BANK OF MONTREAL /CAN/ Q4 2016 Filing

Filed February 6, 2017

Portfolio Value

$95.1M

Holdings

3,783

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,783 positions)

#	Stock	Shares	Value	% Portfolio	Type
1901	—BANK AMER CORP	64,061	$570K	0.60%
1902	CBRLCRACKER BARREL OLD CTRY STOR	3,503	$570K	0.60%
1903	—KAPSTONE PAPER & PACKAGING C	27,786	$567K	0.60%
1904	IDAIDACORP INC	7,432	$566K	0.60%
1905	AMLPUSDALPS ETF TR	45,766	$566K	0.60%
1906	XLRESELECT SECTOR SPDR TR	18,583	$558K	0.59%
1907	PRLBPROTO LABS INC	10,709	$558K	0.59%
1908	CLVSEURCLOVIS ONCOLOGY INC	16,302	$558K	0.59%	Put
1909	SCHVSCHWAB STRATEGIC TR	11,807	$557K	0.59%
1910	—GRAMERCY PPTY TR	21,254	$557K	0.59%
1911	NIHDEURNII HLDGS INC	327,000	$556K	0.58%
1912	PMBSPIMCO ETF TR	5,410	$552K	0.58%
1913	SCHASCHWAB STRATEGIC TR	9,083	$549K	0.58%
1914	THSTREEHOUSE FOODS INC	7,839	$544K	0.57%
1915	RDNRADIAN GROUP INC	37,312	$544K	0.57%
1916	—SELECT INCOME REIT	22,284	$544K	0.57%
1917	ALKSALKERMES PLC	9,562	$543K	0.57%
1918	USFDUS FOODS HLDG CORP	23,635	$540K	0.57%
1919	PACWUSDPACWEST BANCORP DEL	10,550	$540K	0.57%
1920	NYTNEW YORK TIMES CO	41,500	$539K	0.57%
1921	NEONEOGENOMICS INC	59,953	$536K	0.56%
1922	—TALLGRASS ENERGY GP LP	22,032	$533K	0.56%
1923	—COMPANHIA BRASILEIRA DE DIST	33,393	$532K	0.56%
1924	MFGMIZUHO FINL GROUP INC	146,650	$528K	0.56%
1925	ESBAEMPIRE ST RLTY OP L P	26,163	$526K	0.55%
1926	—SERVICESOURCE INTL INC	88,564	$525K	0.55%
1927	UMPQUSDUMPQUA HLDGS CORP	28,888	$513K	0.54%
1928	DOEURDIAMOND OFFSHORE DRILLING IN	28,458	$513K	0.54%
1929	—NEUSTAR INC	21,037	$512K	0.54%	Put
1930	MNRUSDMONMOUTH REAL ESTATE INVT CO	36,302	$509K	0.54%
1931	GWRSGLOBAL WTR RES INC	59,485	$503K	0.53%
1932	QUALISHARES TR	7,375	$502K	0.53%
1933	—TEAM INC	14,575	$500K	0.53%
1934	DESWISDOMTREE TR	6,231	$499K	0.52%
1935	BLMNBLOOMIN BRANDS INC	26,752	$497K	0.52%
1936	CTVHELIX ENERGY SOLUTIONS GRP I	47,446	$496K	0.52%
1937	VBKVANGUARD INDEX FDS	3,731	$496K	0.52%
1938	PJ4APARK CITY GROUP INC	34,000	$496K	0.52%	Put
1939	—DDR CORP	32,432	$494K	0.52%
1940	NUANEURNUANCE COMMUNICATIONS INC	30,444	$494K	0.52%
1941	SIMOSILICON MOTION TECHNOLOGY CO	10,720	$493K	0.52%
1942	G7AGRUPO AEROPORTUARIO CTR NORT	13,045	$492K	0.52%
1943	NVGNUVEEN AMT FREE MUN CR INC F	34,721	$487K	0.51%
1944	UI2KEMPER CORP DEL	11,878	$487K	0.51%
1945	EDGGOLD FIELDS LTD NEW	158,606	$487K	0.51%
1946	—IMPAX LABORATORIES INC	33,586	$485K	0.51%
1947	MPTMEDICAL PPTYS TRUST INC	40,549	$484K	0.51%
