BANK OF MONTREAL /CAN/ Q4 2019 Filing

Filed February 10, 2020

Portfolio Value

$133.1M

Holdings

4,331

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (4,331 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	DRIDARDEN RESTAURANTS INC	431,038	$3.8M	2.82%	Call
2	MSFTMICROSOFT CORP	18,314,079	$3.6M	2.72%	Put
3	AAPLAPPLE INC	10,426,509	$3.5M	2.65%	Put
4	GOOGLALPHABET INC	1,358,549	$3.2M	2.39%	Put
5	RPMRPM INTL INC	40,183	$3.1M	2.32%
6	AYIACUITY BRANDS INC	504,306	$3.0M	2.24%
7	DISCAUSDDISCOVERY INC	3,844,963	$2.9M	2.19%	Put
8	UHSUNIVERSAL HLTH SVCS INC	219,652	$2.9M	2.19%
9	ENBENBRIDGE INC	50,875,392	$2.9M	2.16%	Put
10	HALHALLIBURTON CO	477,556	$2.9M	2.16%	Call
11	MATMATTEL INC	298,465	$2.8M	2.08%	Put
12	OCOWENS CORNING NEW	480,423	$2.8M	2.08%
13	AMATAPPLIED MATLS INC	1,772,297	$2.7M	2.03%	Call
14	NWLNEWELL BRANDS INC	826,916	$2.7M	2.01%
15	MFCMANULIFE FINL CORP	79,461,836	$2.6M	1.98%
16	TWTRUSDTWITTER INC	1,737,385	$2.6M	1.96%	Put
17	HSYHERSHEY CO	1,444,409	$2.6M	1.95%
18	HRLHORMEL FOODS CORP	494,824	$2.6M	1.95%
19	ETRENTERGY CORP NEW	787,228	$2.6M	1.93%	Put
20	VEEVVEEVA SYS INC	369,977	$2.6M	1.93%	Put
21	BMOBANK MONTREAL QUE	21,515,998	$2.6M	1.93%	Call
22	DHID R HORTON INC	431,076	$2.6M	1.93%
23	INGRINGREDION INC	160,662	$2.5M	1.91%
24	HONHONEYWELL INTL INC	1,821,774	$2.5M	1.86%	Put
25	XLNXEURXILINX INC	198,191	$2.5M	1.85%
26	MGMMGM RESORTS INTERNATIONAL	2,071,679	$2.4M	1.83%
27	TRPTC ENERGY CORP	34,054,419	$2.4M	1.82%	Put
28	SIRIEURSIRIUS XM HLDGS INC	879,893	$2.4M	1.82%	Put
29	LNGCHENIERE ENERGY INC	205,073	$2.4M	1.78%
30	INTUINTUIT	514,489	$2.4M	1.78%	Call
31	CGCCANOPY GROWTH CORP	2,606,458	$2.4M	1.78%	Put
32	THOTHOR INDS INC	31,775	$2.4M	1.77%
33	GPROGOPRO INC	543,193	$2.4M	1.77%	Put
34	—AQUA AMERICA INC	105,783	$2.4M	1.77%
35	T7DTRANSDIGM GROUP INC	43,484	$2.3M	1.76%
36	RNRRENAISSANCERE HOLDINGS LTD	30,387	$2.3M	1.75%
37	ABMDEURABIOMED INC	57,199	$2.3M	1.72%
38	RCI/BROGERS COMMUNICATIONS INC	21,763,871	$2.3M	1.71%	Put
39	URIUNITED RENTALS INC	703,987	$2.3M	1.71%	Put
40	ORIOLD REP INTL CORP	262,638	$2.3M	1.71%
41	TFXTELEFLEX INC	42,446	$2.3M	1.71%
42	DOVDOVER CORP	331,150	$2.3M	1.71%	Put
43	OKTAOKTA INC	114,658	$2.3M	1.71%	Put
44	NBL2EURNOBLE ENERGY INC	213,289	$2.3M	1.70%
45	WOOFOOT LOCKER INC	378,023	$2.3M	1.70%
46	AEEAMEREN CORP	544,664	$2.3M	1.70%
47	CTLEURCENTURYLINK INC	431,693	$2.2M	1.69%
48	UNHUNITEDHEALTH GROUP INC	1,390,607	$2.2M	1.68%	Put
49	CINFCINCINNATI FINL CORP	223,280	$2.2M	1.67%	Put
