BANK OF MONTREAL /CAN/ Q4 2017 Filing

Filed January 16, 2018

Portfolio Value

$115.1T

Holdings

3,885

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (3,885 positions)

#StockSharesValue% PortfolioType
1
BENFRANKLIN RES INC
766,364$3.2B0.00%Put
2
BHFBRIGHTHOUSE FINL INC
51,677$3.0B0.00%
3
PCGPG&E CORP
784,672$3.0B0.00%Put
4
BBYBEST BUY INC
348,429$2.9B0.00%
5
FRCBFIRST REP BK SAN FRANCISCO C
451,244$2.8B0.00%
6
MDXGMIMEDX GROUP INC
220,043$2.8B0.00%Put
7
RHT1EURRED HAT INC
1,242,177$2.8B0.00%
8
LEALEAR CORP
1,667,469$2.7B0.00%
9
LULULULULEMON ATHLETICA INC
34,246$2.7B0.00%
10
HRCHILL ROM HLDGS INC
1,345,876$2.7B0.00%
11
DVADAVITA INC
274,251$2.7B0.00%
12
S9QSPIRIT AEROSYSTEMS HLDGS INC
1,920,499$2.6B0.00%
13
MNSTMONSTER BEVERAGE CORP NEW
243,188$2.6B0.00%
14
IEXIDEX CORP
19,487$2.6B0.00%
15
DTEDTE ENERGY CO
314,131$2.5B0.00%
16
HONHONEYWELL INTL INC
1,566,135$2.5B0.00%Call
17
WEINGARTEN RLTY INVS
76,757$2.5B0.00%Call
18
ROSTROSS STORES INC
430,361$2.5B0.00%
19
CECELANESE CORP DEL
23,345$2.5B0.00%
20
COPCONOCOPHILLIPS
2,680,226$2.5B0.00%
21
EOGEOG RES INC
862,609$2.4B0.00%Call
22
TRVCCITIGROUP INC
10,876,390$2.4B0.00%Put
23
FFIVF5 NETWORKS INC
1,390,822$2.4B0.00%
24
HLFHERBALIFE LTD
35,073$2.4B0.00%Put
25
MFCMANULIFE FINL CORP
72,807,304$2.4B0.00%Put
26
EFXEQUIFAX INC
64,131$2.3B0.00%
27
ADBEADOBE SYS INC
815,305$2.3B0.00%
28
BMOBANK MONTREAL QUE
16,377,903$2.3B0.00%Put
29
CMSCMS ENERGY CORP
458,834$2.3B0.00%
30
LMTLOCKHEED MARTIN CORP
496,705$2.3B0.00%
31
CPBCAMPBELL SOUP CO
214,641$2.3B0.00%
32
SPYSPDR S&P 500 ETF TR
8,557,543$2.3B0.00%Put
33
HPHELMERICH & PAYNE INC
317,607$2.3B0.00%Put
34
UNHUNITEDHEALTH GROUP INC
1,576,796$2.3B0.00%Call
35
RRYDER SYS INC
139,697$2.2B0.00%
36
ROCKWELL COLLINS INC
86,395$2.2B0.00%
37
NWSANEWS CORP NEW
631,479$2.2B0.00%
38
TWENTY FIRST CENTY FOX INC
971,968$2.2B0.00%
39
TRIPTRIPADVISOR INC
62,376$2.2B0.00%Put
40
MTNVAIL RESORTS INC
161,422$2.1B0.00%
41
TECHBIO TECHNE CORP
16,412$2.1B0.00%
42
VMWEURVMWARE INC
218,135$2.1B0.00%Put
43
AVYAVERY DENNISON CORP
395,377$2.1B0.00%
44
AMDADVANCED MICRO DEVICES INC
12,870,246$2.1B0.00%Put
45
ZTSZOETIS INC
417,916$2.1B0.00%
46
BACVERIZON COMMUNICATIONS INC
5,359,465$2.1B0.00%
47
METAFACEBOOK INC
3,418,593$2.1B0.00%Call
48
CDNSCADENCE DESIGN SYSTEM INC
