BANK OF MONTREAL /CAN/ Q3 2018 Filing

Filed October 12, 2018

Portfolio Value

$127.7T

Holdings

4,454

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (4,454 positions)

#StockSharesValue% PortfolioType
1
EFAISHARES TR
86,292,771$5.9T4.60%Put
2
RYROYAL BK CDA MONTREAL QUE
60,527,384$4.9T3.80%Put
3
TDTORONTO DOMINION BK ONT
63,248,789$3.8T3.01%Put
4
BNSBANK N S HALIFAX
50,478,972$3.0T2.36%
5
AAPLAPPLE INC
9,885,120$2.2T1.75%Put
6
AMZNAMAZON COM INC
1,043,770$2.1T1.64%Put
7
MSFTMICROSOFT CORP
18,265,402$2.1T1.64%Call
8
NFLXNETFLIX INC
4,753,620$1.8T1.39%Put
9
GOOGALPHABET INC
1,478,458$1.8T1.38%
10
CMCDN IMPERIAL BK COMM TORONTO
17,308,216$1.6T1.27%Put
11
BMOBANK MONTREAL QUE
19,281,174$1.6T1.25%Put
12
CNRCANADIAN NATL RY CO
16,702,416$1.5T1.17%
13
GOOGLALPHABET INC
1,239,857$1.5T1.17%Put
14
SUSUNCOR ENERGY INC NEW
36,392,455$1.4T1.10%Put
15
MFCMANULIFE FINL CORP
74,379,267$1.3T1.04%Put
16
TRPTRANSCANADA CORP
32,501,622$1.3T1.03%Put
17
BAMBROOKFIELD ASSET MGMT INC
29,106,425$1.3T1.02%
18
ENBENBRIDGE INC
39,606,869$1.3T1.00%Put
19
SPYSPDR S&P 500 ETF TR
4,326,439$1.3T0.99%Put
20
BCEBCE INC
26,652,807$1.1T0.85%Put
21
JNJJOHNSON & JOHNSON
7,395,057$1.0T0.80%Call
22
VVISA INC
6,739,695$1.0T0.79%Put
23
RCI/BROGERS COMMUNICATIONS INC
19,676,060$1.0T0.79%Put
24
PFEPFIZER INC
22,026,216$970.7B0.76%
25
JPMJPMORGAN CHASE & CO
8,431,307$951.4B0.75%Call
26
CRCCANADIAN NAT RES LTD
27,180,312$887.7B0.70%Put
27
TSLATESLA INC
3,286,244$870.1B0.68%
28
AABAUSDALTABA INC
12,683,533$864.0B0.68%Put
29
CMCSACOMCAST CORP NEW
22,597,172$800.2B0.63%
30
BABAALIBABA GROUP HLDG LTD
4,847,899$798.7B0.63%Put
31
TRVCCITIGROUP INC
11,087,091$795.4B0.62%Call
32
METAFACEBOOK INC
4,792,022$788.1B0.62%Put
33
FTSFORTIS INC
24,194,445$784.4B0.61%
34
MAMASTERCARD INCORPORATED
3,426,290$762.7B0.60%
35
BABOEING CO
1,923,340$715.3B0.56%Put
36
CSCOCISCO SYS INC
14,564,639$708.6B0.56%Call
37
CVXCHEVRON CORP NEW
5,740,836$702.0B0.55%
38
WMTWALMART INC
7,413,286$696.2B0.55%
39
WCNWASTE CONNECTIONS INC
8,472,957$675.9B0.53%
40
BIPBROOKFIELD INFRAST PARTNERS
16,527,065$659.1B0.52%Call
41
BACBANK AMER CORP
21,911,160$645.5B0.51%
42
CP.TOCANADIAN PAC RY LTD
2,863,132$606.8B0.48%Put
43
HDHOME DEPOT INC
2,857,124$591.9B0.46%
44
INTCINTEL CORP
12,289,354$581.2B0.46%
45
NTRNUTRIEN LTD
9,829,900$567.2B0.44%Put
46
PPLPEMBINA PIPELINE CORP
16,300,094$554.0B0.43%Put
47
WFCWELLS FARGO CO NEW
10,310,417$541.9B0.42%Call
48
UNHUNITEDHEALTH GROUP INC
1,926,174$512.4B0.40%
49
LIESUN LIFE FINL INC
