BANK OF MONTREAL /CAN/

Q1 2020 13F-HR Holdings

Location
Toronto, A6
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
4,140
Total value ($000)
$87,250,020
Net value change ($000)
-45,890,685 (-34.5%)
New positions
165
Sold out positions
674
Turnover %
1.6%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 2/10/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
AMZN 191,419 13.7%
TLH 71,024 1921.6%
IEFA 67,268 93.2%
VOO 67,034 44.9%
HYG 58,577 230.0%
NI 49,188 233.7%
NOC 48,044 49.1%
EA 47,483 85.4%
TRP 45,176 2.5%
LIFE STORAGE, INC. 42,615 1962.9%
Top Reduces (Value $000, Stocks/ETFs)
SPY -1,672,169 -78.5%
RY -1,383,065 -27.9%
TD -1,348,083 -34.1%
BNS -1,112,672 -35.3%
BN -1,029,999 -52.6%
GOOGL -943,496 -48.8%
GOOGL -904,989 -54.6%
AAPL -882,348 -34.2%
MFC -688,214 -42.7%
ENB -657,061 -33.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,939,110 (6.8% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type