ROYAL BANK OF CANADA Q2 2016 Filing

Filed August 15, 2016

Portfolio Value

$164.2B

Holdings

5,769

Report Date

Q2 2016

Filing Type

13F-HR

All Holdings (5,769 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	BACVERIZON COMMUNICATIONS INC	19,937,170	$6.4B	3.93%	Put
2	MSFTMICROSOFT CORP	23,809,920	$6.3B	3.84%	Put
3	BACBANK AMER CORP	54,805,310	$6.1B	3.69%	Put
4	CVXCHEVRON CORP NEW	7,733,837	$5.8B	3.54%	Put
5	MRKMERCK & CO INC	10,983,262	$5.2B	3.14%	Put
6	AMGNAMGEN INC	2,683,517	$5.1B	3.10%	Put
7	AXPAMERICAN EXPRESS CO	1,404,799	$5.1B	3.08%	Put
8	RTN1USDRAYTHEON CO	1,208,995	$4.9B	3.00%
9	PFEPFIZER INC	18,708,953	$4.9B	2.98%	Put
10	GILDGILEAD SCIENCES INC	6,138,776	$4.8B	2.94%	Put
11	TAT&T INC	24,373,660	$4.8B	2.91%	Put
12	ABBVABBVIE INC	6,221,750	$4.7B	2.87%	Put
13	—DOW CHEM CO	7,426,880	$4.7B	2.86%	Put
14	DHRDANAHER CORP DEL	2,975,299	$4.6B	2.83%	Put
15	YUMYUM BRANDS INC	2,611,816	$4.5B	2.76%	Put
16	VODVODAFONE GROUP PLC NEW	2,240,411	$4.5B	2.74%	Put
17	FDXFEDEX CORP	464,228	$4.5B	2.73%	Put
18	AAPLAPPLE INC	22,946,829	$4.5B	2.72%	Put
19	4I1PHILIP MORRIS INTL INC	5,819,101	$4.4B	2.70%	Call
20	LLYLILLY ELI & CO	4,719,491	$4.4B	2.70%	Put
21	MCHPMICROCHIP TECHNOLOGY INC	3,974,948	$4.4B	2.69%	Call
22	EMREMERSON ELEC CO	1,563,745	$4.4B	2.67%	Put
23	MCDMCDONALDS CORP	4,403,017	$4.4B	2.67%	Put
24	TRVCCITIGROUP INC	7,949,915	$4.3B	2.63%	Put
25	INTCINTEL CORP	14,956,238	$4.3B	2.61%	Put
26	MAMASTERCARD INC	4,490,025	$4.3B	2.59%
27	IWMISHARES TR	17,072,065	$4.2B	2.57%	Put
28	XOMEXXON MOBIL CORP	11,823,837	$4.2B	2.56%	Put
29	CELGCELGENE CORP	3,199,587	$4.2B	2.53%	Put
30	PNCPNC FINL SVCS GROUP INC	2,290,315	$4.1B	2.52%
31	PSXPHILLIPS 66	1,155,727	$4.1B	2.50%	Put
32	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	2,098,928	$4.1B	2.50%
33	APCANADARKO PETE CORP	3,931,453	$4.0B	2.45%	Put
34	JPMJPMORGAN CHASE & CO	14,746,494	$4.0B	2.43%	Put
35	CLCOLGATE PALMOLIVE CO	2,563,118	$4.0B	2.42%
36	AVGOBROADCOM LTD	1,048,833	$4.0B	2.42%	Put
37	ACNACCENTURE PLC IRELAND	1,638,560	$4.0B	2.41%	Put
38	HDHOME DEPOT INC	4,496,740	$4.0B	2.41%	Put
39	—NATIONAL INSTRS CORP	223,502	$3.9B	2.41%
40	KMIKINDER MORGAN INC DEL	3,798,788	$3.9B	2.39%	Put
41	EEMISHARES TR	11,884,224	$3.9B	2.39%	Put
42	FFORD MTR CO DEL	8,961,676	$3.9B	2.39%	Put
43	DISDISNEY WALT CO	6,929,205	$3.9B	2.37%	Put
44	WTWWILLIS TOWERS WATSON PUB LTD	187,729	$3.8B	2.34%
45	ITGARTNER INC	773,425	$3.8B	2.34%
46	BABAALIBABA GROUP HLDG LTD	3,375,692	$3.8B	2.32%	Put
47	PEPPEPSICO INC	4,950,197	$3.8B	2.30%	Put
48	BCEBCE INC	35,507,759	$3.8B	2.30%	Put
49	JNJJOHNSON & JOHNSON	11,861,086	$3.8B	2.30%	Put
