BANK OF MONTREAL /CAN/ Q3 2016 Filing

Filed October 19, 2016

Portfolio Value

$91.6B

Holdings

3,783

Report Date

Q3 2016

Filing Type

13F-HR

All Holdings (3,783 positions)

#StockSharesValue% PortfolioType
101
TQJ*SIGNATURE BK NEW YORK N Y
29,100$2.1B2.29%
102
MOS*MOSAIC CO NEW
415,977$2.1B2.27%
103
IYH*ISHARES TR
13,833$2.1B2.27%
104
VFC*V F CORP
429,106$2.1B2.26%
105
AIZ*ASSURANT INC
84,680$2.1B2.26%
106
AG8*AGILENT TECHNOLOGIES INC
200,357$2.1B2.25%
107
HON*HONEYWELL INTL INC
728,274$2.1B2.25%
108
CERNCHF*CERNER CORP
274,835$2.1B2.24%
109
AWC*AMERICAN WTR WKS CO INC NEW
252,359$2.1B2.24%
110
BAX*BAXTER INTL INC
1,288,351$2.1B2.24%
111
DVA*DAVITA INC
672,030$2.0B2.23%
112
JLL*JONES LANG LASALLE INC
17,934$2.0B2.23%
113
*TEEKAY LNG PARTNERS L P
134,610$2.0B2.22%Put
114
PCAR*PACCAR INC
1,102,085$2.0B2.22%
115
EMN*EASTMAN CHEM CO
169,221$2.0B2.22%
116
PNW*PINNACLE WEST CAP CORP
374,859$2.0B2.22%
117
CBRE*CBRE GROUP INC
159,283$2.0B2.20%
118
EFX*EQUIFAX INC
38,318$2.0B2.20%
119
WAB*WABTEC CORP
77,271$2.0B2.20%
120
ASH*ASHLAND GLOBAL HLDGS INC
77,930$2.0B2.20%
121
BMY*BRISTOL MYERS SQUIBB CO
2,652,131$2.0B2.20%
122
MPC*MARATHON PETE CORP
533,643$2.0B2.20%Call
123
PVH*PVH CORP
27,584$2.0B2.19%
124
CL*COLGATE PALMOLIVE CO
911,997$2.0B2.18%
125
FLR*FLUOR CORP NEW
173,296$2.0B2.18%Put
126
HSY*HERSHEY CO
800,104$2.0B2.18%Call
127
TSS*TOTAL SYS SVCS INC
231,632$2.0B2.17%
128
IWV*ISHARES TR
15,464$2.0B2.16%
129
DFSEUR*DISCOVER FINL SVCS
5,163,094$2.0B2.16%
130
CTLEUR*CENTURYLINK INC
1,018,221$2.0B2.15%
131
UNH*UNITEDHEALTH GROUP INC
1,301,195$2.0B2.15%
132
FTNT*FORTINET INC
53,412$2.0B2.15%
133
NDAQ*NASDAQ INC
82,433$2.0B2.15%
134
VB*VANGUARD INDEX FDS
38,779$2.0B2.15%
135
SEIC*SEI INVESTMENTS CO
43,011$2.0B2.14%
136
*WESTERN REFNG INC
73,743$2.0B2.13%
137
PNR*PENTAIR PLC
72,538$2.0B2.13%
138
BKNG*PRICELINE GRP INC
43,125$2.0B2.13%
139
*ENBRIDGE ENERGY PARTNERS L P
1,918,174$1.9B2.13%Put
140
BOH*BANK HAWAII CORP
26,645$1.9B2.11%
141
TRVC*CITIGROUP INC
10,550,584$1.9B2.11%Put
142
HBAN*HUNTINGTON BANCSHARES INC
3,240,936$1.9B2.11%
143
TAP*MOLSON COORS BREWING CO
934,678$1.9B2.10%
144
CVS*CVS HEALTH CORP
4,575,380$1.9B2.10%Put
145
MCHP*MICROCHIP TECHNOLOGY INC
635,583$1.9B2.09%
146
*AGRIUM INC
2,889,187$1.9B2.09%Put
147
BFH*ALLIANCE DATA SYSTEMS CORP
594,689$1.9B2.08%
148
XLV*SELECT SECTOR SPDR TR
143,343$1.9B2.08%
149
