BANK OF MONTREAL /CAN/ Q4 2018 Filing

Filed January 22, 2019

Portfolio Value

$105.8M

Holdings

4,344

Report Date

Q4 2018

Filing Type

13F-HR

All Holdings (4,344 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SLBSCHLUMBERGER LTD	1,684,960	$3.8M	3.63%	Call
2	GOOGLALPHABET INC	1,289,347	$3.1M	2.95%	Put
3	AEPAMERICAN ELEC PWR INC	1,173,318	$3.1M	2.95%
4	AWMSKYWORKS SOLUTIONS INC	195,163	$3.1M	2.89%
5	—ENSCO PLC	836,671	$3.0M	2.81%	Put
6	GOOGALPHABET INC	2,621,733	$2.9M	2.76%	Put
7	ENBENBRIDGE INC	41,597,140	$2.9M	2.70%	Put
8	AAPLAPPLE INC	9,596,203	$2.8M	2.61%	Put
9	MAMASTERCARD INCORPORATED	3,474,433	$2.7M	2.58%
10	WBAWALGREENS BOOTS ALLIANCE INC	1,782,403	$2.7M	2.56%	Put
11	MFCMANULIFE FINL CORP	74,521,956	$2.7M	2.54%	Put
12	—NIELSEN HLDGS PLC	590,945	$2.7M	2.52%
13	ONON SEMICONDUCTOR CORP	1,948,667	$2.7M	2.51%
14	SYMCEURSYMANTEC CORP	295,879	$2.7M	2.51%
15	CMSCMS ENERGY CORP	496,580	$2.6M	2.50%
16	IEXIDEX CORP	20,893	$2.6M	2.49%
17	BNSBANK N S HALIFAX	51,284,129	$2.6M	2.47%	Call
18	HRCHILL ROM HLDGS INC	1,642,454	$2.6M	2.46%
19	MATMATTEL INC	993,332	$2.6M	2.45%	Put
20	BWABORGWARNER INC	119,907	$2.6M	2.44%
21	GTGOODYEAR TIRE & RUBR CO	2,346,793	$2.5M	2.37%
22	MSFTMICROSOFT CORP	17,138,656	$2.5M	2.34%	Put
23	PWRQUANTA SVCS INC	82,134	$2.5M	2.34%
24	TWTRUSDTWITTER INC	1,146,687	$2.5M	2.34%
25	WHRWHIRLPOOL CORP	65,372	$2.5M	2.33%
26	AIZASSURANT INC	27,275	$2.4M	2.31%
27	RCI/BROGERS COMMUNICATIONS INC	19,493,853	$2.4M	2.29%	Put
28	ADSKAUTODESK INC	108,526	$2.4M	2.27%
29	—ENCANA CORP	11,289,193	$2.4M	2.26%	Put
30	FLRFLUOR CORP NEW	127,545	$2.4M	2.26%
31	MNSTMONSTER BEVERAGE CORP NEW	222,784	$2.4M	2.23%
32	UHSUNIVERSAL HLTH SVCS INC	76,762	$2.4M	2.23%
33	PXDEURPIONEER NAT RES CO	535,831	$2.4M	2.22%
34	CHRWC H ROBINSON WORLDWIDE INC	755,999	$2.3M	2.20%
35	BCEBCE INC	23,887,914	$2.3M	2.18%	Put
36	XYLXYLEM INC	878,548	$2.3M	2.18%
37	DTEDTE ENERGY CO	183,917	$2.3M	2.15%
38	COOCOOPER COS INC	42,057	$2.3M	2.15%
39	CMCDN IMPERIAL BK COMM TORONTO	17,014,693	$2.3M	2.15%	Put
40	ULUNILEVER PLC	239,216	$2.3M	2.14%
41	PLDPROLOGIS INC	301,794	$2.3M	2.13%
42	—TWENTY FIRST CENTY FOX INC	671,115	$2.3M	2.13%
43	AMZNAMAZON COM INC	2,046,856	$2.2M	2.11%	Put
44	HPEHEWLETT PACKARD ENTERPRISE C	1,166,688	$2.2M	2.11%
45	NWLNEWELL BRANDS INC	688,829	$2.2M	2.07%
46	BHPBHP GROUP LIMITED	208,871	$2.2M	2.07%	Call
47	CCEPCOCA COLA EUROPEAN PARTNERS	284,534	$2.2M	2.07%
48	ULTAULTA BEAUTY INC	41,644	$2.2M	2.07%
