BANK OF MONTREAL /CAN/ Q4 2016 Filing

Filed February 6, 2017

Portfolio Value

$95.1B

Holdings

3,783

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (3,783 positions)

#StockSharesValue% PortfolioType
201
NIELSEN HLDGS PLC
274,175$1.8B1.91%Call
202
GSGOLDMAN SACHS GROUP INC
472,838$1.8B1.90%Put
203
UNMUNUM GROUP
2,620,070$1.8B1.89%
204
NGGNATIONAL GRID PLC
334,353$1.8B1.88%
205
QEPQEP RES INC
267,128$1.8B1.88%Call
206
GDGENERAL DYNAMICS CORP
1,501,141$1.8B1.87%
207
CMCDN IMPERIAL BK COMM TORONTO
18,999,910$1.8B1.87%Put
208
PXDEURPIONEER NAT RES CO
73,049$1.8B1.87%
209
XLVSELECT SECTOR SPDR TR
133,340$1.8B1.87%
210
INTUINTUIT
184,039$1.8B1.87%
211
COSTCOSTCO WHSL CORP NEW
834,764$1.8B1.85%
212
EXPDEXPEDITORS INTL WASH INC
85,966$1.8B1.85%
213
KMBKIMBERLY CLARK CORP
560,981$1.8B1.84%
214
MDTMEDTRONIC PLC
1,588,033$1.7B1.84%
215
WBAWALGREENS BOOTS ALLIANCE INC
1,731,307$1.7B1.84%
216
SYYSYSCO CORP
4,251,097$1.7B1.84%
217
BRBROADRIDGE FINL SOLUTIONS IN
26,923$1.7B1.83%
218
PRGOPERRIGO CO PLC
74,008$1.7B1.83%
219
NDAQNASDAQ INC
76,084$1.7B1.82%
220
CBRECBRE GROUP INC
160,327$1.7B1.82%
221
TSMTAIWAN SEMICONDUCTOR MFG LTD
1,130,001$1.7B1.82%
222
AEPAMERICAN ELEC PWR INC
2,190,756$1.7B1.82%
223
PHPARKER HANNIFIN CORP
848,655$1.7B1.81%
224
GOOGALPHABET INC
1,511,457$1.7B1.81%
225
ETRAE TRADE FINANCIAL CORP
283,776$1.7B1.81%
226
KEYKEYCORP NEW
6,143,891$1.7B1.80%
227
PANWPALO ALTO NETWORKS INC
106,654$1.7B1.80%Put
228
AMZNAMAZON COM INC
604,977$1.7B1.80%
229
VTVVANGUARD INDEX FDS
243,144$1.7B1.80%
230
MAAMID AMER APT CMNTYS INC
132,464$1.7B1.79%
231
MZTILANCASTER COLONY CORP
12,560$1.7B1.79%
232
PRKSSEAWORLD ENTMT INC
100,577$1.7B1.79%Put
233
RGCGBPREGAL ENTMT GROUP
658,044$1.7B1.79%
234
TESORO CORP
61,306$1.7B1.78%
235
ICEINTERCONTINENTAL EXCHANGE IN
30,629$1.7B1.78%
236
BMYBRISTOL MYERS SQUIBB CO
2,072,234$1.7B1.78%
237
MFCMANULIFE FINL CORP
67,764,746$1.7B1.77%Put
238
BKRBAKER HUGHES INC
995,569$1.7B1.77%
239
NWSANEWS CORP NEW
457,217$1.7B1.77%
240
ALKALASKA AIR GROUP INC
418,011$1.7B1.76%
241
GAPGAP INC DEL
1,447,262$1.7B1.76%
242
XOMEXXON MOBIL CORP
5,801,130$1.7B1.76%Put
243
CELGCELGENE CORP
1,320,927$1.7B1.76%
244
MYLAN N V
617,707$1.7B1.75%
245
GPCGENUINE PARTS CO
75,412$1.7B1.75%
246
VVISA INC
3,819,818$1.7B1.75%
247
NBL2EURNOBLE ENERGY INC
384,153$1.7B1.74%
248
METAFACEBOOK INC
1,885,239$1.7B1.74%Put