50	COOCOOPER COS INC	162,001	$2.2M	1.67%
51	FDSFACTSET RESH SYS INC	31,920	$2.2M	1.66%
52	NVONOVO-NORDISK A S	226,749	$2.2M	1.66%	Put
53	PPLPPL CORP	3,378,170	$2.2M	1.66%	Call
54	TDOCTELADOC HEALTH INC	116,375	$2.2M	1.65%	Put
55	MKLMARKEL CORP	10,442	$2.2M	1.63%
56	COHREURCOHERENT INC	13,054	$2.2M	1.63%
57	RHIROBERT HALF INTL INC	126,105	$2.2M	1.62%
58	RHPRYMAN HOSPITALITY PPTYS INC	41,420	$2.2M	1.62%
59	QRVOQORVO INC	235,805	$2.1M	1.61%	Put
60	CRWDCROWDSTRIKE HLDGS INC	43,081	$2.1M	1.61%	Put
61	WRKUSDWESTROCK CO	1,365,334	$2.1M	1.61%
62	HOLXHOLOGIC INC	2,232,331	$2.1M	1.60%
63	BLKBBLACKBAUD INC	26,648	$2.1M	1.59%
64	UGIUGI CORP NEW	505,906	$2.1M	1.59%
65	GGGGRACO INC	69,194	$2.1M	1.59%
66	CFGCITIZENS FINL GROUP INC	5,626,377	$2.1M	1.58%
67	BERYEURBERRY GLOBAL GROUP INC	2,374,244	$2.1M	1.58%	Put
68	BACBANK AMER CORP	24,946,001	$2.1M	1.57%	Put
69	SYKSTRYKER CORP	391,059	$2.1M	1.56%	Put
70	SUSUNCOR ENERGY INC NEW	38,807,292	$2.1M	1.56%	Put
71	STXSEAGATE TECHNOLOGY PLC	769,276	$2.1M	1.55%	Put
72	RSGREPUBLIC SVCS INC	503,403	$2.1M	1.55%
73	DC4DEXCOM INC	48,251	$2.1M	1.54%
74	AKAMAKAMAI TECHNOLOGIES INC	1,624,021	$2.1M	1.54%
75	NOVEURNATIONAL OILWELL VARCO INC	177,370	$2.1M	1.54%
76	BAMBROOKFIELD ASSET MGMT INC	34,031,762	$2.0M	1.53%	Call
77	CHKPCHECK POINT SOFTWARE TECH LT	86,842	$2.0M	1.52%
78	AONAON PLC	290,159	$2.0M	1.52%
79	KSUEURKANSAS CITY SOUTHERN	651,062	$2.0M	1.51%
80	ADPAUTOMATIC DATA PROCESSING IN	969,270	$2.0M	1.51%	Put
81	NWENORTHWESTERN CORP	28,013	$2.0M	1.51%
82	GWWGRAINGER W W INC	475,318	$2.0M	1.50%
83	DEIDOUGLAS EMMETT INC	45,392	$2.0M	1.50%
84	IQIQIYI INC	947,507	$2.0M	1.50%	Put
85	ACBAURORA CANNABIS INC	7,279,581	$2.0M	1.49%	Put
86	STZCONSTELLATION BRANDS INC	786,921	$2.0M	1.48%
87	GOOGALPHABET INC	1,472,178	$2.0M	1.48%	Call
88	TXTTEXTRON INC	387,830	$2.0M	1.47%
89	DOCUSDPHYSICIANS RLTY TR	103,251	$2.0M	1.47%
90	CMCDN IMPERIAL BK COMM TORONTO	18,046,020	$2.0M	1.47%	Put
91	PG4PRINCIPAL FINL GROUP INC	1,108,245	$1.9M	1.46%
92	NGVTINGEVITY CORP	22,267	$1.9M	1.46%
93	OVEROVERSTOCK COM INC DEL	276,035	$1.9M	1.46%	Put
94	BHPBHP GROUP LTD	58,709	$1.9M	1.46%
95	UAUNDER ARMOUR INC	101,288	$1.9M	1.46%
96	CECELANESE CORP DEL	116,743	$1.9M	1.46%
97	ONON SEMICONDUCTOR CORP	1,474,621	$1.9M	1.45%
98	REEVEREST RE GROUP LTD	411,592	$1.9M	1.45%
99	PBFPBF ENERGY INC	827,967	$1.9M	1.44%	Put
100	EEFTEURONET WORLDWIDE INC	53,647	$1.9M	1.43%

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