1948	ROLROLLINS INC	15,049	$483K	0.51%
1949	IGROISHARES TR	10,265	$483K	0.51%
1950	—AMTRUST FINL SVCS INC	18,949	$481K	0.51%
1951	—GENERAL CABLE CORP DEL NEW	25,508	$479K	0.50%
1952	—HUANENG PWR INTL INC	19,121	$477K	0.50%	Put
1953	—RETAIL PPTYS AMER INC	31,182	$476K	0.50%
1954	FHIFEDERATED INVS INC PA	17,235	$475K	0.50%
1955	—KITE PHARMA INC	9,262	$472K	0.50%
1956	MEIMETHODE ELECTRS INC	12,767	$471K	0.50%
1957	RDOGALPS ETF TR	11,412	$470K	0.49%
1958	—CAPITAL BK FINL CORP	13,116	$470K	0.49%
1959	PSOPEARSON PLC	47,599	$470K	0.49%
1960	—LIFELOCK INC	19,724	$469K	0.49%
1961	NEUNEWMARKET CORP	1,113	$466K	0.49%
1962	AEISADVANCED ENERGY INDS	8,394	$463K	0.49%
1963	EUFNISHARES	25,379	$456K	0.48%
1964	FLTRVANECK VECTORS ETF TR	18,160	$454K	0.48%
1965	SBSWSIBANYE GOLD LTD	54,712	$454K	0.48%
1966	CRLCHARLES RIV LABS INTL INC	6,366	$453K	0.48%
1967	CPACOPA HOLDINGS SA	5,088	$453K	0.48%
1968	NMRNOMURA HLDGS INC	82,396	$451K	0.47%
1969	FSSFEDERAL SIGNAL CORP	28,333	$448K	0.47%
1970	TELFYTELEFONICA S A	53,681	$445K	0.47%
1971	INOINOVIO PHARMACEUTICALS INC	62,882	$445K	0.47%	Put
1972	—THERAPEUTICSMD INC	74,719	$444K	0.47%
1973	—WALTER INVT MGMT CORP	77,784	$443K	0.47%
1974	BGCPEURBGC PARTNERS INC	45,320	$443K	0.47%
1975	DKDELEK US HLDGS INC	21,962	$441K	0.46%
1976	SATSECHOSTAR CORP	8,643	$441K	0.46%
1977	NATINATIONAL INSTRS CORP	14,979	$440K	0.46%
1978	SUSAISHARES TR	4,800	$436K	0.46%
1979	SCISERVICE CORP INTL	16,138	$436K	0.46%
1980	HSKAEURHESKA CORP	6,591	$435K	0.46%
1981	PIPRPIPER JAFFRAY COS	5,950	$434K	0.46%
1982	IBOCINTERNATIONAL BANCSHARES COR	11,101	$433K	0.46%
1983	HEHAWAIIAN ELEC INDUSTRIES	14,014	$431K	0.45%
1984	—QUALITY SYS INC	32,762	$430K	0.45%
1985	JBSSSANFILIPPO JOHN B & SON INC	6,732	$429K	0.45%
1986	VVVVALVOLINE INC	20,200	$424K	0.45%	Put
1987	DONWISDOMTREE TR	4,524	$423K	0.44%
1988	—UNITED STATES NATL GAS FUND	50,000	$422K	0.44%	Put
1989	VIPSVIPSHOP HLDGS LTD	37,340	$419K	0.44%
1990	—DIGITALGLOBE INC	13,009	$417K	0.44%
1991	—CHEMICAL FINL CORP	8,023	$416K	0.44%
1992	AROCARCHROCK INC	30,826	$415K	0.44%
1993	SHOSUNSTONE HOTEL INVS INC NEW	28,533	$414K	0.44%
1994	BZHBEAZER HOMES USA INC	30,467	$411K	0.43%
1995	NVROEURNEVRO CORP	5,372	$408K	0.43%
1996	RPREALPAGE INC	14,160	$405K	0.43%
1997	DLXDELUXE CORP	5,963	$403K	0.42%
1998	AVPUSDAVON PRODS INC	74,498	$399K	0.42%
1999	—ENEL AMERICAS S A	49,825	$398K	0.42%
2000	UEURBAN EDGE PPTYS	14,672	$398K	0.42%

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