BANK OF MONTREAL /CAN/ Q3 2022 Filing

Filed November 10, 2022

Portfolio Value

$231.5M

Holdings

3,524

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (3,524 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	CMCANADIAN IMPERIAL BK COMM TO	49,078,777	$3.4M	1.46%	Put
2	METAMETA PLATFORMS INC	6,622,946	$3.4M	1.46%	Put
3	ROSTROSS STORES INC	259,990	$3.2M	1.38%	Put
4	WSOWATSCO INC	11,157	$2.9M	1.26%
5	BACBK OF AMERICA CORP	23,850,984	$2.7M	1.15%	Put
6	AAPLAPPLE INC	24,238,558	$2.7M	1.15%	Put
7	VOYAVOYA FINANCIAL INC	117,309	$2.6M	1.11%	Call
8	RRXREGAL REXNORD CORPORATION	100,700	$2.6M	1.10%
9	BKRBAKER HUGHES COMPANY	679,131	$2.5M	1.09%
10	AGFIRST MAJESTIC SILVER CORP	1,114,787	$2.5M	1.07%	Put
11	GGGGRACO INC	81,852	$2.4M	1.06%
12	DHID R HORTON INC	235,039	$2.4M	1.05%
13	PFEPFIZER INC	12,032,717	$2.4M	1.05%
14	LKQ1LKQ CORP	148,108	$2.4M	1.04%
15	BABOEING CO	1,424,925	$2.4M	1.04%	Put
16	AMDADVANCED MICRO DEVICES INC	8,587,380	$2.4M	1.02%	Put
17	CFRCULLEN FROST BANKERS INC	17,367	$2.4M	1.02%
18	PG4PRINCIPAL FINANCIAL GROUP IN	151,071	$2.3M	1.01%
19	RGAREINSURANCE GRP OF AMERICA I	34,369	$2.3M	0.98%
20	CRCCANADIAN NAT RES LTD	30,727,972	$2.3M	0.98%	Put
21	PENPENUMBRA INC	11,596	$2.3M	0.98%
22	CNRCANADIAN NATL RY CO	17,514,381	$2.3M	0.97%	Put
23	NDQINVESCO QQQ TR	7,524,368	$2.2M	0.97%	Put
24	MIDDMIDDLEBY CORP	451,222	$2.2M	0.96%
25	TRPTC ENERGY CORP	39,364,222	$2.2M	0.95%	Call
26	LNTALLIANT ENERGY CORP	107,571	$2.2M	0.95%
27	BNSBANK NOVA SCOTIA HALIFAX	68,735,314	$2.2M	0.94%	Put
28	PYPLPAYPAL HLDGS INC	3,052,738	$2.2M	0.93%	Put
29	PEGPUBLIC SVC ENTERPRISE GRP IN	382,675	$2.1M	0.90%
30	FCXFREEPORT-MCMORAN INC	4,502,783	$2.1M	0.90%	Put
31	APPSDIGITAL TURBINE INC	87,323	$2.1M	0.90%	Put
32	BIPBROOKFIELD INFRAST PARTNERS	42,101,744	$2.1M	0.89%	Call
33	DARDARLING INGREDIENTS INC	26,815	$2.0M	0.89%
34	LNGCHENIERE ENERGY INC	256,961	$2.0M	0.88%
35	QCOMQUALCOMM INC	3,352,369	$2.0M	0.87%	Put
36	TDOCTELADOC HEALTH INC	75,986	$2.0M	0.87%	Call
37	IRINGERSOLL RAND INC	185,890	$2.0M	0.87%
38	ENBENBRIDGE INC	67,593,548	$2.0M	0.86%	Put
39	UBERUBER TECHNOLOGIES INC	5,953,154	$2.0M	0.86%	Put
40	UNMUNUM GROUP	122,754	$2.0M	0.86%
41	VSSVANGUARD INTL EQUITY INDEX F	346,787	$2.0M	0.86%
42	AGCOAGCO CORP	596,557	$2.0M	0.86%
43	ORIOLD REP INTL CORP	84,613	$2.0M	0.85%
44	WENWENDYS CO	97,277	$2.0M	0.85%	Call
45	CNPCENTERPOINT ENERGY INC	773,886	$2.0M	0.84%
46	VVISA INC	6,665,368	$1.9M	0.84%	Put