49	PANWPALO ALTO NETWORKS INC	482,508	$2.2M	2.06%
50	IRMIRON MTN INC NEW	324,138	$2.2M	2.06%
51	IPINTL PAPER CO	1,261,884	$2.2M	2.04%
52	DHID R HORTON INC	179,279	$2.2M	2.04%
53	VIPSVIPSHOP HLDGS LTD	393,484	$2.1M	2.03%
54	STZCONSTELLATION BRANDS INC	577,054	$2.1M	2.03%
55	BAXBAXTER INTL INC	539,842	$2.1M	2.03%
56	LBEURL BRANDS INC	127,018	$2.1M	2.03%
57	DVADAVITA INC	304,448	$2.1M	2.02%
58	APCANADARKO PETE CORP	172,219	$2.1M	2.02%
59	AESAES CORP	16,403,408	$2.1M	2.02%
60	UNPUNION PAC CORP	1,516,096	$2.1M	2.01%	Call
61	LULULULULEMON ATHLETICA INC	82,781	$2.1M	2.01%
62	EOGEOG RES INC	444,387	$2.1M	1.99%
63	ASMLASML HOLDING N V	13,518	$2.1M	1.99%
64	RYROYAL BK CDA MONTREAL QUE	57,888,325	$2.1M	1.98%	Put
65	TELTE CONNECTIVITY LTD	406,704	$2.1M	1.98%
66	RGAREINSURANCE GROUP AMER INC	14,922	$2.1M	1.98%
67	HOLXHOLOGIC INC	329,241	$2.1M	1.96%
68	HRLHORMEL FOODS CORP	353,856	$2.1M	1.95%
69	YRDYIRENDAI LTD	191,200	$2.1M	1.94%	Put
70	NFLXNETFLIX INC	4,071,353	$2.1M	1.94%	Put
71	BBYBEST BUY INC	497,306	$2.1M	1.94%
72	DNKNDUNKIN BRANDS GROUP INC	31,987	$2.1M	1.94%
73	APHAMPHENOL CORP NEW	173,416	$2.0M	1.92%
74	JNJJOHNSON & JOHNSON	6,347,321	$2.0M	1.92%	Call
75	—CYRUSONE INC	371,114	$2.0M	1.91%
76	DC4DEXCOM INC	66,527	$2.0M	1.90%
77	BFHALLIANCE DATA SYSTEMS CORP	677,264	$2.0M	1.89%
78	OTXOPEN TEXT CORP	2,710,313	$2.0M	1.89%
79	HONHONEYWELL INTL INC	1,257,517	$2.0M	1.88%
80	TDTORONTO DOMINION BK ONT	61,256,644	$2.0M	1.88%	Put
81	GWRUSDGENESEE & WYO INC	346,012	$2.0M	1.87%
82	MASMASCO CORP	2,431,679	$2.0M	1.87%
83	SEICSEI INVESTMENTS CO	42,488	$2.0M	1.86%
84	ENPHENPHASE ENERGY INC	414,819	$2.0M	1.85%	Put
85	DVAXDYNAVAX TECHNOLOGIES CORP	214,375	$2.0M	1.85%	Put
86	CNRCANADIAN NATL RY CO	16,196,349	$2.0M	1.85%
87	PNWPINNACLE WEST CAP CORP	186,186	$2.0M	1.85%
88	ALBALBEMARLE CORP	59,420	$1.9M	1.84%
89	KSSKOHLS CORP	1,966,292	$1.9M	1.84%
90	EMREMERSON ELEC CO	2,077,272	$1.9M	1.83%
91	XRXCHFXEROX CORP	98,211	$1.9M	1.83%
92	CAHCARDINAL HEALTH INC	446,580	$1.9M	1.82%
93	FOSLFOSSIL GROUP INC	122,743	$1.9M	1.82%	Put
94	TRPTRANSCANADA CORP	31,319,312	$1.9M	1.82%	Put
95	7HPHP INC	1,258,149	$1.9M	1.81%
96	TLRYEURTILRAY INC	27,097	$1.9M	1.81%	Put
97	9990302DAPACHE CORP	143,127	$1.9M	1.80%
98	CECELANESE CORP DEL	88,432	$1.9M	1.80%
99	TSMTAIWAN SEMICONDUCTOR MFG LTD	2,350,622	$1.9M	1.80%
100	AIGAMERICAN INTL GROUP INC	1,291,937	$1.9M	1.80%

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