BANK OF MONTREAL /CAN/ Q3 2017 Filing

Filed October 16, 2017

Portfolio Value

$109.2B

Holdings

3,925

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (3,925 positions)

#StockSharesValue% PortfolioType
101
ETRAE TRADE FINANCIAL CORP
1,662,891$2.1B1.97%
102
OXYOCCIDENTAL PETE CORP DEL
1,785,872$2.1B1.96%Put
103
HOLXHOLOGIC INC
1,183,971$2.1B1.96%
104
OKEONEOK INC NEW
707,155$2.1B1.96%Call
105
AKXANSYS INC
53,862$2.1B1.96%
106
MRKMERCK & CO INC
9,095,612$2.1B1.95%
107
ADIANALOG DEVICES INC
199,751$2.1B1.95%
108
WCNWASTE CONNECTIONS INC
9,647,928$2.1B1.94%Call
109
XYLXYLEM INC
732,642$2.1B1.94%
110
MCDMCDONALDS CORP
1,293,983$2.1B1.94%
111
BF/BBROWN FORMAN CORP
157,542$2.1B1.93%
112
BKRBAKER HUGHES A GE CO
382,494$2.1B1.93%
113
OMCOMNICOM GROUP INC
417,223$2.1B1.93%
114
BACVERIZON COMMUNICATIONS INC
6,599,164$2.1B1.92%
115
KMXCARMAX INC
110,961$2.1B1.92%
116
FOXATWENTY FIRST CENTY FOX INC
195,426$2.1B1.92%
117
AOSSMITH A O
152,440$2.1B1.91%
118
DISDISNEY WALT CO
1,791,795$2.1B1.91%
119
WYNEURWYNDHAM WORLDWIDE CORP
1,604,213$2.1B1.91%
120
DALDELTA AIR LINES INC DEL
833,707$2.1B1.91%
121
FLRFLUOR CORP NEW
49,377$2.1B1.90%
122
LIBERTY INTERACTIVE CORP
87,806$2.1B1.89%
123
MCXMCCORMICK & CO INC
169,724$2.1B1.89%
124
NBL2EURNOBLE ENERGY INC
197,378$2.1B1.88%
125
QUINTILES IMS HOLDINGS INC
119,418$2.1B1.88%
126
RGAREINSURANCE GROUP AMER INC
22,464$2.1B1.88%
127
AEEAMEREN CORP
4,989,999$2.0B1.87%
128
KSUEURKANSAS CITY SOUTHERN
35,032$2.0B1.87%
129
SEESEALED AIR CORP NEW
745,874$2.0B1.87%
130
SNISCRIPPS NETWORKS INTERACT IN
40,432$2.0B1.86%
131
PG4PRINCIPAL FINL GROUP INC
501,195$2.0B1.85%
132
JWNUSDNORDSTROM INC
665,581$2.0B1.84%Put
133
MATMATTEL INC
573,085$2.0B1.84%
134
RMERESMED INC
118,256$2.0B1.84%
135
W3UWESTERN UN CO
3,845,634$2.0B1.84%
136
PWRQUANTA SVCS INC
165,212$2.0B1.83%
137
NTAPNETAPP INC
285,273$2.0B1.83%
138
HBANHUNTINGTON BANCSHARES INC
4,247,539$2.0B1.83%
139
ESEVERSOURCE ENERGY
528,450$2.0B1.83%
140
SBUXSTARBUCKS CORP
2,457,116$2.0B1.82%
141
RCI/BROGERS COMMUNICATIONS INC
20,793,007$2.0B1.82%Put
142
TRIVAGO N V
181,925$2.0B1.81%Put
143
NINISOURCE INC
456,415$2.0B1.81%
144
AABAUSDALTABA INC
14,407,166$2.0B1.80%Put
145
TJXTJX COS INC NEW
1,793,538$2.0B1.80%
146
CFGCITIZENS FINL GROUP INC
1,307,260$2.0B1.79%
147
FDO.FMACYS INC
955,174$1.9B1.77%
148
MOMOUSDMOMO INC
361,500$1.9B1.77%Put
149
UALUNITED CONTL HLDGS INC
74,885$1.9B1.77%
150