12,771,456$507.8B0.40%
50
TTELUS CORP
13,578,619$500.2B0.39%
51
LOWLOWES COS INC
4,355,487$500.1B0.39%Call
52
ABBVABBVIE INC
5,210,247$492.8B0.39%
53
AMGNAMGEN INC
2,328,857$482.7B0.38%
54
NDQINVESCO QQQ TR
2,525,198$469.2B0.37%Put
55
LLYLILLY ELI & CO
4,330,654$464.7B0.36%
56
XOMEXXON MOBIL CORP
5,317,473$452.1B0.35%
57
COPCONOCOPHILLIPS
5,825,885$450.9B0.35%
58
MDTMEDTRONIC PLC
4,517,862$444.4B0.35%Call
59
FNVFRANCO NEVADA CORP
6,734,017$421.2B0.33%
60
AMDADVANCED MICRO DEVICES INC
13,604,367$420.2B0.33%Put
61
BRK/BBERKSHIRE HATHAWAY INC DEL
1,920,412$411.2B0.32%Put
62
VWOVANGUARD INTL EQUITY INDEX F
9,648,823$395.6B0.31%
63
GIBGROUPE CGI INC
5,975,324$385.3B0.30%
64
CELGCELGENE CORP
4,179,009$374.0B0.29%Put
65
BMYBRISTOL MYERS SQUIBB CO
5,862,162$363.9B0.29%
66
PEPPEPSICO INC
3,227,392$360.8B0.28%
67
LUVSOUTHWEST AIRLS CO
5,623,604$351.2B0.28%
68
AQN.TOALGONQUIN PWR UTILS CORP
33,312,230$345.1B0.27%Call
69
TXNTEXAS INSTRS INC
3,208,172$344.2B0.27%Call
70
BXUSDBLACKSTONE GROUP L P
8,904,588$339.1B0.27%
71
AEEAMEREN CORP
5,360,731$338.9B0.27%
72
IVVISHARES TR
1,147,294$335.8B0.26%
73
AXPAMERICAN EXPRESS CO
3,144,859$334.9B0.26%
74
SYYSYSCO CORP
4,527,366$331.6B0.26%
75
4I1PHILIP MORRIS INTL INC
4,042,858$329.7B0.26%
76
BACVERIZON COMMUNICATIONS INC
6,071,741$324.2B0.25%Put
77
TECK/BTECK RESOURCES LTD
13,275,811$319.9B0.25%Put
78
MGAMAGNA INTL INC
6,007,445$315.6B0.25%
79
VLOVALERO ENERGY CORP NEW
2,763,856$314.4B0.25%
80
TAT&T INC
9,330,421$313.3B0.25%
81
MRKMERCK & CO INC
4,365,434$309.7B0.24%
82
IBMINTERNATIONAL BUSINESS MACHS
2,045,493$309.3B0.24%
83
COSTCOSTCO WHSL CORP NEW
1,309,526$307.6B0.24%
84
DWDMORGAN STANLEY
6,554,622$305.2B0.24%Put
85
SPGIS&P GLOBAL INC
1,551,747$303.2B0.24%
86
QSRRESTAURANT BRANDS INTL INC
5,046,780$299.2B0.23%
87
GDGENERAL DYNAMICS CORP
1,457,366$298.4B0.23%
88
CRMSALESFORCE COM INC
1,857,113$295.3B0.23%
89
SUNTRUST BKS INC
4,387,551$293.0B0.23%
90
PEOEXELON CORP
6,700,433$292.5B0.23%
91
RFREGIONS FINL CORP NEW
15,901,424$291.8B0.23%
92
FFIVF5 NETWORKS INC
1,391,872$277.6B0.22%
93
MCDMCDONALDS CORP
1,657,046$277.2B0.22%
94
IWMISHARES TR
1,635,880$275.7B0.22%Put
95
KOCOCA COLA CO
5,934,198$274.1B0.21%
96
CVSCVS HEALTH CORP
3,460,459$272.4B0.21%Call
97
UNPUNION PAC CORP
1,672,179$272.3B0.21%
98
PGPROCTER AND GAMBLE CO
3,268,809$272.1B0.21%
99
DISDISNEY WALT CO
2,291,497$268.0B0.21%
100
STZCONSTELLATION BRANDS INC
1,231,786$265.6B0.21%Call
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