BANK OF MONTREAL /CAN/ Q4 2016 Filing

Filed February 6, 2017

Portfolio Value

$95.1T

Holdings

3,783

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,783 positions)

#StockSharesValue% PortfolioType
1
FFIVF5 NETWORKS INC
1,275,724$3.7B0.00%
2
BBBYEURBED BATH & BEYOND INC
136,863$3.7B0.00%
3
ILMNILLUMINA INC
70,306$3.7B0.00%
4
IBMINTERNATIONAL BUSINESS MACHS
860,782$3.6B0.00%
5
DTEDTE ENERGY CO
243,513$3.5B0.00%
6
SJMSMUCKER J M CO
85,312$3.3B0.00%
7
COOCOOPER COS INC
29,471$3.3B0.00%
8
INTCINTEL CORP
10,934,607$3.3B0.00%
9
TRVCCITIGROUP INC
11,769,104$3.1B0.00%Put
10
HN9HANESBRANDS INC
345,618$3.1B0.00%Put
11
REGNREGENERON PHARMACEUTICALS
32,789$3.1B0.00%
12
ADSKAUTODESK INC
72,266$3.1B0.00%
13
KOCOCA COLA CO
2,747,525$3.1B0.00%
14
WYNEURWYNDHAM WORLDWIDE CORP
2,157,134$3.1B0.00%Put
15
AESAES CORP
4,550,913$3.0B0.00%
16
WMBWILLIAMS COS INC DEL
1,397,495$3.0B0.00%Put
17
PFEPFIZER INC
17,240,400$3.0B0.00%Call
18
RRYDER SYS INC
161,267$3.0B0.00%
19
DISDISNEY WALT CO
1,508,434$2.9B0.00%
20
EOGEOG RES INC
2,875,001$2.9B0.00%
21
CMACOMERICA INC
343,735$2.9B0.00%Put
22
MCXMCCORMICK & CO INC
159,463$2.9B0.00%
23
AVYAVERY DENNISON CORP
2,111,576$2.9B0.00%
24
KLACKLA-TENCOR CORP
284,528$2.9B0.00%
25
SLBSCHLUMBERGER LTD
1,047,146$2.9B0.00%
26
PVHPVH CORP
26,936$2.9B0.00%
27
AKAMAKAMAI TECHNOLOGIES INC
68,353$2.8B0.00%
28
DUKDUKE ENERGY CORP NEW
1,017,261$2.8B0.00%
29
DVADAVITA INC
296,235$2.8B0.00%
30
CAGCONAGRA BRANDS INC
1,435,589$2.8B0.00%
31
GTGOODYEAR TIRE & RUBR CO
90,264$2.8B0.00%
32
LNTALLIANT ENERGY CORP
77,065$2.8B0.00%
33
MCHPMICROCHIP TECHNOLOGY INC
372,607$2.8B0.00%
34
FITBFIFTH THIRD BANCORP
3,243,212$2.7B0.00%
35
MASMASCO CORP
178,216$2.7B0.00%
36
TDCTERADATA CORP DEL
2,319,133$2.7B0.00%
37
TSLATESLA MTRS INC
3,492,207$2.7B0.00%Put
38
CNRCANADIAN NATL RY CO
20,350,265$2.7B0.00%Call
39
INGRINGREDION INC
125,867$2.7B0.00%
40
OHIOMEGA HEALTHCARE INVS INC
89,550$2.6B0.00%
41
PRUPRUDENTIAL FINL INC
510,482$2.6B0.00%
42
TRNTRINITY INDS INC
94,083$2.6B0.00%
43
RMERESMED INC
144,641$2.6B0.00%
44
LRCXEURLAM RESEARCH CORP
399,286$2.6B0.00%Put
45
RHIROBERT HALF INTL INC
58,007$2.6B0.00%
46
VRSNVERISIGN INC
86,151$2.6B0.00%
47
MUMICRON TECHNOLOGY INC
1,799,618$2.6B0.00%
48
SNISCRIPPS NETWORKS INTERACT IN
37,076$2.6B0.00%
49
SPYSPDR S&P 500 ETF TR