4,330,539$2.1B0.00%
49
RYROYAL BK CDA MONTREAL QUE
58,686,121$2.1B0.00%Put
50
CSGPCOSTAR GROUP INC
7,035$2.1B0.00%
51
IDV*ISHARES TR
144,577$2.1B0.00%
52
AMATAPPLIED MATLS INC
5,079,243$2.1B0.00%
53
JKHYHENRY JACK & ASSOC INC
32,816$2.1B0.00%
54
BMYBRISTOL MYERS SQUIBB CO
4,617,130$2.1B0.00%
55
BUNGE LIMITED
399,783$2.1B0.00%
56
MPCMARATHON PETE CORP
1,582,188$2.0B0.00%Call
57
AAPLAPPLE INC
11,976,313$2.0B0.00%Call
58
TFXTELEFLEX INC
26,784$2.0B0.00%
59
CGNXCOGNEX CORP
142,575$2.0B0.00%
60
TAT&T INC
7,442,310$2.0B0.00%Call
61
NVRNVR INC
1,281$2.0B0.00%
62
WATWATERS CORP
81,050$2.0B0.00%
63
KRKROGER CO
1,471,854$2.0B0.00%
64
BRBROADRIDGE FINL SOLUTIONS IN
33,733$2.0B0.00%
65
PSAPUBLIC STORAGE
207,705$2.0B0.00%
66
LUMBER LIQUIDATORS HLDGS INC
63,033$2.0B0.00%Put
67
CHDCHURCH & DWIGHT INC
224,339$2.0B0.00%
68
LIBERTY INTERACTIVE CORP
81,001$2.0B0.00%
69
DELLDELL TECHNOLOGIES INC
375,109$2.0B0.00%
70
MATMATTEL INC
898,633$2.0B0.00%Put
71
MOALTRIA GROUP INC
2,454,349$2.0B0.00%
72
DGXQUEST DIAGNOSTICS INC
203,603$2.0B0.00%
73
FMCF M C CORP
71,391$2.0B0.00%
74
CPRTCOPART INC
45,530$2.0B0.00%
75
ETRENTERGY CORP NEW
2,001,135$2.0B0.00%
76
CHTRCHARTER COMMUNICATIONS INC N
124,760$2.0B0.00%
77
VAREURVARIAN MED SYS INC
68,215$1.9B0.00%
78
PEGPUBLIC SVC ENTERPRISE GROUP
819,808$1.9B0.00%
79
TRIVAGO N V
282,925$1.9B0.00%Put
80
RADIUS HEALTH INC
60,732$1.9B0.00%Put
81
PNCPNC FINL SVCS GROUP INC
1,681,159$1.9B0.00%
82
GAPGAP INC DEL
2,212,793$1.9B0.00%
83
BROOKFIELD PPTY PARTNERS L P
2,424,728$1.9B0.00%Put
84
PPGPPG INDS INC
259,602$1.9B0.00%
85
KOCOCA COLA CO
5,771,575$1.9B0.00%
86
KELKELLOGG CO
623,682$1.9B0.00%
87
ALXNALEXION PHARMACEUTICALS INC
1,521,834$1.9B0.00%
88
HIIHUNTINGTON INGALLS INDS INC
855,162$1.9B0.00%
89
HALHALLIBURTON CO
1,159,103$1.9B0.00%
90
AYS1SANDSTORM GOLD LTD
4,561,619$1.9B0.00%Put
91
MKLMARKEL CORP
1,631$1.9B0.00%
92
SBUXSTARBUCKS CORP
2,668,337$1.9B0.00%Put
93
GNC HLDGS INC
502,700$1.9B0.00%Put
94
FTVFORTIVE CORP
279,777$1.9B0.00%
95
JKSJINKOSOLAR HLDG CO LTD
76,812$1.8B0.00%Put
96
MDTMEDTRONIC PLC
3,534,356$1.8B0.00%Put
97
7HPHP INC
2,307,115$1.8B0.00%
98
DELPHI TECHNOLOGIES PLC
167,548$1.8B0.00%
99
AIZASSURANT INC
124,076$1.8B0.00%
100
PSXPHILLIPS 66
599,321$1.8B0.00%
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