HIIHUNTINGTON INGALLS INDS INC
817,012$1.9B1.77%
151
GTGOODYEAR TIRE & RUBR CO
94,502$1.9B1.77%
152
UTXZUNITED TECHNOLOGIES CORP
910,186$1.9B1.76%
153
TCRTZIOPHARM ONCOLOGY INC
313,200$1.9B1.76%Put
154
KELKELLOGG CO
553,660$1.9B1.76%
155
YUMCYUM CHINA HLDGS INC
3,442,092$1.9B1.76%
156
PNCPNC FINL SVCS GROUP INC
1,555,098$1.9B1.75%
157
LULULULULEMON ATHLETICA INC
30,696$1.9B1.75%
158
MTNVAIL RESORTS INC
131,173$1.9B1.74%
159
STLDSTEEL DYNAMICS INC
3,224,206$1.9B1.74%
160
JBHTHUNT J B TRANS SVCS INC
74,975$1.9B1.74%
161
LYVLIVE NATION ENTERTAINMENT IN
275,147$1.9B1.74%
162
TIFEURTIFFANY & CO NEW
48,612$1.9B1.73%
163
EXPEEXPEDIA INC DEL
67,685$1.9B1.73%
164
MLMMARTIN MARIETTA MATLS INC
92,206$1.9B1.72%
165
APCANADARKO PETE CORP
227,534$1.9B1.72%Put
166
BALLBALL CORP
243,705$1.9B1.72%
167
CNRCANADIAN NATL RY CO
21,549,983$1.9B1.72%Put
168
MASMASCO CORP
209,211$1.9B1.71%
169
RSGREPUBLIC SVCS INC
756,995$1.9B1.71%
170
TRIPTRIPADVISOR INC
45,808$1.9B1.70%
171
ELLAUDER ESTEE COS INC
143,920$1.9B1.70%
172
CRMSALESFORCE COM INC
1,157,956$1.9B1.70%
173
MANMANPOWERGROUP INC
49,532$1.9B1.70%
174
IPGINTERPUBLIC GROUP COS INC
250,715$1.9B1.70%
175
BMRNBIOMARIN PHARMACEUTICAL INC
102,332$1.8B1.69%
176
MSIMOTOROLA SOLUTIONS INC
256,674$1.8B1.69%
177
PRGOPERRIGO CO PLC
93,934$1.8B1.68%
178
TSSTOTAL SYS SVCS INC
228,550$1.8B1.66%
179
FISFIDELITY NATL INFORMATION SV
327,222$1.8B1.66%
180
DGXQUEST DIAGNOSTICS INC
254,160$1.8B1.66%
181
SCHWSCHWAB CHARLES CORP NEW
1,524,916$1.8B1.65%
182
AMGAFFILIATED MANAGERS GROUP
37,772$1.8B1.65%
183
FITBFIFTH THIRD BANCORP
1,669,967$1.8B1.64%
184
PATTERN ENERGY GROUP INC
74,456$1.8B1.64%
185
CLCOLGATE PALMOLIVE CO
940,536$1.8B1.64%Put
186
WYNNWYNN RESORTS LTD
86,873$1.8B1.64%
187
ABXBARRICK GOLD CORP
21,159,711$1.8B1.64%Put
188
AFGAMERICAN FINL GROUP INC OHIO
93,521$1.8B1.64%
189
PSXPHILLIPS 66
601,708$1.8B1.64%
190
MPCMARATHON PETE CORP
2,155,798$1.8B1.63%Put
191
KLACKLA-TENCOR CORP
251,827$1.8B1.63%
192
MDLZMONDELEZ INTL INC
2,422,455$1.8B1.63%
193
ZIONZIONS BANCORPORATION
174,952$1.8B1.62%
194
SNASNAP ON INC
465,690$1.8B1.62%
195
ENVISION HEALTHCARE CORP
39,237$1.8B1.62%
196
GEGENERAL ELECTRIC CO
10,889,919$1.8B1.61%
197
ITGARTNER INC
43,419$1.8B1.61%
198
IWNISHARES TR
100,092$1.8B1.61%
199
SEASEABRIDGE GOLD INC
143,829$1.8B1.61%Put
200
UHSUNIVERSAL HLTH SVCS INC
67,114$1.8B1.60%
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