*FMC TECHNOLOGIES INC
2,621,728$1.9B2.07%
150
SBUX*STARBUCKS CORP
3,013,146$1.9B2.06%Put
151
USB*US BANCORP DEL
4,657,459$1.9B2.06%
152
VIAB*VIACOM INC NEW
335,638$1.9B2.06%
153
WAT*WATERS CORP
99,751$1.9B2.06%
154
BR*BROADRIDGE FINL SOLUTIONS IN
217,836$1.9B2.05%
155
XRAY*DENTSPLY SIRONA INC
181,762$1.9B2.04%
156
INCY*INCYTE CORP
67,756$1.9B2.04%
157
CM*CDN IMPERIAL BK COMM TORONTO
18,455,846$1.9B2.04%Put
158
KMX*CARMAX INC
57,479$1.9B2.03%
159
ETR*ENTERGY CORP NEW
1,133,386$1.9B2.02%
160
DHR*DANAHER CORP DEL
609,631$1.8B2.02%
161
*SILVER WHEATON CORP
7,893,154$1.8B2.02%Put
162
TXT*TEXTRON INC
238,645$1.8B2.01%
163
EQT*EQT CORP
120,596$1.8B2.01%
164
DIS*DISNEY WALT CO
1,996,924$1.8B2.00%
165
UA*UNDER ARMOUR INC
54,146$1.8B2.00%
166
KLAC*KLA-TENCOR CORP
240,950$1.8B2.00%
167
NCLH*NORWEGIAN CRUISE LINE HLDGS
82,624$1.8B1.99%
168
O*REALTY INCOME CORP
435,362$1.8B1.99%
169
MCD*MCDONALDS CORP
1,550,245$1.8B1.98%
170
SIG*SIGNET JEWELERS LIMITED
24,344$1.8B1.98%
171
LNT*ALLIANT ENERGY CORP
87,531$1.8B1.98%
172
EOG*EOG RES INC
2,041,944$1.8B1.98%
173
DELL*DELL TECHNOLOGIES INC
257,540$1.8B1.98%
174
IPG*INTERPUBLIC GROUP COS INC
378,306$1.8B1.98%
175
GOOGL*ALPHABET INC
1,119,925$1.8B1.97%Put
176
SABR*SABRE CORP
496,537$1.8B1.97%
177
COP*CONOCOPHILLIPS
1,214,696$1.8B1.97%Call
178
*B/E AEROSPACE INC
77,733$1.8B1.96%
179
*CEMPRA INC
74,025$1.8B1.96%Put
180
XLNXEUR*XILINX INC
230,292$1.8B1.95%
181
*STAPLES INC
1,453,753$1.8B1.95%Call
182
ES*EVERSOURCE ENERGY
427,856$1.8B1.95%
183
V*VISA INC
3,880,635$1.8B1.94%Put
184
AKX*ANSYS INC
44,143$1.8B1.94%
185
*TWENTY FIRST CENTY FOX INC
536,328$1.8B1.94%
186
HPE*HEWLETT PACKARD ENTERPRISE C
1,420,639$1.8B1.93%
187
TWTRUSD*TWITTER INC
691,853$1.8B1.93%Put
188
*ALLERGAN PLC
219,297$1.8B1.93%
189
BMO*BANK MONTREAL QUE
15,625,804$1.8B1.93%Call
190
GPC*GENUINE PARTS CO
81,693$1.8B1.93%
191
RF*REGIONS FINL CORP NEW
5,081,813$1.8B1.92%
192
PKN*PERKINELMER INC
140,921$1.8B1.92%
193
ASML*ASML HOLDING N V
15,981$1.8B1.91%
194
NAVI*NAVIENT CORP
658,194$1.8B1.91%
195
VALE*VALE S A
317,620$1.7B1.91%Put
196
AWN*ADVANCE AUTO PARTS INC
55,792$1.7B1.90%
197
PG*PROCTER AND GAMBLE CO
11,648,512$1.7B1.90%Put
198
XLRE*SELECT SECTOR SPDR TR
53,070$1.7B1.90%
199
EXR*EXTRA SPACE STORAGE INC
79,981$1.7B1.90%
200
OII*OCEANEERING INTL INC
100,723$1.7B1.90%
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