47	MAXREURMAXAR TECHNOLOGIES INC	155,687	$1.9M	0.83%	Put
48	CTXSEURCITRIX SYS INC	291,471	$1.9M	0.83%
49	SUSUNCOR ENERGY INC NEW	36,609,099	$1.9M	0.83%	Put
50	KMIKINDER MORGAN INC DEL	6,263,938	$1.9M	0.83%
51	MPTMEDICAL PPTYS TRUST INC	1,258,938	$1.9M	0.83%	Call
52	WOWWIDEOPENWEST INC	93,347	$1.9M	0.83%	Put
53	IPGINTERPUBLIC GROUP COS INC	1,029,807	$1.9M	0.82%
54	PCARPACCAR INC	226,815	$1.9M	0.82%
55	TPRTAPESTRY INC	545,146	$1.9M	0.82%
56	CATCATERPILLAR INC	980,798	$1.9M	0.81%	Put
57	PKNPERKINELMER INC	88,338	$1.9M	0.81%
58	TTCTORO CO	44,906	$1.9M	0.81%
59	GTMZOOMINFO TECHNOLOGIES INC	44,163	$1.9M	0.81%
60	HSTHOST HOTELS & RESORTS INC	444,095	$1.9M	0.81%
61	CRLCHARLES RIV LABS INTL INC	29,374	$1.9M	0.80%
62	J40TPROSHARES TR	58,200	$1.9M	0.80%	Put
63	RSRELIANCE STEEL & ALUMINUM CO	10,432	$1.9M	0.80%
64	BF/BBROWN FORMAN CORP	219,461	$1.9M	0.80%
65	MSFTMICROSOFT CORP	12,934,007	$1.8M	0.80%	Put
66	TXTTEXTRON INC	271,184	$1.8M	0.79%	Put
67	KEXKIRBY CORP	59,799	$1.8M	0.79%
68	SPYSPDR S&P 500 ETF TR	17,390,022	$1.8M	0.79%	Put
69	IDAIDACORP INC	17,318	$1.8M	0.78%
70	NVCRNOVOCURE LTD	20,635	$1.8M	0.78%
71	PSXPHILLIPS 66	1,337,243	$1.8M	0.78%
72	OSKOSHKOSH CORP	22,559	$1.8M	0.78%
73	LWLAMB WESTON HLDGS INC	345,055	$1.8M	0.78%	Put
74	GOOGLALPHABET INC	14,623,717	$1.8M	0.78%	Put
75	CTRACOTERRA ENERGY INC	1,242,439	$1.8M	0.77%	Call
76	VOVANGUARD INDEX FDS	207,178	$1.8M	0.77%
77	MFCMANULIFE FINL CORP	81,769,802	$1.8M	0.77%	Put
78	HTOSJW GROUP	29,728	$1.8M	0.77%
79	HUBBHUBBELL INC	27,635	$1.8M	0.76%
80	GTLSCHART INDS INC	9,341	$1.8M	0.76%
81	AOSSMITH A O CORP	85,818	$1.8M	0.76%
82	ACMAECOM	40,939	$1.8M	0.76%
83	OXYOCCIDENTAL PETE CORP	2,268,109	$1.8M	0.76%	Put
84	RPMRPM INTL INC	20,561	$1.8M	0.76%
85	UMPQUSDUMPQUA HLDGS CORP	99,854	$1.8M	0.76%
86	A4SAMERIPRISE FINL INC	266,998	$1.8M	0.76%
87	GQ9SPDR GOLD TR	1,266,749	$1.7M	0.76%	Put
88	OMFONEMAIN HLDGS INC	49,883	$1.7M	0.76%
89	CPRTCOPART INC	164,268	$1.7M	0.75%
90	KMXCARMAX INC	195,531	$1.7M	0.75%
91	MDYSPDR S&P MIDCAP 400 ETF TR	474,265	$1.7M	0.75%
92	TECHBIO-TECHNE CORP	52,998	$1.7M	0.74%	Call
93	LYFTLYFT INC	439,252	$1.7M	0.74%	Put
94	TAT&T INC	13,906,029	$1.7M	0.74%
95	PAYCPAYCOM SOFTWARE INC	20,696	$1.7M	0.74%
96	MSCIMSCI INC	66,888	$1.7M	0.74%
97	MNSTMONSTER BEVERAGE CORP NEW	279,159	$1.7M	0.74%
98	PBPROSPERITY BANCSHARES INC	24,769	$1.7M	0.73%
99	ARMKARAMARK	1,547,979	$1.7M	0.73%
100	EQREQUITY RESIDENTIAL	300,737	$1.7M	0.73%

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