249
LEVEL 3 COMMUNICATIONS INC
186,198$1.7B1.74%
250
WF2WINTRUST FINL CORP
330,937$1.7B1.74%
251
CERNCHFCERNER CORP
162,763$1.6B1.73%
252
VLOVALERO ENERGY CORP NEW
2,176,581$1.6B1.73%
253
WATWATERS CORP
94,393$1.6B1.73%
254
SPGSIMON PPTY GROUP INC NEW
536,921$1.6B1.73%
255
WHITEWAVE FOODS CO
29,732$1.6B1.72%
256
SEICSEI INVESTMENTS CO
34,674$1.6B1.72%
257
CDNSCADENCE DESIGN SYSTEM INC
1,191,297$1.6B1.72%
258
DKSDICKS SPORTING GOODS INC
60,461$1.6B1.72%
259
MCOMOODYS CORP
445,074$1.6B1.71%
260
KIMKIMCO RLTY CORP
265,754$1.6B1.71%
261
FDO.FMACYS INC
820,945$1.6B1.71%
262
EFXEQUIFAX INC
40,335$1.6B1.71%
263
AMATAPPLIED MATLS INC
8,994,647$1.6B1.71%
264
FFORD MTR CO DEL
7,306,974$1.6B1.70%
265
PAYXPAYCHEX INC
392,335$1.6B1.70%
266
CTLEURCENTURYLINK INC
969,807$1.6B1.70%Put
267
NYCBEURNEW YORK CMNTY BANCORP INC
100,937$1.6B1.70%
268
TGNATEGNA INC
207,070$1.6B1.69%
269
SBUXSTARBUCKS CORP
3,249,472$1.6B1.69%Put
270
BKNGPRICELINE GRP INC
50,825$1.6B1.68%
271
ANAUTONATION INC
35,689$1.6B1.68%
272
R6C2ROYAL DUTCH SHELL PLC
82,562$1.6B1.68%
273
VIABVIACOM INC NEW
448,218$1.6B1.67%Call
274
BERYEURBERRY PLASTICS GROUP INC
3,406,638$1.6B1.67%
275
MDLZMONDELEZ INTL INC
8,632,228$1.6B1.67%
276
DU PONT E I DE NEMOURS & CO
639,575$1.6B1.67%
277
IBNICICI BK LTD
2,883,263$1.6B1.67%
278
TCRTZIOPHARM ONCOLOGY INC
245,000$1.6B1.67%Put
279
MARMARRIOTT INTL INC NEW
283,948$1.6B1.67%
280
NUENUCOR CORP
494,862$1.6B1.67%
281
RETROPHIN INC
77,262$1.6B1.66%
282
WRKUSDWESTROCK CO
569,442$1.6B1.66%
283
SQMSOCIEDAD QUIMICA MINERA DE C
386,059$1.6B1.66%
284
PKNPERKINELMER INC
31,150$1.6B1.66%
285
CFCF INDS HLDGS INC
610,051$1.6B1.66%Call
286
CIGICOLLIERS INTL GROUP INC
176,335$1.6B1.66%
287
INCYINCYTE CORP
79,137$1.6B1.66%
288
CHTRCHARTER COMMUNICATIONS INC N
100,356$1.6B1.65%
289
PLDPROLOGIS INC
432,634$1.6B1.65%
290
PSXPHILLIPS 66
366,628$1.6B1.65%Call
291
ADPAUTOMATIC DATA PROCESSING IN
781,021$1.6B1.65%
292
MTCHEURMATCH GROUP INC
87,124$1.6B1.65%Put
293
SNASNAP ON INC
445,037$1.6B1.64%
294
DVNDEVON ENERGY CORP NEW
145,150$1.6B1.64%Call
295
MRKMERCK & CO INC
6,007,774$1.6B1.63%
296
YAHOO INC
3,296,100$1.5B1.63%Put
297
IYFISHARES TR
15,765$1.5B1.63%
298
GPNGLOBAL PMTS INC
57,230$1.5B1.63%
299
IFFINTERNATIONAL FLAVORS&FRAGRA
23,809$1.5B1.63%
300
TRPTRANSCANADA CORP
30,057,812$1.5B1.62%Put
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