9,071,114$2.5B0.00%Put
50
SYMCEURSYMANTEC CORP
302,573$2.5B0.00%
51
IPGINTERPUBLIC GROUP COS INC
153,182$2.5B0.00%
52
CVSCVS HEALTH CORP
4,463,420$2.5B0.00%
53
4I1PHILIP MORRIS INTL INC
1,802,500$2.5B0.00%
54
EMNEASTMAN CHEM CO
454,882$2.5B0.00%
55
NAVINAVIENT CORP
797,974$2.5B0.00%
56
MXIMMAXIM INTEGRATED PRODS INC
223,692$2.5B0.00%
57
PPLPPL CORP
1,724,023$2.5B0.00%
58
SUSUNCOR ENERGY INC NEW
37,059,175$2.5B0.00%Call
59
FLRFLUOR CORP NEW
46,426$2.5B0.00%
60
OIIOCEANEERING INTL INC
93,076$2.5B0.00%
61
ABBVABBVIE INC
1,580,907$2.5B0.00%
62
AIGAMERICAN INTL GROUP INC
3,550,875$2.5B0.00%Put
63
VMCVULCAN MATLS CO
35,668$2.4B0.00%
64
HOLXHOLOGIC INC
1,910,884$2.4B0.00%
65
FBINFORTUNE BRANDS HOME & SEC IN
82,413$2.4B0.00%
66
NOVEURNATIONAL OILWELL VARCO INC
1,326,808$2.4B0.00%
67
CPBCAMPBELL SOUP CO
394,028$2.4B0.00%
68
FISFIDELITY NATL INFORMATION SV
359,242$2.4B0.00%
69
CLSCA INC
447,364$2.4B0.00%
70
WOOFOOT LOCKER INC
227,536$2.4B0.00%Call
71
USBUS BANCORP DEL
5,403,371$2.4B0.00%
72
CMSCMS ENERGY CORP
411,509$2.4B0.00%
73
UAAUNDER ARMOUR INC
1,246,872$2.4B0.00%Put
74
GOOGLALPHABET INC
1,137,364$2.4B0.00%
75
URIUNITED RENTALS INC
2,176,576$2.4B0.00%
76
SUNTRUST BKS INC
2,165,875$2.4B0.00%
77
ABTABBOTT LABS
1,955,483$2.4B0.00%
78
SHWSHERWIN WILLIAMS CO
31,740$2.4B0.00%
79
LENLENNAR CORP
139,073$2.4B0.00%
80
FMCF M C CORP
41,673$2.3B0.00%
81
FCXFREEPORT-MCMORAN INC
2,128,440$2.3B0.00%Put
82
LBEURL BRANDS INC
153,854$2.3B0.00%
83
JWNUSDNORDSTROM INC
3,175,500$2.3B0.00%
84
LNCLINCOLN NATL CORP IND
2,502,878$2.3B0.00%
85
AWNADVANCE AUTO PARTS INC
23,771$2.3B0.00%
86
IVZINVESCO LTD
625,195$2.3B0.00%
87
IRMIRON MTN INC NEW
152,529$2.3B0.00%
88
UALUNITED CONTL HLDGS INC
126,073$2.3B0.00%
89
HONHONEYWELL INTL INC
873,994$2.3B0.00%
90
JBLUJETBLUE AIRWAYS CORP
4,451,094$2.3B0.00%
91
SYKSTRYKER CORP
192,296$2.3B0.00%
92
RYROYAL BK CDA MONTREAL QUE
63,464,251$2.3B0.00%Put
93
DELLDELL TECHNOLOGIES INC
125,227$2.3B0.00%
94
AMGAFFILIATED MANAGERS GROUP
30,145$2.3B0.00%
95
LBTYBLIBERTY GLOBAL PLC
467,513$2.3B0.00%
96
OKEONEOK INC NEW
384,453$2.3B0.00%
97
WABWABTEC CORP
51,728$2.3B0.00%
98
YUMYUM BRANDS INC
401,665$2.3B0.00%
99
WPCW P CAREY INC
38,662$2.2B0.00%
100
UNHUNITEDHEALTH GROUP INC
1,499,535$2.2B0.00%
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