50	GOOGLALPHABET INC	953,879	$3.7B	2.27%	Put
51	NSCNORFOLK SOUTHERN CORP	665,331	$3.7B	2.26%	Call
52	WFCWELLS FARGO & CO NEW	17,544,230	$3.7B	2.25%	Put
53	QCOMQUALCOMM INC	6,487,343	$3.7B	2.24%	Put
54	IBBISHARES TR	746,918	$3.7B	2.23%	Put
55	VFCV F CORP	1,146,913	$3.7B	2.22%	Call
56	—SUNTRUST BKS INC	2,386,143	$3.6B	2.22%	Put
57	LIESUN LIFE FINL INC	45,615,220	$3.6B	2.22%	Put
58	TRVTRAVELERS COMPANIES INC	618,173	$3.6B	2.20%
59	PGRPROGRESSIVE CORP OHIO	174,546	$3.6B	2.19%	Call
60	LYBLYONDELLBASELL INDUSTRIES N	2,655,225	$3.6B	2.18%	Put
61	FHIFEDERATED INVS INC PA	529,702	$3.6B	2.17%
62	GSKGLAXOSMITHKLINE PLC	9,129,435	$3.6B	2.17%	Put
63	IBMINTERNATIONAL BUSINESS MACHS	1,959,241	$3.6B	2.17%	Put
64	PGPROCTER & GAMBLE CO	8,785,316	$3.6B	2.17%	Put
65	KOCOCA COLA CO	13,092,335	$3.6B	2.16%	Put
66	MOALTRIA GROUP INC	12,422,878	$3.5B	2.16%	Put
67	CSCOCISCO SYS INC	18,806,626	$3.5B	2.14%	Put
68	WYWEYERHAEUSER CO	5,649,326	$3.5B	2.13%
69	INTUINTUIT	1,572,390	$3.5B	2.13%
70	AMZNAMAZON COM INC	1,334,276	$3.5B	2.12%	Put
71	SLBSCHLUMBERGER LTD	2,551,437	$3.5B	2.12%	Put
72	MMM3M CO	2,184,424	$3.4B	2.09%	Put
73	DUKDUKE ENERGY CORP NEW	3,890,907	$3.4B	2.08%	Put
74	GEGENERAL ELECTRIC CO	38,829,347	$3.4B	2.07%	Put
75	OXYOCCIDENTAL PETE CORP DEL	4,065,969	$3.4B	2.07%	Put
76	ELVANTHEM INC	376,263	$3.4B	2.07%	Call
77	CAHCARDINAL HEALTH INC	2,160,398	$3.4B	2.06%
78	CNRCANADIAN NATL RY CO	44,413,441	$3.4B	2.06%	Put
79	TWXCHFTIME WARNER INC	3,333,996	$3.4B	2.04%	Put
80	TYLTYLER TECHNOLOGIES INC	538,767	$3.3B	2.01%
81	—EXPRESS SCRIPTS HLDG CO	1,655,640	$3.3B	2.01%	Put
82	SYYSYSCO CORP	1,868,225	$3.3B	2.01%
83	ELLAUDER ESTEE COS INC	1,903,938	$3.3B	2.00%
84	SPYSPDR S&P 500 ETF TR	30,921,352	$3.3B	2.00%	Put
85	BAMBROOKFIELD ASSET MGMT INC	73,350,520	$3.2B	1.97%	Put
86	JWNUSDNORDSTROM INC	739,729	$3.2B	1.96%	Put
87	CRCCANADIAN NAT RES LTD	52,825,405	$3.2B	1.96%	Put
88	BRK/BBERKSHIRE HATHAWAY INC DEL	2,940,104	$3.2B	1.95%	Call
89	SESPECTRA ENERGY CORP	5,238,669	$3.2B	1.95%	Call
90	TEVATEVA PHARMACEUTICAL INDS LTD	2,915,784	$3.2B	1.94%	Put
91	BURLBURLINGTON STORES INC	73,962	$3.2B	1.94%
92	ACWIISHARES TR	211,503	$3.2B	1.93%
93	UPSUNITED PARCEL SERVICE INC	3,279,710	$3.2B	1.93%	Put
94	AQLTISHARES TR	955,889	$3.2B	1.92%
95	—ITC HLDGS CORP	2,445,763	$3.2B	1.92%
96	TTELUS CORP	29,579,737	$3.1B	1.91%	Call
97	TSLATESLA MTRS INC	266,113	$3.1B	1.91%	Put
98	CMCSACOMCAST CORP NEW	4,980,569	$3.1B	1.91%	Put
99	GDGENERAL DYNAMICS CORP	654,878	$3.1B	1.90%
100	DFSEURDISCOVER FINL SVCS	739,221	$3.1B	1.90%	Call

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