BANK OF MONTREAL /CAN/ Q3 2017 Filing

Filed October 16, 2017

Portfolio Value

$109.2T

Holdings

3,925

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (3,925 positions)

#StockSharesValue% PortfolioType
1
LEVEL 3 COMMUNICATIONS INC
864,821$3.7B0.00%
2
CMSCMS ENERGY CORP
550,045$3.5B0.00%
3
DTEDTE ENERGY CO
230,229$3.5B0.00%
4
NOVEURNATIONAL OILWELL VARCO INC
2,625,248$3.5B0.00%Put
5
RHT1EURRED HAT INC
638,555$3.3B0.00%
6
CHDCHURCH & DWIGHT INC
195,645$3.2B0.00%
7
EOGEOG RES INC
482,224$3.2B0.00%
8
BBYBEST BUY INC
418,989$3.1B0.00%
9
CLSCA INC
426,344$3.1B0.00%
10
EFXEQUIFAX INC
66,469$3.1B0.00%
11
ROCKWELL COLLINS INC
87,854$3.1B0.00%
12
HASHASBRO INC
115,544$3.0B0.00%Put
13
CAGCONAGRA BRANDS INC
1,768,308$3.0B0.00%
14
VMCVULCAN MATLS CO
44,963$3.0B0.00%
15
HSYHERSHEY CO
699,130$3.0B0.00%
16
SJMSMUCKER J M CO
101,610$2.9B0.00%
17
IVZINVESCO LTD
596,441$2.9B0.00%
18
ANDEAVOR
73,029$2.9B0.00%
19
HPHELMERICH & PAYNE INC
501,414$2.8B0.00%Put
20
DVNDEVON ENERGY CORP NEW
185,647$2.8B0.00%
21
MOALTRIA GROUP INC
2,477,689$2.8B0.00%
22
9990302DAPACHE CORP
150,760$2.8B0.00%
23
NIELSEN HLDGS PLC
173,804$2.8B0.00%
24
FLIRFLIR SYS INC
448,233$2.7B0.00%
25
COPCONOCOPHILLIPS
3,808,421$2.7B0.00%
26
URIUNITED RENTALS INC
1,577,013$2.7B0.00%
27
UNHUNITEDHEALTH GROUP INC
1,469,714$2.7B0.00%Call
28
ETRENTERGY CORP NEW
1,434,005$2.7B0.00%
29
DOVDOVER CORP
95,566$2.7B0.00%
30
ABBVABBVIE INC
5,059,496$2.7B0.00%
31
INCYINCYTE CORP
93,378$2.7B0.00%
32
CHTRCHARTER COMMUNICATIONS INC N
86,642$2.7B0.00%
33
RFREGIONS FINL CORP NEW
5,094,511$2.6B0.00%
34
HRCHILL ROM HLDGS INC
1,321,413$2.6B0.00%
35
FFIVF5 NETWORKS INC
1,403,011$2.6B0.00%
36
COOCOOPER COS INC
84,955$2.6B0.00%
37
ENBENBRIDGE INC
39,089,951$2.6B0.00%Put
38
AESAES CORP
2,095,328$2.6B0.00%
39
CBS CORP NEW
485,493$2.6B0.00%
40
WATWATERS CORP
68,941$2.6B0.00%
41
NUENUCOR CORP
320,930$2.6B0.00%
42
CTLEURCENTURYLINK INC
1,355,069$2.6B0.00%Put
43
PVHPVH CORP
59,418$2.5B0.00%
44
IDXXIDEXX LABS INC
353,001$2.5B0.00%
45
VMWEURVMWARE INC
66,559$2.5B0.00%
46
PNRPENTAIR PLC
62,389$2.5B0.00%
47
MACMACERICH CO
45,340$2.5B0.00%Call
48
MFCMANULIFE FINL CORP
77,837,019$2.5B0.00%Put
49
BRBROADRIDGE FINL SOLUTIONS IN
30,611$2.5B0.00%
50
DVADAVITA INC
