%Put
25
MAS*MASCO CORP
154,004$2.8B0.00%
26
RY*ROYAL BK CDA MONTREAL QUE
60,871,355$2.7B0.00%Put
27
BWA*BORGWARNER INC
76,465$2.7B0.00%
28
KEY*KEYCORP NEW
7,951,159$2.7B0.00%
29
SBAC*SBA COMMUNICATIONS CORP
83,925$2.7B0.00%
30
CINF*CINCINNATI FINL CORP
132,514$2.7B0.00%
31
VMC*VULCAN MATLS CO
51,204$2.7B0.00%
32
MAR*MARRIOTT INTL INC NEW
753,608$2.6B0.00%Put
33
ROP*ROPER TECHNOLOGIES INC
186,816$2.6B0.00%
34
OKE*ONEOK INC NEW
358,080$2.6B0.00%
35
COST*COSTCO WHSL CORP NEW
924,516$2.6B0.00%Put
36
IP*INTL PAPER CO
1,765,307$2.6B0.00%
37
UNP*UNION PAC CORP
1,683,149$2.6B0.00%
38
TSLA*TESLA MTRS INC
3,393,124$2.6B0.00%Put
39
UTXZ*UNITED TECHNOLOGIES CORP
930,448$2.6B0.00%
40
IJR*ISHARES TR
442,384$2.5B0.00%
41
AKAM*AKAMAI TECHNOLOGIES INC
74,017$2.5B0.00%
42
JBHT*HUNT J B TRANS SVCS INC
217,781$2.5B0.00%
43
MCX*MCCORMICK & CO INC
168,329$2.5B0.00%
44
AA*ALCOA INC
2,903,200$2.5B0.00%Put
45
VRSN*VERISIGN INC
173,404$2.5B0.00%
46
KO*COCA COLA CO
2,874,130$2.5B0.00%
47
AG*FIRST MAJESTIC SILVER CORP
896,320$2.5B0.00%Put
48
*YAHOO INC
5,589,321$2.5B0.00%Put
49
FDO.F*MACYS INC
767,997$2.5B0.00%
50
*LINEAR TECHNOLOGY CORP
617,799$2.5B0.00%
51
INTC*INTEL CORP
11,269,756$2.5B0.00%
52
NOVEUR*NATIONAL OILWELL VARCO INC
282,988$2.5B0.00%
53
CLS*CA INC
510,199$2.4B0.00%
54
*IHS MARKIT LTD
116,716$2.4B0.00%Put
55
TDC*TERADATA CORP DEL
3,171,115$2.4B0.00%
56
SYMCEUR*SYMANTEC CORP
526,176$2.4B0.00%
57
*HARMAN INTL INDS INC
50,726$2.4B0.00%
58
GPN*GLOBAL PMTS INC
104,762$2.4B0.00%
59
*ST JUDE MED INC
281,489$2.4B0.00%
60
TMO*THERMO FISHER SCIENTIFIC INC
220,465$2.4B0.00%
61
FLS*FLOWSERVE CORP
71,763$2.3B0.00%
62
CHRW*C H ROBINSON WORLDWIDE INC
790,274$2.3B0.00%
63
LEN*LENNAR CORP
132,738$2.3B0.00%
64
AES*AES CORP
4,620,817$2.3B0.00%
65
R*RYDER SYS INC
109,631$2.3B0.00%
66
HAL*HALLIBURTON CO
2,042,334$2.3B0.00%
67
LIE*SUN LIFE FINL INC
17,692,409$2.3B0.00%Put
68
TRN*TRINITY INDS INC
94,522$2.3B0.00%
69
LBEUR*L BRANDS INC
149,513$2.3B0.00%
70
MCK*MCKESSON CORP
281,174$2.3B0.00%
71
*WHOLE FOODS MKT INC
547,614$2.3B0.00%Put
72
BEN*FRANKLIN RES INC
256,912$2.3B0.00%
73
CNR*CANADIAN NATL RY CO
19,748,204$2.3B0.00%
74
SHW*SHERWIN WILLIAMS CO
166,675$2.2B0.00%
75
BBY*BEST BUY INC
583,770$2.2B0.00%
76
WELL*WELLTOWER INC
316,332$2.2B0.00%Call
77
HAS*HASBRO INC
92,325$2.2B0.00%
78
ADSK*AUTODESK INC
60,841$2.2B0.00%
79
SYK*STRYKER CORP
182,947$2.2B0.00%
80
LDOS*LEIDOS HLDGS INC
51,708$2.2B0.00%Put
81
*GREAT PLAINS ENERGY INC
654,821$2.2B0.00%Put
82
DISH*DISH NETWORK CORP
212,716$2.2B0.00%
83
SO*SOUTHERN CO
1,538,181$2.2B0.00%
84
LNC*LINCOLN NATL CORP IND
2,737,161$2.2B0.00%
85
IVZ*INVESCO LTD
696,155$2.2B0.00%
86
UHS*UNIVERSAL HLTH SVCS INC
89,726$2.2B0.00%
87
*ENCANA CORP
17,895,798$2.2B0.00%Put
88
HOLX*HOLOGIC INC
1,605,058$2.2B0.00%
89
IDXX*IDEXX LABS INC
19,188$2.2B0.00%
90
CHKP*CHECK POINT SOFTWARE TECH LT
50,682$2.2B0.00%
91
KIM*KIMCO RLTY CORP
529,212$2.1B0.00%Call
92
CIT*CINTAS CORP
50,446$2.1B0.00%
93
BMTA*BRITISH AMERN TOB PLC
25,581$2.1B0.00%
94
FMC*F M C CORP
43,836$2.1B0.00%
95
MKL*MARKEL CORP
2,280$2.1B0.00%
96
ETRA*E TRADE FINANCIAL CORP
449,900$2.1B0.00%
97
*DUN & BRADSTREET CORP DEL NE
29,189$2.1B0.00%
98
L*LOEWS CORP
83,672$2.1B0.00%Call
99
*MYLAN N V
794,746$2.1B0.00%
100
IBM*INTERNATIONAL BUSINESS MACHS
881,557$2.1B0.00%
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