585,458$2.5B0.00%
51
VFCV F CORP
711,098$2.5B0.00%
52
LLOEWS CORP
147,195$2.4B0.00%
53
ALKALASKA AIR GROUP INC
173,344$2.4B0.00%
54
IEXIDEX CORP
19,855$2.4B0.00%
55
LBEURL BRANDS INC
96,720$2.4B0.00%
56
GOOGLALPHABET INC
1,044,177$2.4B0.00%
57
CPBCAMPBELL SOUP CO
323,258$2.4B0.00%
58
MCHPMICROCHIP TECHNOLOGY INC
263,273$2.4B0.00%
59
DEDEERE & CO
516,928$2.4B0.00%
60
AFWALIGN TECHNOLOGY INC
152,644$2.4B0.00%
61
BAXBAXTER INTL INC
1,855,629$2.3B0.00%
62
ULTAULTA BEAUTY INC
25,271$2.3B0.00%
63
DR PEPPER SNAPPLE GROUP INC
2,230,397$2.3B0.00%
64
GPCGENUINE PARTS CO
74,127$2.3B0.00%
65
USBUS BANCORP DEL
5,453,744$2.3B0.00%
66
FCXFREEPORT-MCMORAN INC
1,596,100$2.3B0.00%Put
67
MKLMARKEL CORP
3,830$2.3B0.00%
68
BENFRANKLIN RES INC
430,007$2.3B0.00%
69
CINFCINCINNATI FINL CORP
170,760$2.3B0.00%
70
AIZASSURANT INC
24,204$2.3B0.00%
71
LNTALLIANT ENERGY CORP
144,323$2.3B0.00%
72
SPGSIMON PPTY GROUP INC NEW
324,062$2.3B0.00%Call
73
BFHALLIANCE DATA SYSTEMS CORP
504,608$2.3B0.00%
74
INGRINGREDION INC
78,559$2.3B0.00%
75
ALBALBEMARLE CORP
33,777$2.3B0.00%
76
TRPTRANSCANADA CORP
31,834,473$2.3B0.00%Put
77
GAPGAP INC DEL
1,310,172$2.3B0.00%
78
BAMBROOKFIELD ASSET MGMT INC
35,032,344$2.3B0.00%Put
79
ACNACCENTURE PLC IRELAND
1,139,480$2.3B0.00%
80
L3 TECHNOLOGIES INC
25,128$2.3B0.00%
81
XRAYDENTSPLY SIRONA INC
199,372$2.3B0.00%
82
DLTRDOLLAR TREE INC
268,590$2.3B0.00%
83
DRIDARDEN RESTAURANTS INC
539,732$2.3B0.00%
84
IRMIRON MTN INC NEW
180,265$2.2B0.00%
85
CDNSCADENCE DESIGN SYSTEM INC
4,612,784$2.2B0.00%
86
BERYEURBERRY GLOBAL GROUP INC
3,887,700$2.2B0.00%
87
AG8AGILENT TECHNOLOGIES INC
258,280$2.2B0.00%
88
DOWDUPONT INC
4,810,713$2.2B0.00%
89
FMCF M C CORP
45,281$2.2B0.00%
90
UNMUNUM GROUP
3,947,162$2.2B0.00%
91
COSTCOSTCO WHSL CORP NEW
1,428,085$2.2B0.00%
92
LMTLOCKHEED MARTIN CORP
433,654$2.2B0.00%
93
WOOFOOT LOCKER INC
150,818$2.2B0.00%
94
HOGHARLEY DAVIDSON INC
72,749$2.2B0.00%
95
VAREURVARIAN MED SYS INC
85,965$2.2B0.00%
96
BMOBANK MONTREAL QUE
16,116,449$2.2B0.00%Put
97
TMOTHERMO FISHER SCIENTIFIC INC
250,015$2.2B0.00%
98
CSLCARLISLE COS INC
466,533$2.2B0.00%
99
AJGGALLAGHER ARTHUR J & CO
203,452$2.2B0.00%
100
LENLENNAR CORP
162,758$2.2B0.00%
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